We have investigated magnetic order in superlattices of Dy and Sc grown along the hcp c axis by molecular beam epitaxy (MBE) techniques. Our neutron diffraction experiments reveal that individual Dy layers order ferromagnetically below T(c) approximately 150 K. The magnetic coherence length along the growth direction is less than the Dy-layer thickness. Previous studies of rare-earth superlattices with Y or Lu as spacer layers have shown that magnetic coherence propagates through sufficiently thin nonmagnetic interlayers. This arises from the long-range exchange interaction that originates from nesting features in the Fermi surface of the spacer material. The lack of coupling in Dy/Sc superlattices reflects the very different Fermi surface of Sc, with much weaker nesting than Y and Lu.