Histogram of ETF Daily Total Returns

Volatility is measured by the (annualized) standard deviation of daily returns. Volatile ETFs have return distributions that are very spread out. By contrast, low volatility ETFs have tight distributions, where the daily returns are clustered around the average.
  • Period

Histogram Of Daily Returns: May 15, 2023 - May 15, 2024

Histogram of daily returns

  SPY INDA
Mean Average +0.1% +0.1%
St. Dev. 0.7 % 0.7 %
Volatility 11.6 % 11.0 %
Total Return +30.1% +25.8%
Max Daily Rtn +2.1% +1.7%
Min Daily Rtn -1.7% -2.7%
Positive Days 143 (56.7 %) 147 (58.3 %)
Negative Days 108 (42.9 %) 103 (40.9 %)
Unchanged Days 1 (0.4 %) 2 (0.8 %)