ETF Volatility

  • Period
  • Volatility
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20-Day Volatility: Sep 29, 2015 - Sep 28, 2016

ETF Volatility Chart

Though the volatility of any particular ETF is obviously not static, relative volatilities do tend to be reasonably consistent. The above chart is designed to illustrate changes in overall market volatility and the relationship between different market segments.

Note: Volatility is the annualized standard deviation of daily returns. i.e. 20-day Volatility is the standard deviation of the past 20 1-day returns multiplied by sqrt(252) (annualized). For more information on volatility see Daily Return Histogram.