Histogram Of 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.

• ETF 1
• Symbols
• SPDR S&P 500 Index
• ETF 2
• Symbols
• iShares FTSE China 25 Index Fund

•  
• Average
• St Dev
• SPY
• +0.0%
• 1.4 %
• FXI
• -0.1%
• 2.1 %