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: Apr 30, 2024 - May 02, 2025

Histogram of daily returns

  SPY INDA
Mean Average +0.1% +0.0%
St. Dev. 1.3 % 1.0 %
Volatility 20.0 % 15.7 %
Total Return +14.3% +3.7%
Max Daily Rtn +10.5% +4.2%
Min Daily Rtn -5.9% -6.1%
Positive Days 153 (60.7 %) 137 (54.4 %)
Negative Days 99 (39.3 %) 114 (45.2 %)
Unchanged Days 0 (0.0 %) 1 (0.4 %)