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.
  • Period

Histogram Of Daily Returns: Dec 02, 2015 - Dec 01, 2016

Histogram of daily returns

  Mean Average St. Dev.
SPY +0.0% 0.9 %
FXI +0.0% 1.5 %