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: Sep 22, 2017 - Sep 24, 2018

Histogram of daily returns

  Mean Average St. Dev. Volatility
SPY +0.1% 0.8 % 12.4 %
FXI +0.0% 1.4 % 22.5 %