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.
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Histogram Of Daily Returns: Nov 10, 2017 - Nov 12, 2018

Histogram of daily returns

  Mean Average St. Dev. Volatility
SPY +0.0% 0.9 % 14.4 %
FXI +0.0% 1.5 % 24.1 %