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: Nov 30, 2022 - Dec 01, 2023

Histogram of daily returns

  SPY INDA
Mean Average +0.1% +0.0%
St. Dev. 0.9 % 0.7 %
Volatility 13.8 % 11.2 %
Total Return +14.4% +5.1%
Max Daily Rtn +2.3% +1.9%
Min Daily Rtn -2.4% -2.6%
Positive Days 134 (53.2 %) 134 (53.2 %)
Negative Days 117 (46.4 %) 115 (45.6 %)
Unchanged Days 1 (0.4 %) 3 (1.2 %)