State Street Bridgewater All Weather ETF (ALLW) Historical Volatility

Tracking ALLW historical volatility helps you see how much State Street Bridgewater All Weather ETF's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, ALLW's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor ALLW 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. ALLW's 30 day historical volatility, or ALLW HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing ALLW's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.

The State Street Bridgewater All Weather ETF is an actively managed, diversified, global multi-asset allocation ETF that seeks to be resilient across a wide range of market conditions and environments, including economic contractions and elevated inflation.ALLW may invest across a range of global asset classes, such as domestic and international equities, nominal and inflation-linked bonds, and commodity exposures.ALLW is designed to balance assets with various sensitivities to key economic environments without predicting which environment is ahead, which means risk is allocated equally to different growth and inflation environments.