Vanguard Total International Bond ETF (BNDX) Historical Volatility

Tracking BNDX historical volatility helps you see how much Vanguard Total International Bond 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, BNDX's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor BNDX 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. BNDX's 30 day historical volatility, or BNDX HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing BNDX'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.

Seeks to track the performance of the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (Hedged).Employs hedging strategies that seek to mitigate uncertainty in exchange rates.Passively managed, using index sampling.Fund remains fully invested.Broad exposure across major bond markets outside of the United States.Low expenses minimize net tracking error.With respect to 75% of its total assets, the fund may not: (1) purchase more than 10% of the outstanding voting securities of any one issuer or (2) purchase securities of any issuer if, as a result, more than 5% of the fund’s total assets would be invested in that issuer’s securities; except as may be necessary to approximate the composition of its target index.