Xtrackers MSCI Emerging Markets Hedged Equity ETF (DBEM) Historical Volatility

Tracking DBEM historical volatility helps you see how much Xtrackers MSCI Emerging Markets Hedged Equity 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, DBEM's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor DBEM 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. DBEM's 30 day historical volatility, or DBEM HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing DBEM'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.

Xtrackers MSCI Emerging Markets Hedged Equity ETF (the “Fund”) seeks investment results that correspond generally to the performance, before fees and expenses, of the MSCI EM US Dollar Hedged Index (the “Underlying Index”).