Dimensional U.S. Core Equity 2 ETF (DFAC) Historical Volatility

Tracking DFAC historical volatility helps you see how much Dimensional U.S. Core Equity 2 ETF's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Dimensional U.S. Core Equity 2 ETF's HV tells you what really happened. Use our scanner to monitor DFAC 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 an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The DFAC 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Dimensional U.S. Core Equity 2 ETF's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

The fund is designed to purchase a broad and diverse group of securities of U.S. companies. As a non-fundamental policy, under normal circumstances, the fund will invest at least 80% of its net assets in securities of U.S. companies. The fund may purchase or sell futures contracts and options on futures contracts for U.S. equity securities and indices, to increase or decrease equity market exposure based on actual or expected cash inflows to or outflows from the Portfolio.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Dimensional U.S. Core Equity 2 ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where DFAC HV is running hot, cold, or in line. Make the DFAC 30 day historical volatility — and every other window — work for your edge instead of against it.