Dimensional US Real Estate ETF (DFAR) Historical Volatility

Tracking DFAR historical volatility helps you see how much Dimensional US Real Estate 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 US Real Estate ETF's HV tells you what really happened. Use our scanner to monitor DFAR 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 DFAR 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Dimensional US Real Estate 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 portfolio, using a market capitalization weighted approach, will concentrate investments in readily marketable equity securities of companies whose principal activities include ownership, management, development, construction, or sale of residential, commercial or industrial real estate. The Portfolio will principally invest in equity securities of companies in certain REITs and companies engaged in residential construction and firms, except partnerships, whose principal business is to develop commercial property.

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 US Real Estate ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where DFAR HV is running hot, cold, or in line. Make the DFAR 30 day historical volatility — and every other window — work for your edge instead of against it.