Dimensional US Core Equity Market ETF (DFAU) Historical Volatility

Tracking DFAU historical volatility helps you see how much Dimensional US Core Equity Market 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, DFAU's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor DFAU 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. DFAU's 30 day historical volatility, or DFAU HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing DFAU'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 fund will invest in companies of all sizes, with increased exposure to smaller capitalization, lower relative price, and higher profitability companies as compared to their representation in the U.S. Universe. As a non-fundamental policy, under normal circumstances, it will invest at least 80% of its net assets in equity securities of U.S. companies. The Advisor may also increase or reduce the fund's exposure to an eligible company, or exclude a company, based on shorter-term considerations, such as a company's price momentum and investment characteristics.