Dimensional World ex U.S. Core Equity 2 ETF (DFAX) Historical Volatility

Tracking DFAX historical volatility helps you see how much Dimensional World ex 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 World ex U.S. Core Equity 2 ETF's HV tells you what really happened. Use our scanner to monitor DFAX 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 DFAX 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Dimensional World ex 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.

Generally, the Advisor buys and sells securities for the Portfolio with the goals of: (i) delaying and minimizing the realization of net capital gains (e.g., selling stocks with capital losses to offset gains, realized or anticipated); and (ii) maximizing the extent to which any realized net capital gains are long-term in nature (i.e., taxable at lower capital gains tax rates). The Portfolio is designed to purchase a broad and diverse group of securities of non-U.S. companies in countries with developed and emerging markets.

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 World ex 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 DFAX HV is running hot, cold, or in line. Make the DFAX 30 day historical volatility — and every other window — work for your edge instead of against it.