Dimensional Global Real Estate ETF (DFGR) Historical Volatility

Tracking DFGR historical volatility helps you see how much Dimensional Global 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 Global Real Estate ETF's HV tells you what really happened. Use our scanner to monitor DFGR 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 DFGR 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Dimensional Global 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.

DFGR is designed to provide exposure to the global broad real estate industry with a particular focus on REITs. The fund actively invests in companies of any size that generate at least 50% of their revenue or have at least 50% of their assets invested in residential, commercial, industrial, or other real estate industries. REITs or REIT-like entities are also eligible for inclusion. Selection is done through an integrated investment approach, with certain securities adjusted or excluded based on several factors, including free float, stock momentum, liquidity, size, relative price, profitability, and costs as per the discretion of the advisor.

Final constituents are market cap-weighted, with country or region weights implemented, where applicable. Following the funds global exposure, it aims to purchase securities only from approved markets, as identified by the advisor, and in at least three different countries, including the US. Derivatives may be used to leverage exposure or manage cash. Lending of portfolio securities is permitted to generate additional income.

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