Tracking DFGR historical volatility helps you see how much Dimensional Global Real Estate 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, DFGR's HV, also known as realized volatility, shows what actually 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 a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. DFGR's 30 day historical volatility, or DFGR HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing DFGR'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.
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.
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