Dimensional International Value ETF (DFIV) Historical Volatility

Tracking DFIV historical volatility helps you see how much Dimensional International Value 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 International Value ETF's HV tells you what really happened. Use our scanner to monitor DFIV 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 DFIV 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Dimensional International Value 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 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 fund is designed to generally purchase securities of large non-U.S. companies in countries with developed markets that the Advisor determines to be lower relative price stocks.

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