Tracking DFUV historical volatility helps you see how much Dimensional US Marketwide Value 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, DFUV's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor DFUV 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. DFUV's 30 day historical volatility, or DFUV HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing DFUV'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 US Marketwide Value ETF is designed to purchase a broad and diverse group of securities of U.S. companies that the Advisor determines to be value stocks. The Advisor considers companies of all market capitalizations for purchase by the Portfolio. The Portfolio may purchase or sell futures contracts and options on futures contracts for U.S. equity securities and indices, to increase or decrease equity market exposure based on actual or expected cash inflows to or outflows from the Portfolio.
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