Dimensional US Marketwide Value ETF (DFUV) Historical Volatility

Tracking DFUV historical volatility helps you see how much Dimensional US Marketwide 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 US Marketwide Value ETF's HV tells you what really 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 an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The DFUV 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Dimensional US Marketwide 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 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.

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