WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) Historical Volatility

Tracking DGS historical volatility helps you see how much WisdomTree Emerging Markets SmallCap Dividend Fund'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, DGS's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor DGS 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. DGS's 30 day historical volatility, or DGS HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing DGS'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.

Under normal circumstances, at least 95% of the fund's total assets (exclusive of collateral held from securities lending) will be invested in component securities of the index and investments that have economic characteristics that are substantially identical to the economic characteristics of such component securities. The index is a fundamentally weighted index that is comprised of small cap common stocks selected from the WisdomTree Emerging Markets Dividend Index. The fund is non-diversified.