WisdomTree Japan Hedged Equity Fund (DXJ) Historical Volatility

Tracking DXJ historical volatility helps you see how much WisdomTree Japan Hedged Equity Fund'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, WisdomTree Japan Hedged Equity Fund's HV tells you what really happened. Use our scanner to monitor DXJ 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 DXJ 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing WisdomTree Japan Hedged Equity Fund'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.

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 designed to provide exposure to Japanese equity markets while at the same time neutralizing exposure to fluctuations of the Japanese yen relative to the U.S. dollar. The fund is non-diversified.

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