WisdomTree Emerging Market Local Debt Fund (ELD) Historical Volatility

Tracking ELD historical volatility helps you see how much WisdomTree Emerging Market Local Debt 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, ELD's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor ELD 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. ELD's 30 day historical volatility, or ELD HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing ELD'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 fund seeks to achieve its investment objective through investment in bonds and other debt instruments denominated in the local currencies of emerging market countries. Under normal circumstances, it will invest at least 80% of its net assets, plus the amount of any borrowings for investment purposes, in Local Debt. The Advisor attempts to maintain an aggregate portfolio duration of between two and ten years under normal market conditions. The fund is non-diversified.