Schwab Fundamental International Small Equity ETF (FNDC) Historical Volatility

Tracking FNDC historical volatility helps you see how much Schwab Fundamental International Small Equity 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, FNDC's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor FNDC 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. FNDC's 30 day historical volatility, or FNDC HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing FNDC'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's goal is to track as closely as possible, before fees and expenses, the total return of an index that measures the performance of small non-U.S. developed market companies based on their fundamental size and weight.