Invesco RAFI Developed Markets ex-U.S. Small-Mid ETF (PDN) Historical Volatility

Tracking PDN historical volatility helps you see how much Invesco RAFI Developed Markets ex-U.S. Small-Mid 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, Invesco RAFI Developed Markets ex-U.S. Small-Mid ETF's HV tells you what really happened. Use our scanner to monitor PDN 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 PDN 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Invesco RAFI Developed Markets ex-U.S. Small-Mid 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 Invesco RAFI Developed Markets ex-U.S. Small-Mid ETF (Fund) is based on the RAFI Fundamental Select Developed ex US 1500 Index (Index). The Fund will generally invest at least 90% of its total assets in securities that comprise the Index as well as American depositary receipts (ADRs) and global depositary receipts (GDRs) that represent securities in the Index. The Index is designed to track the performance of small and mid-capitalization equities of companies in developed international markets (excluding the US), selected based on the following four fundamental measures of firm size: book value, cash flow, sales and dividends.

The equities are based on their fundamental strength and are weighted according to their fundamental scores. The Index is computed using the net return, which withholds applicable taxes for non-resident investors. The Fund and the Index are reconstituted annually.Effective close of business March 21, 2025, FTSE RAFI Developed ex U.S. Mid-Small 1500 Index ("Current Underlying Index") will change to the RAFI Fundamental Select Developed ex-US 1500 Index ("New Underlying Index"). The New Underlying Index will replace the Fund’s Current Underlying Index. The Fund’s name will change to “Invesco RAFI Developed Markets ex-U.S. Small-Mid ETF”. Additionally, the Fund's management fee will reduce to 47 bps.

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 Invesco RAFI Developed Markets ex-U.S. Small-Mid ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where PDN HV is running hot, cold, or in line. Make the PDN 30 day historical volatility — and every other window — work for your edge instead of against it.