Global X MSCI SuperDividend Emerging Markets ETF (SDEM) Historical Volatility

Tracking SDEM historical volatility helps you see how much Global X MSCI SuperDividend Emerging Markets 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, SDEM's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor SDEM 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. SDEM's 30 day historical volatility, or SDEM HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing SDEM'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 Global X MSCI SuperDividend Emerging Markets ETF (SDEM) seeks to provide investment results that correspond generally to the price and yield performance, before fees and expenses, of the MSCI Emerging Markets Top 50 Dividend Index.