Vanguard Ultra-Short Bond ETF

VUSBCBOE · USD
49.48USD+0.03 (+0.06%)

Vanguard Ultra-Short Bond ETF (VUSB) Historical Volatility

VUSB's 30 day historical volatility is 1.59%, in the 81st percentile of readings over the past year. This is a high percentile, meaning Vanguard Ultra-Short Bond ETF shares have swung far more than usual. VUSB's 30 day implied volatility sits at 4.28%, with an IV Rank of 5.56%, leaving IV 2.69 points above historical volatility. This means options are pricing in more movement than the stock has actually delivered, as of Nov 3, 2026.

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Tracking VUSB historical volatility helps you see how much Vanguard Ultra-Short Bond 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, VUSB's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor VUSB 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. VUSB's 30 day historical volatility, or VUSB HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing VUSB'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 investment objective is to seek to provide current income while maintaining limited price volatility. The fund invests in a diversified portfolio of high-quality and, to a lesser extent, medium-quality fixed income securities. The fund is expected to maintain a dollar-weighted average maturity of 0 to 2 years. Under normal circumstances, the fund will invest at least 80% of its assets in fixed income securities. The fund is designed to give investors low-cost exposure to money market instruments and short-term high-quality bonds, including asset-backed, government, and investment-grade corporate securities.

Historical Volatility

HV Percentile
81stHV Percentile
High

Historical movement is elevated versus the past year. The stock has been unusually active.

Historical Volatility (30d)1.59%

HV Percentile81st

Implied Volatility (30d)4.28%

IV Rank5.56%

IV Minus HV+2.69%

As of Nov 3, 2026

IV vs HV
Implied Volatility (IV) vs Historical Volatility (HV) over the past month.

As of Nov 3, 2026

IV - HV Difference
Difference between IV and HV over time. Positive values indicate IV > HV.

As of Nov 3, 2026

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