Columbia EM Core ex-China ETF (XCEM) Historical Volatility

Tracking XCEM historical volatility helps you see how much Columbia EM Core ex-China 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, XCEM's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor XCEM 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. XCEM's 30 day historical volatility, or XCEM HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing XCEM'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 will invest at least 80% of its net assets in the companies included in the index and the advisor generally expects to be substantially invested at such times, with at least 95% of its net assets invested in these securities. The index is designed to provide broad, core emerging markets equity exposure by measuring the stock performance of up to 700 emerging markets companies, excluding companies domiciled or exchange-listed in China or domiciled in Hong Kong. It is non-diversified.