Histogram of ETF Daily Total Returns

Volatility is measured by the (annualized) standard deviation of daily returns. Volatile ETFs have return distributions that are very spread out. By contrast, low volatility ETFs have tight distributions, where the daily returns are clustered around the average.
  • Period

Histogram Of Daily Returns: May 02, 2023 - May 02, 2024

Histogram of daily returns

  SPY INDA
Mean Average +0.1% +0.1%
St. Dev. 0.7 % 0.7 %
Volatility 11.6 % 10.9 %
Total Return +24.7% +29.3%
Max Daily Rtn +2.1% +1.7%
Min Daily Rtn -1.7% -2.7%
Positive Days 138 (54.8 %) 148 (58.7 %)
Negative Days 113 (44.8 %) 102 (40.5 %)
Unchanged Days 1 (0.4 %) 2 (0.8 %)