IShares MSCI Standard Deviation
| EUFN ETF | | | USD 37.67 -0.81 -2.10% |
The Standard Deviation is a measure of how spread out the prices or returns of an asset are on average. It is the most widely used risk indicator in the field of investing and finance. Standard Deviation is commonly used to measure confidence in statistical conclusions regarding certain equity instruments or portfolios of equities. Below is IShares MSCI's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
At 1.79, IShares MSCI exhibits moderate price variability in Standard Deviation. This places IShares MSCI within the typical volatility range for ETF.
Standard Deviation | = | SQRT(V) |
| = | 1.79 | |
Standard Deviation Peers Comparison
The peer group averages 1.11 for Standard Deviation, with IShares MSCI at 1.79 falling above that level. Readings span 0.1332 (iShares Core 1 5) to 1.43 (Fidelity Covington Trust). IShares MSCI has exhibited greater price dispersion than the peer average over the measured period.
Standard Deviation Relative To Other Indicators
The chart below plots Standard Deviation against Maximum Drawdown for IShares MSCI and its peers. Each point represents one equity — position along the horizontal axis shows Standard Deviation while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
IShares MSCI shows nearly
3.80 of Maximum Drawdown per unit of Standard Deviation (
1.79 versus
6.80 ). This indicates Maximum Drawdown is significantly higher than Standard Deviation for IShares MSCI.
Methodology, Assumptions & Data Sources
The current Standard Deviation for IShares MSCI is 1.79. This Standard Deviation reading for IShares MSCI results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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