IShares MSCI Coefficient Of Variation
| GARP ETF | | | 76.09 -0.31 -0.41% |
Coefficient of Variation (CV) is a normalized measure of dispersion that relates volatility to expected return, making it a useful indicator of risk per unit of return. It is also referred to as relative standard deviation when expressed as a percentage. Below is IShares MSCI's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
At 806.75, IShares MSCI's Coefficient Of Variation indicates high dispersion relative to expected return — volatility substantially exceeds the return signal. The magnitude of this value is unusually large in absolute terms, suggesting an unstable or weak relationship between risk and return, often driven by low or near-zero expected returns.
Coefficient Of Variation | = | STDER |
| = | 806.75 | |
Coefficient Of Variation Peers Comparison
Among sector peers, IShares MSCI's Coefficient Of Variation of 806.75 is below the 2575.22 group average. The range runs from -14365.3036 (WisdomTree International Quality) to 34107.66 (Bondbloxx ETF Trust). Relative to peers, IShares MSCI shows more consistent returns per unit of risk.
Coefficient Of Variation Relative To Other Indicators
The chart below plots Coefficient Of Variation against Maximum Drawdown for IShares MSCI and its peers. Each point represents one equity — position along the horizontal axis shows Coefficient Of Variation 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's Coefficient Of Variation reads
806.75 while Maximum Drawdown reads
6.14 , a
0.01 ratio between the two. This indicates Maximum Drawdown falls substantially below Coefficient Of Variation for IShares MSCI. Coefficient Of Variation runs about
131.33 times Maximum Drawdown for iShares MSCI USA
Methodology, Assumptions & Data Sources
IShares MSCI's Coefficient Of Variation currently stands at 806.75. The Coefficient Of Variation for IShares MSCI is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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