IShares IBonds Semi Variance
| IBIE ETF | | | 26.40 0.02 0.08% |
Semi-variance provides a good measure of downside volatility for equity or a portfolio. It is similar to variance, but it only looks at periods where the returns are less than the target or average level. Below is IShares IBonds's current Semi Variance with peer comparisons and related risk metrics.
Current Semi Variance Value
A Semi Variance of
-0.02 for IShares IBonds signals low price variability. This places IShares IBonds at the lower end of the volatility range for ETF.
Semi Variance | = | SUM(RET DEV)2N(ZERO) |
| = | -0.02 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Semi Variance Peers Comparison
IShares IBonds's Semi Variance of -0.0152 falls below the 0.59 peer average. Values range from -0.0015 (iShares Trust) to 1.63 (Inspire Faithward Mid), with wide dispersion across the group. IShares IBonds has exhibited less price dispersion than the peer average over the measured period.
Semi Variance Relative To Other Indicators
The chart below plots Semi Variance against Maximum Drawdown for IShares IBonds and its peers. Each point represents one equity — position along the horizontal axis shows Semi Variance 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.
Compare IShares IBonds to PeersMethodology, Assumptions & Data Sources
IShares IBonds' Semi Variance currently stands at -0.02. IShares IBonds' Semi Variance is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. 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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