IShares Core Standard Deviation
| IEMG ETF | | | USD 81.47 -1.08 -1.31% |
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 Core's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
IShares Core has a Standard Deviation of 1.75, indicating moderate price variability. This places IShares Core within the typical volatility range for ETF.
Standard Deviation | = | SQRT(V) |
| = | 1.75 | |
Standard Deviation Peers Comparison
Relative to peers, IShares Core's Standard Deviation is above the group average of 1.1. Peer readings range from 0.7235 (Vanguard Wellington Fund) to 1.35 (iShares Core MSCI), reflecting moderate dispersion across the sector. IShares Core 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 Core 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 Core records a Standard Deviation of
1.75 and a Maximum Drawdown of
7.34 , yielding roughly
4.20 units of Maximum Drawdown per Standard Deviation. This indicates Maximum Drawdown is significantly higher than Standard Deviation for IShares Core.
Methodology, Assumptions & Data Sources
IShares Core has a current Standard Deviation reading of 1.75. The Standard Deviation for IShares Core 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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