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DEUS - Xtrackers Russell US Multifactor ETF
Implied Volatility Analysis

Implied Volatility:
94.3%

Xtrackers Russell US Multifactor ETF has an Implied Volatility (IV) of 94.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DEUS is 43 and the Implied Volatility Percentile (IVP) is 86. The current Implied Volatility Index for DEUS is 0.80 standard deviations away from its 1 year mean.

Market Cap$135.13M
Dividend Yield1.83% ($0.71)
Next Dividend Date12/16/2022 (80d)
Implied Volatility (IV) 30d
94.32
Implied Volatility Rank (IVR) 1y
43.08
Implied Volatility Percentile (IVP) 1y
86.11
Historical Volatility (HV) 30d
19.58
IV / HV
4.82

Data was calculated after the 9/26/2022 closing.

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