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DFAX - Dimensional World ex U.S. Core Equity 2 ETF
Implied Volatility Analysis

Implied Volatility:
131.6%

Dimensional World ex U.S. Core Equity 2 ETF has an Implied Volatility (IV) of 131.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DFAX is 30 and the Implied Volatility Percentile (IVP) is 69. The current Implied Volatility Index for DFAX is 0.53 standard deviations away from its 1 year mean.

Market Cap$5.34B
Dividend Yield3.26% ($0.73)
Next Dividend Date6/21/2023 (88d)
Implied Volatility (IV) 30d
131.62
Implied Volatility Rank (IVR) 1y
29.88
Implied Volatility Percentile (IVP) 1y
69.05
Historical Volatility (HV) 30d
16.87
IV / HV
7.80

Data was calculated after the 3/24/2023 closing.

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