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HDEF - Xtrackers MSCI EAFE High Dividend Yield Equity ETF
Implied Volatility Analysis

Implied Volatility:
85.2%

Xtrackers MSCI EAFE High Dividend Yield Equity ETF has an Implied Volatility (IV) of 85.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for HDEF is 22 and the Implied Volatility Percentile (IVP) is 15. The current Implied Volatility Index for HDEF is -0.96 standard deviations away from its 1 year mean.

Market Cap$808.12M
Dividend Yield6.64% ($1.20)
Next Dividend Date12/16/2022 (79d)
Implied Volatility (IV) 30d
85.16
Implied Volatility Rank (IVR) 1y
22.11
Implied Volatility Percentile (IVP) 1y
15.39
Historical Volatility (HV) 30d
22.00
IV / HV
3.87
Open Interest
22.00

Data was calculated after the 9/27/2022 closing.

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