SPDR Portfolio Developed World ex-US ETF has an Implied Volatility (IV) of 43.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SPDW is 32 and the Implied Volatility Percentile (IVP) is 50. The current Implied Volatility Index for SPDW is -0.07 standard deviations away from its 1 year mean.
|Dividend Yield||3.90% ($1.18)|
|Next Dividend Date||12/20/2022 (24d)|
|Implied Volatility (IV) 30d|
|Implied Volatility Rank (IVR) 1y|
|Implied Volatility Percentile (IVP) 1y|
|Historical Volatility (HV) 30d|
|IV / HV|
Data was calculated after the 11/25/2022 closing.