Volatility Analysis

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Volatility: 
Days Factor: 
52.91 0.73(1.40%)02/10/2026
State Street Materials Select Sector SPDR ETF (XLB)
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  • For the given dates, XLB current volatility is at 25.07%.
  • The 1-Month historical standard deviation is at 1.40.



  • Historical Standard Deviation
    PeriodValue
    1 Week1.62
    20 Days1.21
    1 Month1.40
    3 Months 2.05
    100 Days 1.94
    6 Months 1.99
    Year-to-date3.19
    1 Year3.25
    3 Years6.02
    5 Years7.24
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202666.9861.24          61.2466.9864.11
    2025  -1.2131.03-23.42-10.8738.41-39.757.1831.1127.56-51.26-51.2638.410.88
    Summary
    Avg Returns (%)66.9861.24-1.2131.03-23.42-10.8738.41-39.757.1831.1127.56-51.26-51.2666.9811.42
    Max Pos Return (%)66.9861.24-1.2131.03-23.42-10.8738.41-39.757.1831.1127.56-51.26-51.2666.9811.42
    Max Neg Return (%)66.9861.24-1.2131.03-23.42-10.8738.41-39.757.1831.1127.56-51.26-51.2666.9811.42
    Pos Occurences (%)10010001000010001001001000010058
    Neg Occurences (%)0010001001000100000100010042

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