Volatility Analysis

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Volatility: 
Days Factor: 
82.14 -0.23(-0.28%)01/16/2026
State Street Consumer Staples Select Sector SPDR ETF (XLP)
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  • For the given dates, XLP current volatility is at 15.78%.
  • The 1-Month historical standard deviation is at 0.97.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.79
    20 Days0.83
    1 Month0.97
    3 Months 1.31
    100 Days 1.68
    6 Months 1.64
    Year-to-date1.76
    1 Year1.72
    3 Years5.28
    5 Years6.62
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2026115.75           115.75115.75115.75
    2025  -8.3111.46-32.310.27-12.4827.74-22.8924.08-3.01-38.19-38.1927.74-5.36
    Summary
    Avg Returns (%)115.75nan-8.3111.46-32.310.27-12.4827.74-22.8924.08-3.01-38.19-38.19115.75nan
    Max Pos Return (%)115.750.00-8.3111.46-32.310.27-12.4827.74-22.8924.08-3.01-38.190.00115.755.18
    Max Neg Return (%)115.750.00-8.3111.46-32.310.27-12.4827.74-22.8924.08-3.01-38.190.00115.755.18
    Pos Occurences (%)100nan0100010001000100000100nan
    Neg Occurences (%)0nan10001000100010001001000100nan

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