Volatility Analysis

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Volatility: 
Days Factor: 
42.84 0.59(1.40%)02/10/2026
State Street Real Estate Select Sector SPDR ETF (XLRE)
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  • For the given dates, XLRE current volatility is at 16.93%.
  • The 1-Month historical standard deviation is at 0.51.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.45
    20 Days0.33
    1 Month0.51
    3 Months 0.56
    100 Days 0.55
    6 Months 0.53
    Year-to-date0.95
    1 Year1.01
    3 Years3.46
    5 Years3.70
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202683.2910.94          10.9483.2947.12
    2025  39.7433.506.93-12.6019.90-29.08-33.19109.33-37.50-29.47-37.50109.336.76
    Summary
    Avg Returns (%)83.2910.9439.7433.506.93-12.6019.90-29.08-33.19109.33-37.50-29.47-37.50109.3313.48
    Max Pos Return (%)83.2910.9439.7433.506.93-12.6019.90-29.08-33.19109.33-37.50-29.47-37.50109.3313.48
    Max Neg Return (%)83.2910.9439.7433.506.93-12.6019.90-29.08-33.19109.33-37.50-29.47-37.50109.3313.48
    Pos Occurences (%)10010010010010001000010000010058
    Neg Occurences (%)0000010001001000100100010042

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