iShares Core MSCI Etf Volatility
| IDEV Etf | USD 81.82 -1.41 -1.69% |
The current Sharpe ratio for iShares Core MSCI is 0.0081, reflecting risk-adjusted gains over the last 3 months. The latest risk read is supported by 27 technical indicators. iShares Core MSCI shows low price volatility over the last 3 months.
Sharpe Ratio = 0.0081
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| Negative Returns | IDEV |
iShares Core MSCI's financial profile includes a Market Risk Adjusted Performance of 0.04%, a Risk of 1.10, and a Risk Adjusted Performance of 0.03%. IShares Core is currently underperforming relative to its full potential based on monthly moving average. Adding it to a well-diversified portfolio context can help capture more of its return potential.
Key indicators related to IShares Core's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility for IShares Core measures the dispersion of its etf returns around their average. High-volatility etfs offer greater return potential but require more active risk management.
IShares | Build portfolio with IShares Etf |
Volatility Strategy
Volatility in iShares Core MSCI reflects changing market conditions that influence diversification outcomes. Current statistical measures show total volatility near 1.1% with a beta coefficient of 0.95, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0081, evaluates return per unit of total risk. An alpha value of 0.0805 reflects performance relative to systematic market exposure. Expected return estimates near 0.0089% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. ETF pricing reflects both exposure and trading mechanics.
Main indicators related to IShares Core's market risk premium analysis include:
Beta 0.95 | Alpha 0.0805 | Risk 1.1 | Sharpe Ratio 0.0081 | Expected Return 0.0089 |
Moving together with IShares Etf
| 0.98 | VEA | Vanguard FTSE Developed | PairCorr |
| 1.0 | IEFA | iShares Core MSCI | PairCorr |
| 0.99 | VEU | Vanguard FTSE All | PairCorr |
| 1.0 | EFA | iShares MSCI EAFE | PairCorr |
| 0.94 | IXUS | iShares Core MSCI | PairCorr |
| 0.98 | SPDW | SPDR SAMPP World | PairCorr |
| 0.99 | ESGD | iShares ESG Aware | PairCorr |
| 1.0 | JIRE | JP Morgan Exchange Potential Growth | PairCorr |
| 0.96 | DFAX | Dimensional World | PairCorr |
| 0.76 | PFFL | ETRACS 2xMonthly Pay | PairCorr |
| 0.84 | GIGL | Goldman Sachs ETF | PairCorr |
| 0.64 | MCD | McDonalds | PairCorr |
| 0.74 | CAT | Caterpillar | PairCorr |
| 0.86 | DD | Dupont De Nemours | PairCorr |
| 0.85 | PG | Procter Gamble | PairCorr |
Moving against IShares Etf
Sensitivity To Market
The beta coefficient of 0.95 for iShares Core MSCI measures how its returns respond to broader market changes. In regression terms, beta captures the slope between asset returns and index returns. Historical volatility is currently near 1.1%.iShares Core MSCI return patterns over the selected horizon reflect a low level of variability, based on dispersion and downside-focused statistics. Options markets imply a forward-looking volatility estimate near 29.0%. This reflects comparatively contained forward-looking volatility expectations. ETF volatility can be read with two lenses: exposure movement and pricing efficiency vs NAV. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available.
3 Months Beta |Analyze iShares Core MSCI Demand TrendCheck current 90 days IShares Core correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation of IShares quantifies daily price dispersion around the mean over your chosen time horizon. A high standard deviation signals high volatility; a low one signals stability.
Standard Deviation | 1.1 |
Understanding the asymmetry between upside and downside risk is critical for investors in IShares Core. Standard deviation measures total price dispersion including upside, while downside deviation captures only loss risk in IShares Core's returns. iShares Core MSCI's financial profile includes a Downside Deviation of 1.31, a Downside Variance of 1.72, and a Maximum Drawdown of 5.16.
Using IShares Put Option to Manage Risk Based on 2026-05-15 Contracts
iShares Core MSCI's financial profile includes an Option Implied Volatility of 0.29 and an Option Max Pain Price of -1. A put option on IShares Core gives the holder the right, but not the obligation, to sell IShares Core shares at a predetermined strike. The put holder retains the right to sell a fixed amount of IShares Etf at the agreed strike within the option's life.
IShares Core's PUT expiring on 2026-05-15
Profit |
| IShares Core Price At Expiration |
Etf Volatility Analysis
Volatility is a statistical measure of the dispersion of IShares Core etf returns over a given period of time. Volatility measures how much IShares Core's etf price deviates from its average over a period.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. iShares Core MSCI Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Given the investment horizon of 90 days IShares Core has a beta of 0.946 . This usually indicates iShares Core MSCI market returns are correlated to returns on the market. As the market goes up or down, IShares Core is expected to follow.IShares Core carries exposure to broad market movements as well as company or sector-specific developments. While portfolio diversification can reduce asset-level risk, systematic volatility cannot be avoided. Standard deviation and beta quantify this exposure. iShares Core MSCI's financial profile includes a Downside Deviation of 1.31, a Mean Deviation of 0.78, and an Option Implied Volatility of 0.29.
Predicted Return Distribution |
| Density |
What Drives IShares Core's Price Volatility?
Industry Dynamics
Supply chain stress, pricing pressure, or consolidation in the iShares sector can alter IShares Core's day-to-day volatility profile.Political and Economic Environment
Broad market tone, policy uncertainty, and recession or expansion signals shape volatility conditions for IShares Core.IShares Core's Company-Specific Factors
Unexpected business updates, leadership changes, or legal outcomes can drive outsized moves in IShares Core's stock.Etf Risk Measures
Given the investment horizon of 90 days the coefficient of variation of IShares Core is 12335.29. The daily returns are distributed with a variance of 1.2 and standard deviation of 1.1. The mean deviation of iShares Core MSCI is currently at 0.82. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | 0.08 | |
β | Beta against Dow Jones | 0.95 | |
σ | Overall volatility | 1.10 | |
Ir | Information ratio | 0.08 |
Etf Return Volatility
Volatility for IShares Core quantifies the day-to-day dispersion of etf returns around their historical average. The fund carries 1.0956% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial has volatility of 0.8481% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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IShares Core Constituents Risk-Adjusted Indicators
Headline performance for IShares Etf may not fully reflect how the business compares across its competitive set. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| ACWI | 0.67 | 0.04 | 0.00 | -0.01 | 0.00 | 1.16 | 4.18 | |||
| EEM | 1.07 | 0.18 | 0.10 | 0.10 | 1.63 | 2.63 | 7.80 | |||
| USMV | 0.40 | 0.00 | 0.00 | -0.05 | 0.00 | 0.77 | 2.85 | |||
| IYW | 1.02 | -0.02 | 0.00 | -0.08 | 0.00 | 1.81 | 6.02 | |||
| EWJ | 1.02 | 0.15 | 0.10 | 0.08 | 1.26 | 2.11 | 7.57 | |||
| IUSV | 0.51 | 0.04 | 0.07 | 0.00 | 0.72 | 0.97 | 2.92 | |||
| DVY | 0.59 | 0.12 | 0.20 | 0.12 | 0.59 | 1.19 | 3.47 | |||
| EFV | 0.76 | 0.10 | 0.09 | 0.07 | 1.11 | 1.69 | 5.28 | |||
| IWP | 0.88 | -0.02 | 0.00 | -0.07 | 0.00 | 1.53 | 5.81 | |||
| MDY | 0.76 | 0.10 | 0.09 | 0.04 | 0.98 | 1.44 | 5.54 |
Risk Metrics, Assumptions & Methodology
Volatility regime analysis for IShares Core identifies whether the fund is currently in a high, low, or transitioning dispersion state. Regime transitions often precede directional moves, making volatility shifts a useful timing signal.
Unless otherwise specified, data for iShares Core MSCI is compiled from fund disclosures and market reference feeds and standardized for comparability. Updates may occur throughout the day. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardIShares Core Investment Opportunity
iShares Core MSCI is about 1.29 times more volatile than Dow Jones Industrial based on recent return behavior. Used properly, this comparison frames whether the extra volatility is strategic or simply uncompensated risk.You can use iShares Core MSCI to protect the portfolio against small market fluctuations. This directional read frames the latest price swing through a simple momentum and follow-through lens. It works best as a directional cue rather than as a standalone forecast. a somewhat bearish sentiment, but the market may correct it shortly. Check odds of IShares Core to be traded at $79.37 in 90 days.Poor diversification
Across the chosen horizon, IShares Core and Dow Jones show a correlation of 0.66 and fall into the Poor diversification bucket. This chart helps evaluate whether adding Dow Jones genuinely reduces risk relative to holding IShares Core alone.
IShares Core Additional Risk Indicators
Risk analysis around iShares Core MSCI becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | 0.0317 | |||
| Market Risk Adjusted Performance | 0.0395 | |||
| Mean Deviation | 0.7832 | |||
| Semi Deviation | 1.25 | |||
| Downside Deviation | 1.31 | |||
| Coefficient Of Variation | 2792.21 | |||
| Standard Deviation | 1.06 |
IShares Core Suggested Diversification Pairs
A pair strategy built around iShares Core MSCI is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. A disciplined pair strategy still requires monitoring because correlation can weaken when market regimes change.
| Citigroup vs. IShares Core | ||
| Bank of America vs. IShares Core | ||
| Walker Dunlop vs. IShares Core | ||
| Alphabet vs. IShares Core | ||
| Salesforce vs. IShares Core | ||
| Microsoft vs. IShares Core | ||
| Dupont De vs. IShares Core |
Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. IShares Core's exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing IShares Core's idiosyncratic risk - the part that comes from company-level events rather than macro conditions.
More Resources for IShares Etf Analysis
Initial analysis of iShares Core MSCI centers on its financial statements and observed trends. These metrics are based on IShares Core's reported financial results.Portfolio design and allocation context appear in Risk vs Return Analysis. Position sizing and allocation together define the portfolio construction approach. iShares Core MSCI can be evaluated within a portfolio framework for weight and risk impact. This enables performance tracking across the full position set. Broader economic conditions can influence iShares Core MSCI's etf valuation — related indicators include signals in median. IShares Core information on this page supports broader research rather than acting as a stand-alone signal. The supplemental views below help investors decide how IShares Core complements or overlaps with existing portfolio holdings. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
Market capitalization and book value offer complementary views of iShares Core MSCI - the first driven by investor sentiment, the second by accounting standards.
IShares Core's estimated value and market price are complementary but separate measures of worth. All figures are based on reported data and are informational in nature.