DIA volatility
SPDR Dow Jones Industrial Average ETF volatility 13.9%
DIA tracks the Dow Jones Industrial Average. On the 90 closes ending 2026-11-13, close-to-close realized vol is 13.9%, annualized with 252 periods.
- 90-close vol
- 13.9%
- 30-close vol
- 17.8%
- 90-close change
- -0.5%
- Sharpe
- -0.03
- Max drawdown
- 6.3%
- Last close
- $523.1500
- Closes
- 90
- As of
- 2026-11-13
The 30-close vol sits within 5 points of the 90-close vol. The regime is stable. Price changed -0.5% across the 90 closes. Annualized Sharpe on the same closes is -0.03. Peak-to-trough drawdown inside the window is 6.3%.
SPDR Dow Jones Industrial Average ETF is number 6 of 8 ETFs by 90-close realized vol. Nearest names by vol: EEM 25.6%, GLD 25.0%, QQQ 23.5%.
DIA uses exchange-session closes, dated in America/New_York. Weekends are absent.
| Date | Close |
|---|---|
| 2026-11-04 | $533.1100 |
| 2026-11-05 | $514.2700 |
| 2026-11-06 | $512.2200 |
| 2026-11-09 | $523.3300 |
| 2026-11-10 | $521.7300 |
| 2026-11-11 | $524.4400 |
| 2026-11-12 | $522.4700 |
| 2026-11-13 | $523.1500 |
How to read this print
- Read the 90-close realized vol for DIA, annualized from close-to-close log returns.
- Compare it with the 30-close vol to see if the regime is heating or cooling.
- Check Sharpe and max drawdown on the same closes before you size a position.
- Open the volatility calculator if you want to paste a different window.
FAQ
People also ask
Over 90 closes ending 2026-11-13, close-to-close realized vol is 13.9%, annualized with 252 periods. DIA closes are exchange-session prints. Dates are America/New_York. Weekends are absent.
The 30-close vol is 17.8%. The 30-close vol sits within 5 points of the 90-close vol. The regime is stable.
Peak-to-trough drawdown inside the 90 closes is 6.3%. That is the hole in the series, not the loss from a specific entry.
Use it to compare this name with the others on the page, and to size a position. A higher vol needs a smaller position for the same dollar risk. The position size calculator turns that into a quantity.
Related
Volatility calculator
Paste a different window or a book of several names.
Sharpe ratio calculator
The same closes, scored as return per unit of vol.
Max drawdown calculator
Depth and ulcer index for the path under this vol.
Position size calculator
Turn the vol into a size you can hold.
SPDR S&P 500 ETF volatility
90-close vol 14.2%.
Invesco QQQ volatility
90-close vol 23.5%.
iShares Russell 2000 ETF volatility
90-close vol 16.9%.
SPDR Gold Shares volatility
90-close vol 25.0%.
DIA correlation
How DIA moved with SPY over the same closes.
Size DIA off the vol, then log the trade.
A realized-vol print is the path the market took. Thrive keeps the path you took, with size and fees in the same book.