EEM volatility
EEM is a liquid emerging-markets equity ETF. On the 90 closes ending 2026-10-23, close-to-close realized vol is 25.8%, annualized with 252 periods.
The last 30 closes are quieter than the 90-close window by 5.3%. Realized vol is cooling. Price changed -9.6% across the 90 closes. Annualized Sharpe on the same closes is -0.98. Peak-to-trough drawdown inside the window is 14.2%.
iShares MSCI Emerging Markets ETF is number 1 of 8 ETFs by 90-close realized vol. Nearest names by vol: GLD 23.4%, QQQ 20.7%, IWM 13.7%.
EEM uses exchange-session closes, dated in America/New_York. Weekends are absent.
| Date | Close |
|---|---|
| 2026-10-14 | $64.3900 |
| 2026-10-15 | $63.9600 |
| 2026-10-16 | $62.8500 |
| 2026-10-19 | $63.3100 |
| 2026-10-20 | $63.3200 |
| 2026-10-21 | $63.5700 |
| 2026-10-22 | $61.7200 |
| 2026-10-23 | $62.0100 |
FAQ
Over 90 closes ending 2026-10-23, close-to-close realized vol is 25.8%, annualized with 252 periods. EEM closes are exchange-session prints. Dates are America/New_York. Weekends are absent.
The 30-close vol is 20.6%. The last 30 closes are quieter than the 90-close window by 5.3%. Realized vol is cooling.
Peak-to-trough drawdown inside the 90 closes is 14.2%. That is the hole in the series, not the loss from a specific entry.
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Sharpe ratio calculator
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SPDR S&P 500 ETF volatility
90-close vol 11.1%.
Invesco QQQ volatility
90-close vol 20.7%.
iShares Russell 2000 ETF volatility
90-close vol 13.7%.
SPDR Dow Jones Industrial Average ETF volatility
90-close vol 10.9%.
EEM correlation
How EEM moved with SPY over the same closes.
A realized-vol print is the path the market took. Thrive keeps the path you took, with size and fees in the same book.