INDA vs. SPY Observed Volatility

The iShares MSCI India ETF (INDA) tracks the MSCI India Total Return Index, representing about 85% of the Indian stock market. As a follow up to our earlier post on the historical volatility of the NIFTY historical NIFTY volatility, we thought we’ll compare the volatilities of INDA and SPY, the S&P 500 ETF.

10-day volatility:
INDA.SPY.volatility.density.10

50-day volatility:
INDA.SPY.volatility.density.50

As expected, a dollar denominated emerging market ETF is more volatile than the S&P. File this away in your brain attic.