Implied Volatility (Mean) (20-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) had 20-Day Implied Volatility (Mean) of 0.1569 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1441
Historical Volatility (Parkinson)	0.0780
Implied Volatility (Calls)	0.1468
Implied Volatility (Puts)	0.1669
Implied Volatility (Mean)	0.1569
Put-Call Implied Volatility Ratio	1.1365
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000