Extreme Daily Falls in 5 of Our 87 ETFs, 30 October 2026
5 Extreme Falls. The ETFs That Fell on Such Days Since 2011 Returned a Median +10.7% Over the Next Year, Against +11.0% After Ordinary Dates
On 30 October 2026, five of our 87 ETFs had extreme daily falls. South Korea (EWY) fell 5.52% on the day, Technology (XLK) fell 4.89%, Momentum Factor (MTUM) fell 4.77%, and Taiwan (EWT) fell 4.60%. The last date with as many was 23 September 2026.
The Day's Moves in Context
The first chart shows the four largest of the five falls over the past three months. The one-year candlestick charts below it show the three largest of the five falls, each with its 20-day moving average. The table further down lists all five.
Historical Returns After Extreme Days
Each date counts once. The return of our ETFs as a whole is the equal-weighted average of the returns of every ETF trading that day.
The Year After an Extreme Fall, by How Many of Our ETFs Had One
The dates run from 14 March 2011 to 29 September 2025, the last with a full year of returns after it. An episode is a run of dates no more than 21 sessions apart. Dates inside one episode often share much of the same following year, so a band's dates are not as many independent outcomes.
After extreme rises, the same bands read +12.0%, +11.8% and +15.3% over the next year, against +10.6% after the dates with no extreme rise.
The ETFs With an Extreme Day
Each evening our 87 ETFs are sorted by how much their prices moved over the year before, and split into three groups of about the same size. On 30 October 2026, the least volatile third held 30 ETFs, the middle 29, the most volatile 28.
How Often Extreme Days Occur
Our record begins on 14 March 2011. Identifying an extreme day requires ten years of price history for each ETF, and the share of our ETFs requires at least 20 of them with that history. Most of our ETFs launched in the 2000s, and that count was first reached on that date. The last three years:
Previous Episodes
On each side, an episode opens on a date when 10% or more of our ETFs had an extreme day of that side, after more than 21 sessions without one. Each row gives the episode's broadest day and that day's three largest moves. At 5.7%, 30 October 2026 is below the 10% at which an episode opens. The last episode of extreme falls opened on 5 June 2026.
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Romain Gandon
CEO, Quantlake
Disclaimer: This article is for informational and educational purposes only and does not constitute investment advice. Past performance is not indicative of future results.
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