From coordinate standard deviation to Standard Distance Deviation

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How do I get from some standard-deviation/variance of $x$ and $y$ coordinates to Standard Distance Deviation/RMSD?

Normally I'd calculate Standard Distance Deviation via $$ \hat\sigma=\text{RMSD} = \sqrt{\frac{1}{n}\sum_i\left((x_i - \bar{x})^2 + (y_i - \bar{y})^2\right)} $$

But in my dataset, the original points are lost, I'm left with the variances. From the top of my head, I was thinking this:

$$ \hat\sigma = \sqrt{\sigma_x^2 + \sigma_y^2} $$

.. but I'm not sure if this is valid and fail to come up with a derivation for it. Does anyone have an idea? Cheers!

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$$ \frac{1}{n}\sum_i\left((x_i - \bar{x})^2 + (y_i - \bar{y})^2\right) = \left(\frac{1}{n}\sum_i\left((x_i - \bar{x})^2\right)\right) + \left(\frac{1}{n}\sum_i\left((y_i - \bar{y})^2\right)\right) $$