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Global X Interest Rate Volatility & Inflation Hedg...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US37960A7928
Issuer
Global X
Inception Date
Jul 5, 2022
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Global X Interest Rate Volatility & Inflation Hedge ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Global X Interest Rate Volatility & Inflation Hedge ETF (IRVH) has returned -1.97% so far this year and 0.81% over the past 12 months.


Global X Interest Rate Volatility & Inflation Hedge ETF

1D
0.04%
1M
-2.07%
YTD
-1.97%
6M
-1.43%
1Y
0.81%
3Y*
-0.66%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 6, 2022, IRVH's average daily return is -0.01%, while the average monthly return is -0.11%.

Historically, 49% of months were positive and 51% were negative. The best month was Mar 2023 with a return of +6.5%, while the worst month was Sep 2022 at -6.6%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 5 months.

On a daily basis, IRVH closed higher 48% of trading days. The best single day was Sep 28, 2022 with a return of +3.3%, while the worst single day was Aug 5, 2022 at -2.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.57%0.67%-2.07%-1.97%
20250.67%2.07%1.94%3.32%-1.95%0.96%-0.93%2.75%-1.77%0.07%0.67%-0.19%7.71%
2024-0.55%-2.45%-0.55%-3.21%1.03%0.74%2.93%1.82%1.22%-4.15%-1.00%-1.20%-5.49%
2023-0.36%-3.31%6.54%0.78%-1.09%-4.50%-0.02%-0.33%-0.99%1.10%1.58%1.83%0.83%
20223.24%-5.68%-6.56%1.38%2.67%-1.48%-6.69%

Benchmark Metrics

Global X Interest Rate Volatility & Inflation Hedge ETF has an annualized alpha of -2.42%, beta of 0.07, and R² of 0.02 versus S&P 500 Index. Calculated based on daily prices since July 07, 2022.

  • This ETF participated in 43.45% of S&P 500 Index downside but only 11.12% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.07 may look defensive, but with R² of 0.02 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.02 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-2.42%
Beta
0.07
0.02
Upside Capture
11.12%
Downside Capture
43.45%

Expense Ratio

IRVH has an expense ratio of 0.50%, placing it in the medium range.


Return for Risk

Risk / Return Rank

IRVH ranks 14 for risk / return — in the bottom 14% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


IRVH Risk / Return Rank: 1414
Overall Rank
IRVH Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
IRVH Sortino Ratio Rank: 1212
Sortino Ratio Rank
IRVH Omega Ratio Rank: 1212
Omega Ratio Rank
IRVH Calmar Ratio Rank: 1717
Calmar Ratio Rank
IRVH Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Global X Interest Rate Volatility & Inflation Hedge ETF (IRVH) and compare them to a chosen benchmark (S&P 500 Index).


IRVHBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.13

0.90

-0.77

Sortino ratio

Return per unit of downside risk

0.22

1.39

-1.16

Omega ratio

Gain probability vs. loss probability

1.03

1.21

-0.18

Calmar ratio

Return relative to maximum drawdown

0.26

1.40

-1.14

Martin ratio

Return relative to average drawdown

0.60

6.61

-6.01

Explore IRVH risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Global X Interest Rate Volatility & Inflation Hedge ETF provided a 5.20% dividend yield over the last twelve months, with an annual payout of $1.04 per share.


3.00%3.50%4.00%4.50%5.00%$0.00$0.20$0.40$0.60$0.80$1.002022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$1.04$1.00$0.67$0.80$0.61

Dividend yield

5.20%4.89%3.34%3.69%2.73%

Monthly Dividends

The table displays the monthly dividend distributions for Global X Interest Rate Volatility & Inflation Hedge ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.05$0.05$0.10
2025$0.00$0.03$0.03$0.04$0.05$0.07$0.07$0.07$0.07$0.07$0.07$0.42$1.00
2024$0.00$0.03$0.03$0.05$0.07$0.07$0.07$0.06$0.05$0.05$0.03$0.16$0.67
2023$0.00$0.05$0.04$0.06$0.08$0.08$0.08$0.07$0.07$0.07$0.07$0.15$0.80
2022$0.12$0.15$0.09$0.07$0.19$0.61

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Global X Interest Rate Volatility & Inflation Hedge ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Global X Interest Rate Volatility & Inflation Hedge ETF was 14.98%, occurring on Dec 19, 2024. The portfolio has not yet recovered.

The current Global X Interest Rate Volatility & Inflation Hedge ETF drawdown is 9.06%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.98%Aug 1, 2022602Dec 19, 2024
-1.33%Jul 13, 20226Jul 20, 20221Jul 21, 20227
-1.1%Jul 25, 20222Jul 26, 20222Jul 28, 20224
-0.18%Jul 7, 20222Jul 8, 20222Jul 12, 20224

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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