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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
Assets Under Management
$1M

Share Price Chart


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Performance

IRVH Performance Chart

Global X Interest Rate Volatility & Inflation Hedge ETF (IRVH) is down 4.4% since the beginning of the year. IRVH is currently trading at $19 per share.


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S&P 500 Index

Returns By Period

Global X Interest Rate Volatility & Inflation Hedge ETF (IRVH) has returned -4.36% so far this year and -2.13% over the past 12 months.


Global X Interest Rate Volatility & Inflation Hedge ETF

1D
-0.36%
1M
-1.18%
YTD
-4.36%
6M
-4.00%
1Y
-2.13%
3Y*
0.01%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IRVH Monthly Returns History

Based on dividend-adjusted daily data since Jul 6, 2022, IRVH's average daily return is -0.01%, while the average monthly return is -0.15%.

Historically, 46% of months were positive and 54% 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%-0.34%-0.62%-1.51%-4.36%
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 -3.13%, beta of 0.07, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since July 06, 2022.

  • This ETF participated in 45.09% of S&P 500 Index downside but only 8.91% 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
-3.13%
Beta
0.07
0.02
Upside Capture
8.91%
Downside Capture
45.09%

Expense Ratio

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


Return for Risk

Risk / Return Rank

IRVH ranks 5 for risk / return — in the bottom 5% 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: 55
Overall Rank
IRVH Sharpe Ratio Rank: 55
Sharpe Ratio Rank
IRVH Sortino Ratio Rank: 55
Sortino Ratio Rank
IRVH Omega Ratio Rank: 55
Omega Ratio Rank
IRVH Calmar Ratio Rank: 66
Calmar Ratio Rank
IRVH Martin Ratio Rank: 55
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 S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IRVHBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.47

Sortino ratioReturn per unit of downside risk

-3.34

Omega ratioGain probability vs. loss probability

0.93

1.37

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.36

2.78

-3.14

Martin ratioReturn relative to average drawdown

-0.82

12.44

-13.26

Dividends

Dividend History

Global X Interest Rate Volatility & Inflation Hedge ETF provided a 5.62% dividend yield over the last twelve months, with an annual payout of $1.08 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$1.08$1.00$0.67$0.80$0.61

Dividend yield

5.62%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$0.06$0.07$0.08$0.31
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 11.28%.


Related event

Drawdown

Fall

Recovery

Underwater

2024 correction2024
-14.98%Dec 2024
2y 4mo
3y 10moAug 2022 - now
Bear market2022
-1.33%Jul 2022
7d1d
8dJul 2022 - Jul 2022
Bear market2022
-1.10%Jul 2022
1d2d
3dJul 2022 - Jul 2022
Bear market2022
-0.18%Jul 2022
1d4d
5dJul 2022 - Jul 2022

Drawdown Indicators


IRVHBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-14.98%

-56.78%

+41.80%

Max Drawdown (1Y)

Largest decline over 1 year

-5.96%

-9.10%

+3.14%

Max Drawdown (3Y)

Largest decline over 3 years

-8.03%

-18.90%

+10.87%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-11.28%

-1.80%

-9.48%

Average Drawdown

Average peak-to-trough decline

-9.72%

-10.71%

+0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

2.03%

+0.57%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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