Quadratic Interest Rate Volatility & Inflation Hedge ETF (IVOL)
IVOL is an actively managed ETF by CICC. IVOL launched on May 13, 2019 and has a 0.99% expense ratio.
ETF Info
US5007677363
500767736
May 13, 2019
North America (U.S.)
1x
No Index (Active)
Expense Ratio
IVOL has a high expense ratio of 0.99%, indicating above-average management fees.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
Quadratic Interest Rate Volatility & Inflation Hedge ETF (IVOL) returned 9.54% year-to-date (YTD) and 6.56% over the past 12 months.
IVOL
9.54%
0.25%
9.40%
6.56%
-2.96%
N/A
^GSPC (Benchmark)
0.60%
9.64%
-0.54%
11.47%
15.67%
10.79%
Monthly Returns
The table below presents the monthly returns of IVOL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.21% | 1.42% | 3.51% | 7.82% | -4.38% | 9.54% | |||||||
| 2024 | -1.35% | -3.94% | -2.53% | -2.62% | 0.57% | 0.74% | 3.31% | 1.64% | -0.06% | -4.54% | -1.89% | -0.71% | -11.07% |
| 2023 | -2.27% | -4.80% | 8.98% | 1.36% | -2.01% | -7.97% | 0.30% | 0.01% | 0.50% | 2.35% | -1.28% | 0.45% | -5.18% |
| 2022 | -1.42% | 0.49% | -2.81% | 0.71% | 0.21% | -1.10% | 1.25% | -7.15% | -6.14% | 2.34% | 0.97% | -0.36% | -12.69% |
| 2021 | 2.02% | 0.76% | 0.30% | 0.27% | 0.48% | -3.20% | 2.52% | -0.59% | -0.09% | -1.53% | -0.65% | -0.45% | -0.31% |
| 2020 | 0.72% | 1.41% | 0.80% | 2.90% | 1.24% | 1.80% | -0.11% | 3.19% | -1.11% | 0.37% | -0.07% | 2.61% | 14.56% |
| 2019 | 2.64% | 1.18% | -0.83% | 0.96% | -1.39% | -0.17% | 0.06% | 0.79% | 3.23% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of IVOL is 54, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Quadratic Interest Rate Volatility & Inflation Hedge ETF (IVOL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
Quadratic Interest Rate Volatility & Inflation Hedge ETF provided a 3.49% dividend yield over the last twelve months, with an annual payout of $0.67 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.67 | $0.68 | $0.77 | $0.89 | $1.06 | $0.96 | $0.51 |
Dividend yield | 3.49% | 3.83% | 3.73% | 3.91% | 3.93% | 3.45% | 2.02% |
Monthly Dividends
The table displays the monthly dividend distributions for Quadratic Interest Rate Volatility & Inflation Hedge ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.05 | $0.05 | $0.06 | $0.06 | $0.00 | $0.22 | |||||||
| 2024 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.05 | $0.05 | $0.68 |
| 2023 | $0.07 | $0.06 | $0.07 | $0.07 | $0.07 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.77 |
| 2022 | $0.08 | $0.08 | $0.08 | $0.08 | $0.08 | $0.08 | $0.08 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.89 |
| 2021 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.08 | $0.08 | $0.08 | $0.08 | $0.08 | $0.08 | $0.13 | $1.06 |
| 2020 | $0.08 | $0.08 | $0.08 | $0.08 | $0.08 | $0.08 | $0.08 | $0.08 | $0.08 | $0.08 | $0.08 | $0.08 | $0.96 |
| 2019 | $0.08 | $0.08 | $0.08 | $0.08 | $0.08 | $0.13 | $0.51 |
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 Quadratic 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 Quadratic Interest Rate Volatility & Inflation Hedge ETF was 31.16%, occurring on Dec 18, 2024. The portfolio has not yet recovered.
The current Quadratic Interest Rate Volatility & Inflation Hedge ETF drawdown is 23.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.16% | May 12, 2021 | 908 | Dec 18, 2024 | — | — | — |
| -8.02% | Mar 9, 2020 | 10 | Mar 20, 2020 | 4 | Mar 26, 2020 | 14 |
| -3.95% | Mar 27, 2020 | 1 | Mar 27, 2020 | 8 | Apr 8, 2020 | 9 |
| -3.23% | Jun 7, 2019 | 124 | Dec 2, 2019 | 60 | Feb 28, 2020 | 184 |
| -2.52% | Apr 15, 2020 | 3 | Apr 17, 2020 | 15 | May 8, 2020 | 18 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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