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
| ISIN | US5007677363 |
|---|---|
| CUSIP | 500767736 |
| Issuer | CICC |
| Inception Date | May 13, 2019 |
| Region | North America (U.S.) |
| Category | Inflation-Protected Bonds, Actively Managed |
| Leveraged | 1x |
| Index Tracked | No Index (Active) |
| Home Page | www.ivoletf.com |
| Asset Class | Bond |
Expense Ratio
IVOL has a high expense ratio of 0.99%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: IVOL vs. SVOL, IVOL vs. GOGL, IVOL vs. SH, IVOL vs. PULS, IVOL vs. SPYG, IVOL vs. SCHD, IVOL vs. SPY, IVOL vs. SVXY, IVOL vs. VOO, IVOL vs. LQD
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Quadratic 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.
Returns By Period
Quadratic Interest Rate Volatility & Inflation Hedge ETF had a return of -10.41% year-to-date (YTD) and -8.98% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | -10.41% | 25.45% |
| 1 month | -4.73% | 2.91% |
| 6 months | -1.42% | 14.05% |
| 1 year | -8.98% | 35.64% |
| 5 years (annualized) | -3.13% | 14.13% |
| 10 years (annualized) | N/A | 11.39% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.35% | -3.94% | -2.53% | -2.62% | 0.57% | 0.74% | 3.31% | 1.64% | -0.06% | -4.55% | -10.41% | ||
| 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% | 3.20% | -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 2, indicating that it is in the bottom 2% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
Dividends
Dividend History
Quadratic Interest Rate Volatility & Inflation Hedge ETF provided a 3.87% dividend yield over the last twelve months, with an annual payout of $0.70 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|
| Dividend | $0.70 | $0.77 | $0.88 | $1.06 | $0.96 | $0.51 |
Dividend yield | 3.87% | 3.73% | 3.91% | 3.93% | 3.44% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.00 | $0.57 | |
| 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 | $0.88 |
| 2021 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.08 | $0.09 | $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.
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 29.47%, occurring on Nov 11, 2024. The portfolio has not yet recovered.
The current Quadratic Interest Rate Volatility & Inflation Hedge ETF drawdown is 29.24%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.47% | May 12, 2021 | 882 | Nov 11, 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 current Quadratic Interest Rate Volatility & Inflation Hedge ETF volatility is 2.29%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.