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IRVH vs. MLPR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IRVH vs. MLPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Interest Rate Volatility & Inflation Hedge ETF (IRVH) and ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IRVH achieves a -4.59% return, which is significantly lower than MLPR's 39.50% return.


IRVH

1D
-0.11%
1M
-0.67%
6M
-4.04%
YTD
-4.59%
1Y
-3.57%
3Y*
0.11%
5Y*
10Y*
ALL TIME*
-2.19%

MLPR

1D
1.62%
1M
11.14%
6M
25.11%
YTD
39.50%
1Y
39.67%
3Y*
31.28%
5Y*
31.23%
10Y*
ALL TIME*
32.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$471.52$4.02K$5.19K
$34.92K$44.03K$37.73K

IRVH vs. MLPR - Yearly Performance Comparison


2026 (YTD)2025202420232022
IRVH
Global X Interest Rate Volatility & Inflation Hedge ETF
-4.59%7.71%-5.49%0.83%-6.69%
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
39.50%9.83%31.57%35.87%26.31%

Correlation

The correlation between IRVH and MLPR is -0.13, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.13

Correlation (3Y)
Balances recent behavior with more history.

-0.02

Correlation (All Time)
Calculated using the full available price history since Jul 6, 2022

-0.01

The correlation between IRVH and MLPR shifts across timeframes, from -0.13 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IRVH vs. MLPR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IRVH
IRVH Risk / Return Rank: 44
Overall Rank
IRVH Sharpe Ratio Rank: 44
Sharpe Ratio Rank
IRVH Sortino Ratio Rank: 44
Sortino Ratio Rank
IRVH Omega Ratio Rank: 44
Omega Ratio Rank
IRVH Calmar Ratio Rank: 55
Calmar Ratio Rank
IRVH Martin Ratio Rank: 55
Martin Ratio Rank

MLPR
MLPR Risk / Return Rank: 6868
Overall Rank
MLPR Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
MLPR Sortino Ratio Rank: 6666
Sortino Ratio Rank
MLPR Omega Ratio Rank: 6666
Omega Ratio Rank
MLPR Calmar Ratio Rank: 7373
Calmar Ratio Rank
MLPR Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IRVH vs. MLPR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Interest Rate Volatility & Inflation Hedge ETF (IRVH) and ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


IRVHMLPRDifference
Sharpe ratioReturn per unit of total volatility

-2.32

Sortino ratioReturn per unit of downside risk

-3.09

Omega ratioGain probability vs. loss probability

0.90

1.28

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.49

2.55

-3.04

Martin ratioReturn relative to average drawdown

-0.97

7.25

-8.23

IRVH vs. MLPR - Sharpe Ratio Comparison

The current IRVH Sharpe Ratio is -0.68, which is lower than the MLPR Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of IRVH and MLPR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IRVH vs. MLPR - Drawdown Comparison

The maximum IRVH drawdown since its inception was -14.98%, smaller than the maximum MLPR drawdown of -48.98%. Use the drawdown chart below to compare losses from any high point for IRVH and MLPR.


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Drawdown Indicators


IRVHMLPRDifference

Max Drawdown

Largest peak-to-trough decline

-14.98%

-48.98%

+34.00%

Max Drawdown (1Y)

Largest decline over 1 year

-6.48%

-14.31%

+7.83%

Max Drawdown (3Y)

Largest decline over 3 years

-8.03%

-24.45%

+16.42%

Max Drawdown (5Y)

Largest decline over 5 years

-28.66%

Current Drawdown

Current decline from peak

-11.49%

-0.13%

-11.36%

Average Drawdown

Average peak-to-trough decline

-9.76%

-8.89%

-0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

5.35%

-2.09%

Volatility

IRVH vs. MLPR - Volatility Comparison

The current volatility for Global X Interest Rate Volatility & Inflation Hedge ETF (IRVH) is 0.88%, while ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR) has a volatility of 8.44%. This indicates that IRVH experiences smaller price fluctuations and is considered to be less risky than MLPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IRVHMLPRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.88%

8.44%

-7.56%

Volatility (6M)

Calculated over the trailing 6-month period

3.18%

17.18%

-14.00%

Volatility (1Y)

Calculated over the trailing 1-year period

4.66%

22.38%

-17.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.70%

29.11%

-20.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.70%

33.66%

-24.96%

IRVH vs. MLPR - Expense Ratio Comparison

IRVH has a 0.50% expense ratio, which is lower than MLPR's 0.95% expense ratio.


Dividends

IRVH vs. MLPR - Dividend Comparison

IRVH's dividend yield for the trailing twelve months is around 5.68%, less than MLPR's 8.83% yield.


PositionTTM202520242023202220212020
IRVH
Global X Interest Rate Volatility & Inflation Hedge ETF
5.31%4.89%3.34%3.69%2.73%0.00%0.00%
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
8.83%10.85%9.57%10.08%7.49%10.69%4.21%

Frequently Asked Questions


IRVH and MLPR have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MLPR has higher volatility (8.44%) compared to IRVH (0.88%). In terms of maximum drawdown, IRVH dropped -14.98% vs MLPR's -48.98%.

On 3-year performance, MLPR leads with 31.28% vs 0.11% for IRVH. On fees, IRVH is cheaper at 0.50% per year. On volatility, IRVH has been the lower-risk option at 0.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, MLPR has performed better with a 31.28% return vs 0.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IRVH is cheaper with a 0.50% expense ratio, compared with 0.95% for MLPR.

MLPR has the higher dividend yield at 8.83%, compared with 5.31% for IRVH.

IRVH is categorized as Inflation-Protected Bonds, while MLPR is Leveraged Equities. They also come from different issuers: Global X and UBS. Their fees differ too: 0.50% for IRVH and 0.95% for MLPR.

MLPR currently has the higher Sharpe Ratio (1.63 vs -0.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for IRVH and MLPR

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