IRVH vs. RINF
Compare and contrast key facts about Global X Interest Rate Volatility & Inflation Hedge ETF (IRVH) and ProShares Inflation Expectations ETF (RINF).
IRVH and RINF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IRVH is an actively managed fund by Global X. It was launched on Jul 5, 2022. RINF is a passively managed fund by ProShares that tracks the performance of the FTSE 30-Year TIPS (Treasury Rate-Hedged) Index. It was launched on Jan 10, 2012.
Performance
IRVH vs. RINF - Performance Comparison
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IRVH vs. RINF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IRVH Global X Interest Rate Volatility & Inflation Hedge ETF | -2.41% | 7.71% | -5.49% | 0.83% | -6.69% |
RINF ProShares Inflation Expectations ETF | -0.49% | 1.64% | 9.79% | 0.21% | 6.92% |
Returns By Period
In the year-to-date period, IRVH achieves a -2.41% return, which is significantly lower than RINF's -0.49% return.
IRVH
- 1D
- -0.45%
- 1M
- -2.43%
- YTD
- -2.41%
- 6M
- -2.29%
- 1Y
- 0.59%
- 3Y*
- -0.81%
- 5Y*
- —
- 10Y*
- —
RINF
- 1D
- 0.26%
- 1M
- 0.35%
- YTD
- -0.49%
- 6M
- 0.12%
- 1Y
- 2.10%
- 3Y*
- 4.16%
- 5Y*
- 5.39%
- 10Y*
- 4.22%
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IRVH vs. RINF - Expense Ratio Comparison
IRVH has a 0.50% expense ratio, which is higher than RINF's 0.30% expense ratio.
Return for Risk
IRVH vs. RINF — Risk / Return Rank
IRVH
RINF
IRVH vs. RINF - 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 ProShares Inflation Expectations ETF (RINF). 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.
| IRVH | RINF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.09 | 0.39 | -0.30 |
Sortino ratioReturn per unit of downside risk | 0.17 | 0.59 | -0.42 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.07 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.08 | 0.40 | -0.33 |
Martin ratioReturn relative to average drawdown | 0.18 | 0.75 | -0.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IRVH | RINF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.09 | 0.39 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.42 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.33 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.20 | 0.07 | -0.27 |
Correlation
The correlation between IRVH and RINF is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
IRVH vs. RINF - Dividend Comparison
IRVH's dividend yield for the trailing twelve months is around 5.37%, more than RINF's 3.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IRVH Global X Interest Rate Volatility & Inflation Hedge ETF | 5.37% | 4.89% | 3.34% | 3.69% | 2.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RINF ProShares Inflation Expectations ETF | 3.81% | 3.89% | 4.68% | 5.07% | 1.15% | 2.76% | 0.82% | 1.90% | 2.47% | 2.99% | 1.09% | 1.83% |
Drawdowns
IRVH vs. RINF - Drawdown Comparison
The maximum IRVH drawdown since its inception was -14.98%, smaller than the maximum RINF drawdown of -43.51%. Use the drawdown chart below to compare losses from any high point for IRVH and RINF.
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Drawdown Indicators
| IRVH | RINF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.98% | -43.51% | +28.53% |
Max Drawdown (1Y)Largest decline over 1 year | -4.59% | -2.60% | -1.99% |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.58% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.18% | — |
Current DrawdownCurrent decline from peak | -9.47% | -1.62% | -7.85% |
Average DrawdownAverage peak-to-trough decline | -9.73% | -16.65% | +6.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 1.40% | +0.59% |
Volatility
IRVH vs. RINF - Volatility Comparison
Global X Interest Rate Volatility & Inflation Hedge ETF (IRVH) has a higher volatility of 2.13% compared to ProShares Inflation Expectations ETF (RINF) at 1.23%. This indicates that IRVH's price experiences larger fluctuations and is considered to be riskier than RINF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IRVH | RINF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.13% | 1.23% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 3.51% | 2.72% | +0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.29% | 5.44% | +0.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.02% | 12.94% | -3.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.02% | 12.66% | -3.64% |