PortfoliosLab logoPortfoliosLab logo
IRVH vs. VTP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IRVH vs. VTP - 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 Vanguard Total Inflation-Protected Securities ETF (VTP). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IRVH achieves a -3.32% return, which is significantly lower than VTP's 1.51% return.


IRVH

1D
-0.18%
1M
-1.24%
YTD
-3.32%
6M
-3.31%
1Y
-1.82%
3Y*
-0.70%
5Y*
10Y*

VTP

1D
-0.04%
1M
-0.03%
YTD
1.51%
6M
1.20%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IRVH vs. VTP - Yearly Performance Comparison


Correlation

The correlation between IRVH and VTP is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 10, 2025

0.59

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IRVH vs. VTP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IRVH
IRVH Risk / Return Rank: 55
Overall Rank
IRVH Sharpe Ratio Rank: 66
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: 66
Martin Ratio Rank

VTP
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.

IRVH vs. VTP - 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 Vanguard Total Inflation-Protected Securities ETF (VTP). 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.


IRVHVTPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.95

Calmar ratioReturn relative to maximum drawdown

-0.37

Martin ratioReturn relative to average drawdown

-0.77

IRVH vs. VTP - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


IRVHVTPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.22

1.30

-1.52

Drawdowns

IRVH vs. VTP - Drawdown Comparison

The maximum IRVH drawdown since its inception was -14.98%, which is greater than VTP's maximum drawdown of -1.92%. Use the drawdown chart below to compare losses from any high point for IRVH and VTP.


Loading charts...

Drawdown Indicators


IRVHVTPDifference

Max Drawdown

Largest peak-to-trough decline

-14.98%

-1.92%

-13.06%

Max Drawdown (1Y)

Largest decline over 1 year

-4.94%

Max Drawdown (3Y)

Largest decline over 3 years

-8.03%

Current Drawdown

Current decline from peak

-10.32%

-0.34%

-9.98%

Average Drawdown

Average peak-to-trough decline

-9.72%

-0.52%

-9.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

Volatility

IRVH vs. VTP - Volatility Comparison


Loading charts...

Volatility by Period


IRVHVTPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.71%

Volatility (6M)

Calculated over the trailing 6-month period

3.27%

Volatility (1Y)

Calculated over the trailing 1-year period

4.96%

3.26%

+1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.84%

3.26%

+5.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.84%

3.26%

+5.58%

IRVH vs. VTP - Expense Ratio Comparison

IRVH has a 0.50% expense ratio, which is higher than VTP's 0.05% expense ratio.


Dividends

IRVH vs. VTP - Dividend Comparison

IRVH's dividend yield for the trailing twelve months is around 5.56%, more than VTP's 1.61% yield.


PositionTTM2025202420232022
IRVH
Global X Interest Rate Volatility & Inflation Hedge ETF
5.56%4.89%3.34%3.69%2.73%
VTP
Vanguard Total Inflation-Protected Securities ETF
1.61%1.56%0.00%0.00%0.00%

Frequently Asked Questions


IRVH and VTP have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VTP is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VTP is cheaper with a 0.05% expense ratio, compared with 0.50% for IRVH.

IRVH has the higher dividend yield at 5.56%, compared with 1.61% for VTP.

They also come from different issuers: Global X and Vanguard. Their fees differ too: 0.50% for IRVH and 0.05% for VTP.

Portfolio Optimizer

Find the right allocation for IRVH and VTP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer