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IRVH vs. WIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IRVH vs. WIP - 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 SPDR FTSE International Government Inflation-Protected Bond ETF (WIP). 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 -3.32% return, which is significantly lower than WIP's 4.57% return.


IRVH

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

WIP

1D
0.25%
1M
0.45%
YTD
4.57%
6M
5.30%
1Y
10.10%
3Y*
5.09%
5Y*
-0.65%
10Y*
1.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IRVH vs. WIP - Yearly Performance Comparison


2026 (YTD)2025202420232022
IRVH
Global X Interest Rate Volatility & Inflation Hedge ETF
-3.32%7.71%-5.49%0.83%-6.69%
WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
4.57%15.18%-8.71%8.84%-1.37%

Correlation

The correlation between IRVH and WIP is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2022

0.33

Over the past year, the correlation between IRVH and WIP has dropped to 0.12 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.

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Return for Risk

IRVH vs. WIP — 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

WIP
WIP Risk / Return Rank: 3434
Overall Rank
WIP Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
WIP Sortino Ratio Rank: 3131
Sortino Ratio Rank
WIP Omega Ratio Rank: 3030
Omega Ratio Rank
WIP Calmar Ratio Rank: 4040
Calmar Ratio Rank
WIP Martin Ratio Rank: 3838
Martin Ratio Rank
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. WIP - 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 SPDR FTSE International Government Inflation-Protected Bond ETF (WIP). 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.


IRVHWIPDifference
Sharpe ratioReturn per unit of total volatility

-1.53

Sortino ratioReturn per unit of downside risk

-2.13

Omega ratioGain probability vs. loss probability

0.95

1.20

-0.26

Calmar ratioReturn relative to maximum drawdown

-0.37

1.97

-2.34

Martin ratioReturn relative to average drawdown

-0.77

5.89

-6.66

IRVH vs. WIP - Sharpe Ratio Comparison

The current IRVH Sharpe Ratio is -0.37, which is lower than the WIP Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of IRVH and WIP, 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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Sharpe Ratios by Period


IRVHWIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.37

1.16

-1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.22

0.13

-0.35

Drawdowns

IRVH vs. WIP - Drawdown Comparison

The maximum IRVH drawdown since its inception was -14.98%, smaller than the maximum WIP drawdown of -29.60%. Use the drawdown chart below to compare losses from any high point for IRVH and WIP.


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Drawdown Indicators


IRVHWIPDifference

Max Drawdown

Largest peak-to-trough decline

-14.98%

-29.60%

+14.62%

Max Drawdown (1Y)

Largest decline over 1 year

-4.94%

-5.16%

+0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-8.03%

-11.16%

+3.13%

Max Drawdown (5Y)

Largest decline over 5 years

-28.84%

Max Drawdown (10Y)

Largest decline over 10 years

-28.84%

Current Drawdown

Current decline from peak

-10.32%

-3.63%

-6.69%

Average Drawdown

Average peak-to-trough decline

-9.72%

-8.58%

-1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

1.72%

+0.63%

Volatility

IRVH vs. WIP - Volatility Comparison

The current volatility for Global X Interest Rate Volatility & Inflation Hedge ETF (IRVH) is 0.71%, while SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) has a volatility of 2.92%. This indicates that IRVH experiences smaller price fluctuations and is considered to be less risky than WIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IRVHWIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.71%

2.92%

-2.21%

Volatility (6M)

Calculated over the trailing 6-month period

3.27%

6.88%

-3.61%

Volatility (1Y)

Calculated over the trailing 1-year period

4.96%

8.72%

-3.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.84%

11.44%

-2.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.84%

10.16%

-1.32%

IRVH vs. WIP - Expense Ratio Comparison

Both IRVH and WIP have an expense ratio of 0.50%.


Dividends

IRVH vs. WIP - Dividend Comparison

IRVH's dividend yield for the trailing twelve months is around 5.56%, less than WIP's 5.77% yield.


PositionTTM20252024202320222021202020192018201720162015
IRVH
Global X Interest Rate Volatility & Inflation Hedge ETF
5.56%4.89%3.34%3.69%2.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
5.77%5.51%6.06%6.54%11.15%4.63%1.59%2.49%4.05%1.91%1.27%1.14%

Frequently Asked Questions


IRVH and WIP have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WIP has higher volatility (2.92%) compared to IRVH (0.71%). In terms of maximum drawdown, IRVH dropped -14.98% vs WIP's -29.60%.

On 3-year performance, WIP leads with 5.09% vs -0.70% for IRVH. Both ETFs have the same 0.50% expense ratio. On volatility, IRVH has been the lower-risk option at 0.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, WIP has performed better with a 5.09% return vs -0.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IRVH and WIP have the same expense ratio: 0.50% per year.

WIP has the higher dividend yield at 5.77%, compared with 5.56% for IRVH.

They also come from different issuers: Global X and State Street.

WIP currently has the higher Sharpe Ratio (1.16 vs -0.37), 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.

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