IVOL vs. LDRI
IVOL (Quadratic Interest Rate Volatility & Inflation Hedge ETF) and LDRI (iShares iBonds 1-5 Year TIPS Ladder ETF) are both Inflation-Protected Bonds funds. IVOL is actively managed, while LDRI is passively managed. Over the past year, IVOL returned -7.39% vs 3.55% for LDRI. At a 0.43 correlation, their price movements are largely independent. IVOL charges 0.99%/yr vs 0.10%/yr for LDRI.
Performance
IVOL vs. LDRI - Performance Comparison
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Returns By Period
In the year-to-date period, IVOL achieves a -8.37% return, which is significantly lower than LDRI's 1.37% return.
IVOL
- 1D
- 0.35%
- 1M
- -3.04%
- YTD
- -8.37%
- 6M
- -7.51%
- 1Y
- -7.39%
- 3Y*
- -2.64%
- 5Y*
- -5.63%
- 10Y*
- —
LDRI
- 1D
- 0.00%
- 1M
- -0.16%
- YTD
- 1.37%
- 6M
- 1.71%
- 1Y
- 3.55%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IVOL vs. LDRI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IVOL Quadratic Interest Rate Volatility & Inflation Hedge ETF | -8.37% | 11.97% | -2.10% |
LDRI iShares iBonds 1-5 Year TIPS Ladder ETF | 1.37% | 5.94% | 0.10% |
Correlation
The correlation between IVOL and LDRI is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2024 | 0.43 |
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Return for Risk
IVOL vs. LDRI — Risk / Return Rank
IVOL
LDRI
IVOL vs. LDRI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quadratic Interest Rate Volatility & Inflation Hedge ETF (IVOL) and iShares iBonds 1-5 Year TIPS Ladder ETF (LDRI). 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.
| IVOL | LDRI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.89 | ||
| Sortino ratioReturn per unit of downside risk | -4.13 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.39 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | 5.96 | -6.57 |
| Martin ratioReturn relative to average drawdown | -1.48 | 15.28 | -16.76 |
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Drawdowns
IVOL vs. LDRI - Drawdown Comparison
The maximum IVOL drawdown since its inception was -31.16%, which is greater than LDRI's maximum drawdown of -0.85%. Use the drawdown chart below to compare losses from any high point for IVOL and LDRI.
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Drawdown Indicators
| IVOL | LDRI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.16% | -0.85% | -30.31% |
Max Drawdown (1Y)Largest decline over 1 year | -12.08% | -0.60% | -11.48% |
Max Drawdown (3Y)Largest decline over 3 years | -14.48% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -30.28% | — | — |
Current DrawdownCurrent decline from peak | -27.94% | -0.58% | -27.36% |
Average DrawdownAverage peak-to-trough decline | -13.39% | -0.20% | -13.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 0.23% | +4.76% |
Volatility
IVOL vs. LDRI - Volatility Comparison
Quadratic Interest Rate Volatility & Inflation Hedge ETF (IVOL) has a higher volatility of 2.57% compared to iShares iBonds 1-5 Year TIPS Ladder ETF (LDRI) at 0.64%. This indicates that IVOL's price experiences larger fluctuations and is considered to be riskier than LDRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IVOL | LDRI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.57% | 0.64% | +1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 4.97% | 1.48% | +3.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.05% | 1.95% | +5.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.85% | 2.29% | +10.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.98% | 2.29% | +9.69% |
IVOL vs. LDRI - Expense Ratio Comparison
IVOL has a 0.99% expense ratio, which is higher than LDRI's 0.10% expense ratio.
Dividends
IVOL vs. LDRI - Dividend Comparison
IVOL's dividend yield for the trailing twelve months is around 3.98%, more than LDRI's 3.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
IVOL Quadratic Interest Rate Volatility & Inflation Hedge ETF | 3.98% | 3.61% | 3.83% | 3.73% | 3.92% | 3.93% | 3.44% | 2.02% |
LDRI iShares iBonds 1-5 Year TIPS Ladder ETF | 3.54% | 4.23% | 0.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IVOL and LDRI have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IVOL has higher volatility (2.57%) compared to LDRI (0.64%). In terms of maximum drawdown, IVOL dropped -31.16% vs LDRI's -0.85%.
On 1-year performance, LDRI leads with 3.55% vs -7.39% for IVOL. On fees, LDRI is cheaper at 0.10% per year. On volatility, LDRI has been the lower-risk option at 0.64%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, LDRI has performed better with a 3.55% return vs -7.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LDRI is cheaper with a 0.10% expense ratio, compared with 0.99% for IVOL.
IVOL has the higher dividend yield at 3.98%, compared with 3.54% for LDRI.
They also come from different issuers: CICC and iShares. Their fees differ too: 0.99% for IVOL and 0.10% for LDRI.
LDRI currently has the higher Sharpe Ratio (1.84 vs -1.05), 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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