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IVOL vs. RINF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVOL vs. RINF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quadratic Interest Rate Volatility & Inflation Hedge ETF (IVOL) and ProShares Inflation Expectations ETF (RINF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IVOL achieves a -7.33% return, which is significantly lower than RINF's 3.18% return.


IVOL

1D
0.17%
1M
0.36%
6M
-6.64%
YTD
-7.33%
1Y
-7.62%
3Y*
-1.90%
5Y*
-5.87%
10Y*
ALL TIME*
-1.42%

RINF

1D
0.46%
1M
1.46%
6M
2.89%
YTD
3.18%
1Y
4.68%
3Y*
3.98%
5Y*
5.76%
10Y*
4.81%
ALL TIME*
1.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.46M$1.22M$2.07M
$118.15K$123.66K$133.91K

IVOL vs. RINF - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IVOL
Quadratic Interest Rate Volatility & Inflation Hedge ETF
-7.33%11.97%-11.07%-5.18%-12.69%-0.31%14.56%3.35%
RINF
ProShares Inflation Expectations ETF
3.18%1.64%9.79%0.21%8.77%16.20%1.98%-1.44%

Correlation

The correlation between IVOL and RINF is -0.18, 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.

-0.18

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

-0.04

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.07

Correlation (All Time)
Calculated using the full available price history since May 14, 2019

0.13

The correlation between IVOL and RINF shifts across timeframes, from -0.18 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IVOL vs. RINF — Risk / Return Rank

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

IVOL
IVOL Risk / Return Rank: 33
Overall Rank
IVOL Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IVOL Sortino Ratio Rank: 33
Sortino Ratio Rank
IVOL Omega Ratio Rank: 33
Omega Ratio Rank
IVOL Calmar Ratio Rank: 55
Calmar Ratio Rank
IVOL Martin Ratio Rank: 55
Martin Ratio Rank

RINF
RINF Risk / Return Rank: 3737
Overall Rank
RINF Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
RINF Sortino Ratio Rank: 3434
Sortino Ratio Rank
RINF Omega Ratio Rank: 3131
Omega Ratio Rank
RINF Calmar Ratio Rank: 4646
Calmar Ratio Rank
RINF Martin Ratio Rank: 3939
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.

IVOL vs. RINF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quadratic Interest Rate Volatility & Inflation Hedge ETF (IVOL) 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.

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.


IVOLRINFDifference
Sharpe ratioReturn per unit of total volatility

-1.79

Sortino ratioReturn per unit of downside risk

-2.54

Omega ratioGain probability vs. loss probability

0.86

1.15

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.51

1.64

-2.15

Martin ratioReturn relative to average drawdown

-0.99

4.07

-5.06

IVOL vs. RINF - Sharpe Ratio Comparison

The current IVOL Sharpe Ratio is -0.92, which is lower than the RINF Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of IVOL and RINF, 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

IVOL vs. RINF - Drawdown Comparison

The maximum IVOL drawdown since its inception was -31.16%, smaller than the maximum RINF drawdown of -43.51%. Use the drawdown chart below to compare losses from any high point for IVOL and RINF.


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Drawdown Indicators


IVOLRINFDifference

Max Drawdown

Largest peak-to-trough decline

-31.16%

-43.51%

+12.35%

Max Drawdown (1Y)

Largest decline over 1 year

-12.17%

-2.29%

-9.88%

Max Drawdown (3Y)

Largest decline over 3 years

-14.48%

-9.62%

-4.86%

Max Drawdown (5Y)

Largest decline over 5 years

-30.07%

-13.58%

-16.49%

Max Drawdown (10Y)

Largest decline over 10 years

-29.18%

Current Drawdown

Current decline from peak

-27.12%

0.00%

-27.12%

Average Drawdown

Average peak-to-trough decline

-13.60%

-16.28%

+2.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.22%

0.93%

+5.29%

Volatility

IVOL vs. RINF - Volatility Comparison

Quadratic Interest Rate Volatility & Inflation Hedge ETF (IVOL) has a higher volatility of 1.74% compared to ProShares Inflation Expectations ETF (RINF) at 1.48%. This indicates that IVOL'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


IVOLRINFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.74%

1.48%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

4.95%

3.13%

+1.82%

Volatility (1Y)

Calculated over the trailing 1-year period

6.74%

4.33%

+2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.85%

12.51%

+0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.91%

12.54%

-0.63%

IVOL vs. RINF - Expense Ratio Comparison

IVOL has a 0.99% expense ratio, which is higher than RINF's 0.30% expense ratio.


Dividends

IVOL vs. RINF - Dividend Comparison

IVOL's dividend yield for the trailing twelve months is around 3.88%, more than RINF's 3.63% yield.


PositionTTM20252024202320222021202020192018201720162015
IVOL
Quadratic Interest Rate Volatility & Inflation Hedge ETF
3.88%3.61%3.83%3.73%3.92%3.93%3.44%2.02%0.00%0.00%0.00%0.00%
RINF
ProShares Inflation Expectations ETF
3.63%3.89%4.68%5.07%1.15%2.76%0.82%1.90%2.47%2.99%1.09%1.83%

Frequently Asked Questions


IVOL and RINF have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IVOL has higher volatility (1.74%) compared to RINF (1.48%). In terms of maximum drawdown, IVOL dropped -31.16% vs RINF's -43.51%.

On 5-year performance, RINF leads with 5.76% vs -5.87% for IVOL. On fees, RINF is cheaper at 0.30% per year. On volatility, RINF has been the lower-risk option at 1.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, RINF has performed better with a 5.76% return vs -5.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RINF is cheaper with a 0.30% expense ratio, compared with 0.99% for IVOL.

IVOL has the higher dividend yield at 3.88%, compared with 3.63% for RINF.

They also come from different issuers: CICC and ProShares. Their fees differ too: 0.99% for IVOL and 0.30% for RINF.

RINF currently has the higher Sharpe Ratio (0.88 vs -0.92), 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 IVOL and RINF

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