LDRI vs. IRVH
LDRI (iShares iBonds 1-5 Year TIPS Ladder ETF) and IRVH (Global X Interest Rate Volatility & Inflation Hedge ETF) are both Inflation-Protected Bonds funds. LDRI is passively managed, while IRVH is actively managed. Over the past year, LDRI returned 2.94% vs -3.57% for IRVH. Their 0.47 correlation means their historical movements had little consistent relationship. LDRI charges 0.10%/yr vs 0.50%/yr for IRVH.
Performance
LDRI vs. IRVH - Performance Comparison
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Returns By Period
In the year-to-date period, LDRI achieves a 1.55% return, which is significantly higher than IRVH's -4.59% return.
LDRI
- 1D
- -0.10%
- 1M
- 0.02%
- 6M
- 1.20%
- YTD
- 1.55%
- 1Y
- 2.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 4.39%
IRVH
- 1D
- -0.11%
- 1M
- -0.67%
- 6M
- -4.04%
- YTD
- -4.59%
- 1Y
- -3.57%
- 3Y*
- 0.11%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -2.19%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $471.52 | $4.02K | $5.19K | |
| $174.90K | $199.08K | $209.34K |
LDRI vs. IRVH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LDRI iShares iBonds 1-5 Year TIPS Ladder ETF | 1.55% | 5.94% | 0.10% |
IRVH Global X Interest Rate Volatility & Inflation Hedge ETF | -4.59% | 7.71% | -1.65% |
Correlation
The correlation between LDRI and IRVH is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2024 | 0.47 |
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Return for Risk
LDRI vs. IRVH — Risk / Return Rank
LDRI
IRVH
LDRI vs. IRVH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 1-5 Year TIPS Ladder ETF (LDRI) and Global X Interest Rate Volatility & Inflation Hedge ETF (IRVH). 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.
| LDRI | IRVH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.46 | ||
| Sortino ratioReturn per unit of downside risk | +3.53 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 0.90 | +0.47 |
| Calmar ratioReturn relative to maximum drawdown | 5.23 | -0.49 | +5.72 |
| Martin ratioReturn relative to average drawdown | 13.20 | -0.97 | +14.18 |
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Drawdowns
LDRI vs. IRVH - Drawdown Comparison
The maximum LDRI drawdown since its inception was -0.85%, smaller than the maximum IRVH drawdown of -14.98%. Use the drawdown chart below to compare losses from any high point for LDRI and IRVH.
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Drawdown Indicators
| LDRI | IRVH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.85% | -14.98% | +14.13% |
Max Drawdown (1Y)Largest decline over 1 year | -0.63% | -6.48% | +5.85% |
Max Drawdown (3Y)Largest decline over 3 years | — | -8.03% | — |
Current DrawdownCurrent decline from peak | -0.41% | -11.49% | +11.08% |
Average DrawdownAverage peak-to-trough decline | -0.21% | -9.76% | +9.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.25% | 3.26% | -3.01% |
Volatility
LDRI vs. IRVH - Volatility Comparison
The current volatility for iShares iBonds 1-5 Year TIPS Ladder ETF (LDRI) is 0.48%, while Global X Interest Rate Volatility & Inflation Hedge ETF (IRVH) has a volatility of 0.88%. This indicates that LDRI experiences smaller price fluctuations and is considered to be less risky than IRVH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LDRI | IRVH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.48% | 0.88% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 1.21% | 3.18% | -1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.86% | 4.66% | -2.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.26% | 8.70% | -6.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.26% | 8.70% | -6.44% |
LDRI vs. IRVH - Expense Ratio Comparison
LDRI has a 0.10% expense ratio, which is lower than IRVH's 0.50% expense ratio.
Dividends
LDRI vs. IRVH - Dividend Comparison
LDRI's dividend yield for the trailing twelve months is around 5.02%, less than IRVH's 5.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
IRVH Global X Interest Rate Volatility & Inflation Hedge ETF | 5.31% | 4.89% | 3.34% | 3.69% | 2.73% |
LDRI iShares iBonds 1-5 Year TIPS Ladder ETF | 5.02% | 4.23% | 0.83% | 0.00% | 0.00% |
Frequently Asked Questions
LDRI and IRVH have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IRVH has higher volatility (0.88%) compared to LDRI (0.48%). In terms of maximum drawdown, LDRI dropped -0.85% vs IRVH's -14.98%.
On 1-year performance, LDRI leads with 2.94% vs -3.57% for IRVH. On fees, LDRI is cheaper at 0.10% per year. On volatility, LDRI has been the lower-risk option at 0.48%. 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 2.94% return vs -3.57%. 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 0.50% for IRVH.
IRVH has the higher dividend yield at 5.31%, compared with 5.02% for LDRI.
They also come from different issuers: iShares and Global X. Their fees differ too: 0.10% for LDRI and 0.50% for IRVH.
LDRI currently has the higher Sharpe Ratio (1.77 vs -0.68), 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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