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LDRI vs. IRVH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LDRI vs. IRVH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 1-5 Year TIPS Ladder ETF (LDRI) and Global X Interest Rate Volatility & Inflation Hedge ETF (IRVH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LDRI achieves a 1.37% return, which is significantly higher than IRVH's -4.36% return.


LDRI

1D
-0.12%
1M
-0.16%
YTD
1.37%
6M
1.10%
1Y
3.78%
3Y*
5Y*
10Y*

IRVH

1D
-0.36%
1M
-1.18%
YTD
-4.36%
6M
-4.00%
1Y
-2.13%
3Y*
0.01%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDRI vs. IRVH - Yearly Performance Comparison


Correlation

The correlation between LDRI and IRVH is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2024

0.46

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Return for Risk

LDRI vs. IRVH — Risk / Return Rank

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

LDRI
LDRI Risk / Return Rank: 7575
Overall Rank
LDRI Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
LDRI Sortino Ratio Rank: 6363
Sortino Ratio Rank
LDRI Omega Ratio Rank: 7474
Omega Ratio Rank
LDRI Calmar Ratio Rank: 9393
Calmar Ratio Rank
LDRI Martin Ratio Rank: 8383
Martin Ratio Rank

IRVH
IRVH Risk / Return Rank: 55
Overall Rank
IRVH Sharpe Ratio Rank: 55
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: 55
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.

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.


LDRIIRVHDifference
Sharpe ratioReturn per unit of total volatility

+2.38

Sortino ratioReturn per unit of downside risk

+3.42

Omega ratioGain probability vs. loss probability

1.42

0.93

+0.48

Calmar ratioReturn relative to maximum drawdown

6.33

-0.36

+6.69

Martin ratioReturn relative to average drawdown

16.42

-0.82

+17.24

LDRI vs. IRVH - Sharpe Ratio Comparison

The current LDRI Sharpe Ratio is 1.94, which is higher than the IRVH Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of LDRI and IRVH, 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

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


LDRIIRVHDifference

Max Drawdown

Largest peak-to-trough decline

-0.85%

-14.98%

+14.13%

Max Drawdown (1Y)

Largest decline over 1 year

-0.60%

-5.96%

+5.36%

Max Drawdown (3Y)

Largest decline over 3 years

-8.03%

Current Drawdown

Current decline from peak

-0.58%

-11.28%

+10.70%

Average Drawdown

Average peak-to-trough decline

-0.20%

-9.72%

+9.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

2.60%

-2.37%

Volatility

LDRI vs. IRVH - Volatility Comparison

The current volatility for iShares iBonds 1-5 Year TIPS Ladder ETF (LDRI) is 0.66%, while Global X Interest Rate Volatility & Inflation Hedge ETF (IRVH) has a volatility of 1.09%. 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


LDRIIRVHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.66%

1.09%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

1.48%

3.35%

-1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

1.96%

4.85%

-2.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.29%

8.80%

-6.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.29%

8.80%

-6.51%

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 3.54%, less than IRVH's 5.62% yield.


PositionTTM2025202420232022
IRVH
Global X Interest Rate Volatility & Inflation Hedge ETF
5.62%4.89%3.34%3.69%2.73%
LDRI
iShares iBonds 1-5 Year TIPS Ladder ETF
3.54%4.23%0.83%0.00%0.00%

Frequently Asked Questions


LDRI and IRVH have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IRVH has higher volatility (1.09%) compared to LDRI (0.66%). In terms of maximum drawdown, LDRI dropped -0.85% vs IRVH's -14.98%.

On 1-year performance, LDRI leads with 3.78% vs -2.13% for IRVH. On fees, LDRI is cheaper at 0.10% per year. On volatility, LDRI has been the lower-risk option at 0.66%. 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 3.78% return vs -2.13%. 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 5.62%, compared with 3.54% 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 (1.94 vs -0.44), 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

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