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RINF vs. IRVH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RINF vs. IRVH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Inflation Expectations ETF (RINF) 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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RINF vs. IRVH - Yearly Performance Comparison


2026 (YTD)2025202420232022
RINF
ProShares Inflation Expectations ETF
-0.74%1.64%9.79%0.21%6.92%
IRVH
Global X Interest Rate Volatility & Inflation Hedge ETF
-1.97%7.71%-5.49%0.83%-6.69%

Returns By Period

In the year-to-date period, RINF achieves a -0.74% return, which is significantly higher than IRVH's -1.97% return.


RINF

1D
0.07%
1M
0.56%
YTD
-0.74%
6M
-0.13%
1Y
0.79%
3Y*
4.07%
5Y*
5.34%
10Y*
4.19%

IRVH

1D
0.04%
1M
-2.07%
YTD
-1.97%
6M
-1.43%
1Y
0.81%
3Y*
-0.66%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RINF vs. IRVH - Expense Ratio Comparison

RINF has a 0.30% expense ratio, which is lower than IRVH's 0.50% expense ratio.


Return for Risk

RINF vs. IRVH — Risk / Return Rank

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

RINF
RINF Risk / Return Rank: 1717
Overall Rank
RINF Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
RINF Sortino Ratio Rank: 1414
Sortino Ratio Rank
RINF Omega Ratio Rank: 1313
Omega Ratio Rank
RINF Calmar Ratio Rank: 2222
Calmar Ratio Rank
RINF Martin Ratio Rank: 1818
Martin Ratio Rank

IRVH
IRVH Risk / Return Rank: 1515
Overall Rank
IRVH Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
IRVH Sortino Ratio Rank: 1313
Sortino Ratio Rank
IRVH Omega Ratio Rank: 1313
Omega Ratio Rank
IRVH Calmar Ratio Rank: 1717
Calmar Ratio Rank
IRVH Martin Ratio Rank: 1616
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.

RINF vs. IRVH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Inflation Expectations ETF (RINF) 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.


RINFIRVHDifference

Sharpe ratio

Return per unit of total volatility

0.15

0.13

+0.02

Sortino ratio

Return per unit of downside risk

0.24

0.22

+0.02

Omega ratio

Gain probability vs. loss probability

1.03

1.03

0.00

Calmar ratio

Return relative to maximum drawdown

0.42

0.26

+0.16

Martin ratio

Return relative to average drawdown

0.84

0.60

+0.24

RINF vs. IRVH - Sharpe Ratio Comparison

The current RINF Sharpe Ratio is 0.15, which is comparable to the IRVH Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of RINF and IRVH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RINFIRVHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

0.13

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

-0.19

+0.25

Correlation

The correlation between RINF and IRVH is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

RINF vs. IRVH - Dividend Comparison

RINF's dividend yield for the trailing twelve months is around 3.82%, less than IRVH's 5.20% yield.


TTM20252024202320222021202020192018201720162015
RINF
ProShares Inflation Expectations ETF
3.82%3.89%4.68%5.07%1.15%2.76%0.82%1.90%2.47%2.99%1.09%1.83%
IRVH
Global X Interest Rate Volatility & Inflation Hedge ETF
5.20%4.89%3.34%3.69%2.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RINF vs. IRVH - Drawdown Comparison

The maximum RINF drawdown since its inception was -43.51%, which is greater than IRVH's maximum drawdown of -14.98%. Use the drawdown chart below to compare losses from any high point for RINF and IRVH.


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Drawdown Indicators


RINFIRVHDifference

Max Drawdown

Largest peak-to-trough decline

-43.51%

-14.98%

-28.53%

Max Drawdown (1Y)

Largest decline over 1 year

-2.60%

-4.59%

+1.99%

Max Drawdown (5Y)

Largest decline over 5 years

-13.58%

Max Drawdown (10Y)

Largest decline over 10 years

-29.18%

Current Drawdown

Current decline from peak

-1.87%

-9.06%

+7.19%

Average Drawdown

Average peak-to-trough decline

-16.65%

-9.73%

-6.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

1.97%

-0.53%

Volatility

RINF vs. IRVH - Volatility Comparison

The current volatility for ProShares Inflation Expectations ETF (RINF) is 1.22%, while Global X Interest Rate Volatility & Inflation Hedge ETF (IRVH) has a volatility of 2.12%. This indicates that RINF 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


RINFIRVHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

2.12%

-0.90%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

3.50%

-0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

5.45%

6.29%

-0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.96%

9.02%

+3.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.66%

9.02%

+3.64%