IVOL

Quadratic Interest Rate Volatility and Inflation Hedge ETF
*Unless otherwise stated, data provided by FactSet.

IVOL Fund Description

The Quadratic Interest Rate Volatility and Inflation Hedge ETF is an actively-managed portfolio of TIPS and options on the yield curve.

IVOL Factset Analytics Insight

IVOL actively hedges against inflation and yield curve shifts using TIPS (or TIPS-based ETFs) and long options. IVOL’s TIPS protect against an unexpected increase in inflation. IVOL’s over-the-counter options on the spread between fixed and floating interest rates options are designed to respond to changes in the steepness of the yield curve, and also to the volatility of interest rates. The cost of the options will decrease IVOL’s returns relative to TIPS in a steady interest rate environment but may prove their worth in a volatile one.

IVOL Charts And Performance

Price Chart ($)
Total Return Chart (%)
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  • 3 Months
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  • 3 Years
  • 5 Years
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PERFORMANCE [as of 02/20/20] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
IVOL 0.02% -0.01% -0.55% -- -- -- --
IVOL (NAV) 0.10% 0.36% -0.26% -- -- -- --
No Underlying Index -- -- -- -- -- -- --
Bloomberg Barclays US Treasury Inflation Protected Notes (TIPS) 1.67% 2.35% 2.16% 9.17% 3.77% 2.98% 3.56%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

IVOL Summary Data

CICC
Quadratic
05/13/19
Open-Ended Fund
0.99%
$90.33M
$393.56K
0.15%

IVOL Portfolio Data

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N/A
3

IVOL Index Data

No Underlying Index
Proprietary
Proprietary
Bloomberg Barclays US Treasury Inflation Protected Notes (TIPS)

IVOL Portfolio Management

0.99%
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IVOL Tax Exposures

20.00% / 39.60%
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Qualified dividends
No

IVOL Fund Structure

Open-Ended Fund
Yes
No
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N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

IVOL Factset Analytics Block Liquidity

As of 02/21/20
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of IVOL. IVOL is rated a 2 out of 5.

IVOL Tradability

15,577
$393.56K
11,124
$280.52K
0.15%
$0.04
0.36%
1.50% / -1.18%
None
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25,000
0.44
0.04%
2.26%
0
$25.13
2

IVOL Top 10 Holdings

7.55%
2.96%
99.99%

IVOL Performance Statistics

0.39
1.00
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IVOL Holdings Statistics

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3
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IVOL Avg Life Maturity Distribution

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IVOL OAS Breakdown

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