IVOL

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

IVOL Fund Description

IVOL is an actively managed portfolio of TIPS and long options tied to the U.S. interest rate swap curve.

IVOL Factset Analytics Insight

IVOL actively attempts to protect against inflation and to hedge yield curve shifts and interest rate volatility using TIPS (or TIPS-based ETFs) and long options. IVOL’s over-the-counter options on the U.S. interest rate swap curve are described in its prospectus as responding to changes in the steepness of the yield curve, and 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 MSCI ESG Analytics Insight

Quadratic Interest Rate Volatility and Inflation Hedge ETF has an MSCI ESG Fund Rating of A based on a score of 6.58 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Quadratic Interest Rate Volatility and Inflation Hedge ETF ranks in the 70th percentile within its peer group and in the 55th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

IVOL Charts And Performance

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Total Return Chart (%)
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PERFORMANCE [as of 10/26/20] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
IVOL 0.55% 2.16% 11.02% 11.11% -- -- --
IVOL (NAV) 0.66% 2.20% 10.98% 11.95% -- -- --
No Underlying Index -- -- -- -- -- -- --
Bloomberg Barclays US Treasury Inflation Protected Notes (TIPS) 0.07% 1.26% 9.04% 9.77% 5.88% 4.45% 3.29%
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%
$663.44M
$10.76M
0.06%

IVOL Portfolio Data

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11/10/20
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 10/27/20
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 N/A out of 5.

IVOL Tradability

391,935
$10.76M
352,888
$9.74M
0.06%
$0.02
0.32%
2.55% / -6.36%
None
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25,000
14.12
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1,409
$27.46
N/A

IVOL Top 10 Holdings

8.26%
4.69%
100.00%

IVOL Performance Statistics

0.06
0.26
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IVOL MSCI ESG Ratings

6.58 / 10
54.67
69.79
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2.90

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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