IVOLQuadratic Interest Rate Volatility and Inflation Hedge ETF New

Diversifier7y track recordRanked #72 of 240 in this goal

Seeks to hedge interest rate movements and provide enhanced inflation-protected income.

By KraneShares · Launched 2019

Annual Cost

0.98%

#4,853 of 5,562 · expensive

Fund Size

$314M

#1,921 of 5,562 · mid-size

Return (1Y)Goal

-6.7%

Track Record

7 years

#1,913 of 5,562 · seasoned

Performance

Total-return NAV · USD

Growth of $10,000

$9,341-6.6%

Total-return NAV, USD. Net of fund fees, before tax.

Classification

How Beacon categorizes this fund

Asset class

Fixed income

Region

North america

Strategy

Multi strategy

What it actually holds

By weight

Concentration

Top 9 holdings = 85.9% of fundconcentrated

Schwab Us Tips Etf

76.9%

USD CMS 2-10 04/14/2027 20 CAP E

2.1%

USD CMS 2-10 05/17/2028 55 CAP E

1.6%

USD CMS 2-10 12/09/2026 28 CAP E

1.6%

USD CMS 2-10 09/15/2027 50 CAP E

1.5%

USD CMS 2-10 09/15/2028 85 CAP E

1.1%

USD CMS 2-10 06/15/2027 70 CAP E

0.7%

USD CMS 2-10 06/24/2026 58 CAP E

0.3%

USD CMS 2-10 04/16/2026 53 CAP E

0.2%

Asset allocation

Bonds

85.9%

Cash

14.1%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years

Volatility (1Y)

7.0%Low

Year-on-year price swings

Max drawdown

-31.2%Severe

Worst peak-to-trough loss

Sharpe (3Y)

-0.60Below average

Sortino (3Y)

-0.83Moderate downside risk

Bond profile

Duration

1.3 years

Avg maturity

9.5 years

Credit ratings

US Government

85.9%

100.0%

Where to buy

Listing

Exchange: NYSE Arca

Full fund details

Objective: Seeks to hedge interest rate movements and provide enhanced inflation-protected income.
Strategy: Actively managed, invests primarily in U.S. Treasury Inflation-Protected Securities (TIPS) and long options on the U.S. interest rate curve. Aims to benefit from market stress and rising volatility while hedging against inflation risk.
Inception date: May 13, 2019
Fund family: KraneShares