Quadratic Interest Rate Volatility and Inflation Hedge ETF (IVOL)

Description

The IVOL ETF contains 0 constituents. It is focused on holdings in the region.

Price $22.56 as of 2022-10-20

Cost/Risk/Yield

Dividend yield3.99%
Expense ratio1.05%
Average spread0.044%
1Y roundtrip cost1.094%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-1.4%0.5%-2.8%0.7%0.2%-1.1%1.2%-7.4%-6.1%1.8%-14.4%
20212.0%0.8%0.3%0.3%0.5%-3.2%2.5%-0.6%-0.1%-1.5%-0.6%-0.5%-0.2%
20200.7%1.4%0.8%2.9%0.9%1.8%-0.1%3.2%-1.1%0.4%-0.1%2.6%13.5%
20191.2%-0.8%1.0%-1.4%-0.2%0.1%0.8%0.6%
1.3%2.7%-1.7%3.9%1.6%-1.3%2.8%-3.9%-8.7%0.5%-0.7%2.9%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.080.080.080.080.080.080.080.070.61
20210.090.090.090.090.090.080.090.080.080.080.080.131.05
20200.080.080.080.080.080.080.080.080.080.080.080.88
20190.080.080.080.080.080.130.51
0.240.240.240.240.160.240.320.240.310.240.240.34

Sectors and Top Holdings

Security % Assets
Top 0 Weights0.00%

Compare with similar ETFs

IVOL FPXI HERO IBUY NERD ONLN
Product nameQuadratic Interest Rate Volatility and Inflation Hedge ETFFirst Trust International IPO ETFGlobal X Video Games & Esports ETFAmplify Online Retail ETFRoundhill BITKRAFT Esports & Digital Entertainment ETFProShares Online Retail ETF
IssuerQuadraticFirst TrustGlobal XAmplifyRoundhillProShares
Price$22.56$34.8407$17.41$38.8$13.72$28.82
Expense Ratio1.05%better0.7%better0.5%better0.65%better0.25%better0.58%
Average Spread0.044%0.402%0.287%0.335%0.292%0.243%
AUM$2,971,930,000$622,796,000$283,200,000$311,365,000$37,226,000$357,809,000
Shares131,734,50717,875,53016,266,5348,024,8792,713,26612,415,297
Average Daily Volume672,26384,89944,17956,6045,577140,470
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2019-05-132014-11-052019-10-252016-04-202019-06-042018-07-13
Index TrackedNo Underlying IndexIPOX International IndexSolactive Video Games & Esports IndexEQM Online Retail IndexROUNDHILL BITKRAFT ESPORTS INDEXProShares Online Retail Index
CategoryInflation-Protected BondsForeign Large Cap EquitiesLarge Cap Growth EquitiesConsumer Discretionary EquitiesGlobal EquitiesConsumer Discretionary Equities
Asset ClassBondEquityEquityEquityEquityEquity
Asset Class SizeLarge/Mid CapsLarge/Mid CapsLarge/Mid/Small CapsLarge/Mid/Small CapsLarge/Mid/Small Caps
Value or GrowthBlendGrowthGrowthBlendGrowth
RegionAsia-PacificAsia-PacificNorth AmericaAsia-PacificNorth America
CountriesU.S.BroadBroadBroadBroadBroad
Annual Dividend Rate$0.9$0.407$0.244$0$0$0
Annual Dividend Yield0.040%0.012%0.014%0.000%0.000%0.000%
Number of Holdings05141723437
YTD Return-13.93%-39.06%-38.19%-55.93%-44.77%-49.19%
Beta0.170.960.751.250.790.95
Upside Beta-0.070.440.330.750.220.21
Downside Beta-0.27-0.14-0.28-0.01-0.140.21
Volatility 1Y14.31%24.74%28.99%47.81%35.03%47.61%
Sharpe Ratio 3Y-0.29-0.230.00-0.38-0.20-0.32
Treynor Ratio 3Y-0.010.000.00-0.01-0.01-0.01

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew