Quadratic Interest Rate Volatility and Inflation Hedge ETFQuadratic Interest Rate Volatility and Inflation Hedge ETFQuadratic Interest Rate Volatility and Inflation Hedge ETF

Quadratic Interest Rate Volatility and Inflation Hedge ETF

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Key stats


Assets under management (AUM)
‪589.15 M‬USD
Fund flows (1Y)
‪−243.37 M‬USD
Dividend yield (indicated)
3.82%
Discount/Premium to NAV
0.3%

About Quadratic Interest Rate Volatility and Inflation Hedge ETF


Issuer
China International Capital Corp. Ltd.
Brand
Quadratic
Expense ratio
1.02%
Home page
Inception date
May 13, 2019
Index tracked
No Underlying Index
Management style
Active
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. IVOLs 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 IVOLs returns relative to TIPS in a steady interest rate environment but may prove their worth in a volatile one.

Classification


Asset Class
Fixed income
Category
Government, inflation-linked
Focus
Investment grade
Niche
Broad maturities
Strategy
Active
Weighting scheme
Proprietary
Selection criteria
Proprietary

Returns


1 month3 monthsYear to date1 year3 years5 years
Price performance
NAV total return

What's in the fund


As of November 6, 2024
Exposure type
Bonds, Cash & Other
ETF
Rights & Warrants
Bonds, Cash & Other100.00%
ETF82.16%
Rights & Warrants10.77%
Cash7.07%
Top 10 holdings

Dividends


Dividend payout history

Assets under management (AUM)



Fund Flows