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Trending ETFs

Quadratic Interest Rate Volatility and Inflation Hedge ETF New

etf
IVOL
Dividend policy
Active
Price as of:
$28.86 +0.0 +0%
primary theme
TIPS
IVOL (ETF)

Quadratic Interest Rate Volatility and Inflation Hedge ETF New

Dividend policy
Active
Price as of:
$28.86 +0.0 +0%
primary theme
TIPS
IVOL (ETF)
Quadratic Interest Rate Volatility and Inflation Hedge ETF New
Dividend policy
Active
Price as of:
$28.86 +0.0 +0%
primary theme
TIPS

IVOL - Snapshot

Vitals

  • YTD Return 3.1%
  • 3 Yr Annualized Return N/A
  • 5 Yr Annualized Return N/A
  • Net Assets $2.94 B
  • Holdings in Top 10 84.9%

52 WEEK LOW AND HIGH

$28.86
$26.74
$28.95

Expenses

OPERATING RELATED FEES

  • Expense Ratio 1.02%

SALES FEES

  • Front Load N/A
  • Deferred Load N/A

BROKERAGE FEES

  • Turnover 0.00%

TRADING FEES

  • Max Redemption Fee N/A

Min Investment

  • Standard (Taxable) N/A
  • IRA N/A

Fund Classification

  • Primary Theme TIPS
  • Fund Type Exchange Traded Fund
  • Investment Style Inflation-Protected Bond

Compare IVOL to Popular TIPS Funds

Overview

Next Dividend

Income Profile

Income Risk

Returns Profile

Allocations

Expenses

About

Dividend.com Ratings*

$26.20

+0.15%

$46.80 B

1.24%

$0.33

blocked
blocked
blocked

2.46%

0.14%

$14.54

+0.35%

$35.34 B

1.46%

$0.21

blocked
blocked
blocked

0.76%

0.20%

$10.98

+0.09%

$15.22 B

-

$0.01

blocked
blocked
blocked

2.33%

-

$12.29

+0.16%

$11.53 B

1.60%

$0.20

blocked
blocked
blocked

0.16%

0.53%

$11.14

+0.27%

$9.70 B

0.13%

$0.01

blocked
blocked
blocked

0.91%

0.05%

Compare IVOL to Popular TIPS ETFs

Overview

Next Dividend

Income Profile

Income Risk

Returns Profile

Allocations

Expenses

About

Dividend.com Ratings*

$52.24

-0.12%

$46.80 B

1.35%

$0.71

blocked
blocked
blocked

2.45%

0.05%

$127.30

+0.02%

$27.01 B

1.34%

$1.71

blocked
blocked
blocked

0.08%

0.19%

$62.16

+0.02%

$17.22 B

1.55%

$0.97

blocked
blocked
blocked

0.45%

0.05%

$106.47

-0.09%

$4.79 B

1.49%

$1.59

blocked
blocked
blocked

2.17%

0.06%

$28.86

0.00%

$2.94 B

3.45%

$1.00

blocked
blocked
blocked

3.11%

1.02%

IVOL - Profile

Distributions

  • YTD Total Return 3.2%
  • 3 Yr Annualized Total Return N/A
  • 5 Yr Annualized Total Return N/A
  • Capital Gain Distribution Frequency N/A
  • Net Income Ratio 0.78%
DIVIDENDS
  • Dividend Yield 1.1%
  • Dividend Distribution Frequency Monthly

Fund Details

  • Legal Name
    Quadratic Interest Rate Volatility and Inflation Hedge ETF New
  • Fund Family Name
    KraneShares
  • Inception Date
    May 13, 2019
  • Shares Outstanding
    103005726
  • Share Class
    N/A
  • Currency
    USD
  • Domiciled Country
    United States
  • Manager
    Nancy Davis

Fund Description

The fund is actively managed and seeks to achieve its investment objective primarily by investing, directly or indirectly, in a mix of U.S. Treasury Inflation-Protected Securities ("TIPS") and long options tied to the shape of the U.S. interest rate curve. It is non-diversified.


IVOL - Performance

Return Ranking - Trailing

Period IVOL Return Category Return Low Category Return High Rank in Category (%)
YTD 3.1% -7.0% 7.5% 12.32%
1 Yr 12.7% -1.8% 24.8% 11.32%
3 Yr N/A* 2.9% 10.1% N/A
5 Yr N/A* 1.8% 7.1% N/A
10 Yr N/A* 0.9% 5.9% N/A

* Annualized

Return Ranking - Calendar

Period IVOL Return Category Return Low Category Return High Rank in Category (%)
2020 10.5% -29.4% 23.0% 5.29%
2019 N/A -47.0% 16.7% N/A
2018 N/A -11.1% -0.5% N/A
2017 N/A -2.8% 6.6% N/A
2016 N/A 0.5% 7.7% N/A

Total Return Ranking - Trailing

Period IVOL Return Category Return Low Category Return High Rank in Category (%)
YTD 3.2% -7.3% 7.5% 12.32%
1 Yr 12.7% -1.8% 24.8% 10.38%
3 Yr N/A* 2.9% 10.1% N/A
5 Yr N/A* 1.8% 7.1% N/A
10 Yr N/A* 0.9% 5.9% N/A

* Annualized

Total Return Ranking - Calendar

Period IVOL Return Category Return Low Category Return High Rank in Category (%)
2020 10.5% -29.4% 23.0% 5.29%
2019 N/A 0.8% 16.7% N/A
2018 N/A -9.9% 0.6% N/A
2017 N/A -2.7% 9.6% N/A
2016 N/A 0.5% 10.4% N/A

IVOL - Holdings

Concentration Analysis

IVOL Category Low Category High IVOL % Rank
Net Assets 2.94 B 8.79 M 46.8 B 28.37%
Number of Holdings 12 6 1154 99.07%
Net Assets in Top 10 2.5 B -36.8 M 26.6 B 18.22%
Weighting of Top 10 84.89% 12.9% 100.0% 9.41%

Top 10 Holdings

  1. Schwab US TIPS ETF™ 84.89%

Asset Allocation

Weighting Return Low Return High IVOL % Rank
Bonds
90.71% 23.18% 144.40% 87.38%
Cash
9.29% -56.42% 76.82% 10.75%
Stocks
0.00% -3.13% 14.27% 54.21%
Preferred Stocks
0.00% 0.00% 0.49% 56.07%
Other
0.00% -3.21% 46.19% 51.87%
Convertible Bonds
0.00% 0.00% 4.89% 71.50%

Bond Sector Breakdown

Weighting Return Low Return High IVOL % Rank
Government
90.71% 18.59% 100.00% 35.05%
Cash & Equivalents
9.29% 0.00% 36.72% 14.95%
Derivative
0.00% 0.00% 17.33% 68.22%
Securitized
0.00% 0.00% 55.90% 86.92%
Corporate
0.00% 0.00% 46.12% 85.05%
Municipal
0.00% 0.00% 2.61% 65.89%

Bond Geographic Breakdown

Weighting Return Low Return High IVOL % Rank
US
90.71% 22.87% 168.37% 54.67%
Non US
0.00% -36.68% 44.13% 81.31%

IVOL - Expenses

Operational Fees

IVOL Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 1.02% 0.01% 22.01% 25.49%
Management Fee 0.99% 0.00% 0.99% 100.00%
12b-1 Fee 0.00% 0.00% 1.00% 9.71%
Administrative Fee N/A 0.00% 0.40% N/A

Sales Fees

IVOL Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A 1.00% 4.75% N/A
Deferred Load N/A 1.00% 4.00% N/A

Trading Fees

IVOL Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Max Redemption Fee N/A N/A N/A N/A

Related Fees

Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.

IVOL Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover 0.00% 0.00% 330.00% 0.47%

IVOL - Distributions

Dividend Yield Analysis

IVOL Category Low Category High IVOL % Rank
Dividend Yield 1.12% 0.00% 1.12% 0.46%

Dividend Distribution Analysis

IVOL Category Low Category High Category Mod
Dividend Distribution Frequency Monthly Semi-Annually Monthly Semi-Annually

Net Income Ratio Analysis

IVOL Category Low Category High IVOL % Rank
Net Income Ratio 0.78% -0.02% 3.82% 84.83%

Capital Gain Distribution Analysis

IVOL Category Low Category High Capital Mode
Capital Gain Distribution Frequency Annually Semi-Annually Annually

Dividend Payout History

View More +

IVOL - Fund Manager Analysis

Managers

Nancy Davis


Start Date

Tenure

Tenure Rank

May 13, 2019

1.97

2.0%

Nancy Davis is the Managing Partner and CIO of Quadratic, which she founded in 2013. Ms. Davis began her career at Goldman Sachs, where she spent nearly ten years, the last seven at the proprietary trading group where she became Head of Credit, Derivatives and OTC Trading. Prior to starting Quadratic, she served as a portfolio manager at Highbridge where she managed $500 million of capital in a derivatives-only portfolio. She later served in a senior executive role at AllianceBernstein. Ms. Davis writes and speaks frequently about financial topics and world markets. She has been published in Financial News, Absolute Return, and Institutional Investor and has contributed papers to two books. Ms. Davis holds a B.A. magna cum laude in Economics from George Washington University, where she was a recipient of the Presidential Academic Scholarship.

Tenure Analysis

Category Low Category High Category Average Category Mode
0.01 19.43 6.74 10.01