Quadratic Interest Rate Volatility and Inflation Hedge ETFIVOL
IVOL
0
Funds holding %
of 6,809 funds
–
Analysts bullish %
Fund manager confidence
Based on 2024 Q3 regulatory filings by fund managers ($100M+ AUM)
24,750% more call options, than puts
Call options by funds: $497K | Put options by funds: $2K
57% more first-time investments, than exits
New positions opened: 22 | Existing positions closed: 14
16% more repeat investments, than reductions
Existing positions increased: 44 | Existing positions reduced: 38
8% more capital invested
Capital invested by funds: $377M [Q2] → $406M (+$29M) [Q3]
7% more funds holding
Funds holding: 114 [Q2] → 122 (+8) [Q3]
0% more funds holding in top 10
Funds holding in top 10: 2 [Q2] → 2 (+0) [Q3]
4.08% less ownership
Funds ownership: 57.85% [Q2] → 53.76% (-4.08%) [Q3]
Research analyst outlook
We haven’t received any recent analyst ratings for IVOL.
Financial journalist opinion
Negative
Seeking Alpha
2 weeks ago
IVOL: Abandoning Ship (Rating Downgrade)
IVOL's underperformance stems from high volatility swaptions, despite correct market views on 2s10s normalization. The ETF's composition remains unchanged, with significant exposure to SCHP and swaptions on the 2s10s spread. High ROC utilization in IVOL leads to lower NAV, making SCHP a better standalone investment.
Positive
Seeking Alpha
4 months ago
IVOL: Massive Upside From Yield Curve Steepening
IVOL offers retail exposure to advanced interest rate derivatives typically only available to institutional traders, providing a way to bet on the steepening yield curve and macro dynamics. IVOL's holdings include TIPS and options on constant maturity swaps. We deconstruct these holdings and go through the implications. Performance is tied to the steepening yield curve, inflation expectations, and macroeconomic factors, making it a pure play macro bet.
Neutral
ETF Trends
4 months ago
Highlights From the Q3 Fixed Income Symposium
Thought leaders and portfolio managers across the industry weighed in on the direction of fixed income investments during the Q3 Fixed Income Symposium hosted by VettaFi.
Negative
Seeking Alpha
7 months ago
IVOL: Weighing The Value Drivers Leads To A Rating Downgrade
The Quadratic Interest Rate Volatility and Inflation Hedge ETF holds a portfolio of TIPS bonds and curve steepeners. With the Fed likely on hold until inflation declines, I believe the yield curve may stay inverted and act as a headwind for IVOL. Until macro conditions change, the IVOL is unlikely to outperform.
Negative
Zacks Investment Research
7 months ago
Is 1970s Stagflation Knocking at the Door? ETFs to Play
During a recent appearance at the Economic Club of New York, JPMorgan Chase JPM CEO Jamie Dimon expressed concerns that the U.S. economy could witness challenges similar to those of the 1970s. He indicated the likely resurgence of stagflation — a condition characterized by low growth combined with high inflation — which could complicate inflationary risks currently being faced by the U.S. economy, as quoted on a Yahoo Finance article.
Positive
Seeking Alpha
11 months ago
IVOL: This Inflation Hedge Is About To Break Out
The Quadratic Interest Rate Volatility and Inflation Hedge ETF is breaking out to the upside amid falling real yields and a steepening yield curve. IVOL should benefit from the ongoing deterioration in government finances, which should drive real yields lower across the board and a normalisation of the yield curve. The main risk comes from the ETF underperforming its stated objectives.
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