IVOL: Construction and Applications

Examining the potential for this first-of-its-kind ETF in various market environments and IVOL’s role in a balanced portfolio

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The Quadratic Interest Rate Volatility and Inflation Hedge ETF (NYSE ticker: IVOL) is a first-of-its-kind fixed-income ETF that seeks to hedge relative interest rate movements, whether these movements arise from falling short-term interest rates or rising long-term interest rates, and to benefit from market stress when fixed-income volatility increases, while providing the potential for enhanced, inflation-protected income.

IVOL is unique because it is long interest rate volatility via its access to the OTC fixed income options market. This is one of the largest asset classes in global markets, as the rates market is nearly 5 times larger than the US stock market.