BGT vs IVOL

Comparison between BlackRock Floating Rate Income Trust (BGT, ETF) and QUADRATIC INTEREST RATE VOLATILITY AND INFLATION HEDGE ETF (IVOL, ETF).

5-Year PerformanceBGT has outperformed IVOL, delivering a return of +6.8% compared to -5.9%

BGT vs IVOL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	BGT(ETF)	IVOL(ETF)
Net Assets	$339M	$339M
Expense Ratio	N/A	0.98%
Max Drawdown	64.14%	39.76%
Sharpe Ratio	-0.47	-1.47
5Y Beta	0.36	-0.20
5Y Dividends CAGR	13.06%	-5.74%

Net Assets

Winner

BGT

$339M

IVOL

$339M

Expense Ratio

BGT

N/A

IVOL

0.98%

Max Drawdown

BGT

64.14%

Winner

IVOL

39.76%

Sharpe Ratio

Winner

BGT

-0.47

IVOL

-1.47

5Y Beta

BGT

0.36

Winner

IVOL

-0.20

5Y Dividends CAGR

Winner

BGT

13.06%

IVOL

-5.74%

BGT vs IVOL - Historical Returns

Returns include dividend reinvestment.

Period	BGT	IVOL
1 month	-1.35%	-4.15%
3 months	+0.59%	-5.86%
6 months	+2.14%	-7.23%
1 year	-1.90%	-5.82%
5 years(CAGR)	+6.83%	-5.92%
10 years(CAGR)	+6.13%	N/A
Max(CAGR)	+5.25%	-1.43%

Winner

BGT

-1.35%

IVOL

-4.15%

Winner

BGT

+0.59%

IVOL

-5.86%

Winner

BGT

+2.14%

IVOL

-7.23%

Winner

BGT

-1.90%

IVOL

-5.82%

5Y(CAGR)

Winner

BGT

+6.83%

IVOL

-5.92%

10Y(CAGR)

BGT

+6.13%

IVOL

N/A

Max(CAGR)

Winner

BGT

+5.25%

IVOL

-1.43%

BGT vs IVOL - Annual Returns (2004 - 2026)

Returns include dividend reinvestment.

Year	BGT	IVOL
2026	-0.28%	-6.68%
2025	-1.46%	+12.03%
2024	+17.10%	-10.51%
2023	+25.02%	-4.63%
2022	-14.22%	-12.97%
2021	+26.55%	-0.69%
2020	-1.30%	+14.96%
2019	+17.15%	+3.23%
2018	-13.82%	N/A
2017	+4.04%	N/A
2016	+19.09%	N/A
2015	+2.40%	N/A
2014	-2.37%	N/A
2013	-3.09%	N/A
2012	+19.80%	N/A
2011	-11.00%	N/A
2010	+28.58%	N/A
2009	+80.65%	N/A
2008	-41.10%	N/A
2007	-10.63%	N/A
2006	+21.74%	N/A
2005	-1.79%	N/A
2004	-4.99%	N/A

BGT vs IVOL Drawdown Comparison

The maximum drawdown for BGT was -58.00%, occurring on Dec 15, 2008. Recovery took 643 trading sessions.

The maximum drawdown for IVOL was -31.17%, occurring on Dec 18, 2024. This drawdown has not yet recovered.

The current BGT drawdown is -6.70%. The current IVOL drawdown is -26.94%.

Rank	BGT	IVOL
#1	-58.00% Jul 9, 2007 - Jan 26, 2010	-31.17% May 10, 2021 - Dec 18, 2024
#2	-41.92% Jan 23, 2020 - Jan 15, 2021	-8.02% Mar 6, 2020 - Mar 26, 2020
#3	-24.68% Dec 31, 2010 - Sep 12, 2012	-3.93% Mar 26, 2020 - Apr 8, 2020
#4	-23.18% Dec 29, 2021 - Dec 14, 2023	-3.23% Jun 6, 2019 - Feb 28, 2020
#5	-15.97% Mar 2, 2010 - Oct 1, 2010	-2.52% Apr 13, 2020 - May 8, 2020
#6	-15.96% Mar 16, 2018 - Dec 4, 2019	-2.26% Feb 16, 2021 - May 5, 2021
#7	-15.93% Dec 16, 2024 - Jul 2, 2025	-1.94% Aug 31, 2020 - Dec 2, 2020
#8	-15.48% May 22, 2013 - Aug 24, 2016	-1.50% May 16, 2019 - May 30, 2019
#9	-11.68% Sep 22, 2004 - Feb 10, 2006	-1.37% May 8, 2020 - Jun 4, 2020
#10	-11.08% Aug 1, 2025 - Mar 27, 2026	-1.22% Jun 5, 2020 - Aug 5, 2020
#11	-8.95% Oct 19, 2012 - Jan 3, 2013	-0.51% Aug 17, 2020 - Aug 25, 2020
#12	-8.30% May 15, 2024 - Oct 30, 2024	-0.47% Jan 21, 2021 - Feb 3, 2021
#13	-6.41% Apr 25, 2017 - Jan 2, 2018	-0.39% Dec 21, 2020 - Jan 4, 2021
#14	-6.10% Oct 14, 2010 - Nov 30, 2010	-0.39% Jan 7, 2021 - Jan 14, 2021
#15	-5.68% Feb 6, 2007 - Apr 5, 2007	-0.31% Feb 8, 2021 - Feb 12, 2021

Correlation

Correlation between BGT and IVOL is -0.66 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.66

-101

Dividend Comparison (2004 - 2026)

BGT vs IVOL dividend yield comparison.

Year	BGT	IVOL
2026	5.64%	1.59%
2025	12.74%	3.61%
2024	11.23%	3.83%
2023	10.36%	3.73%
2022	6.87%	3.92%
2021	5.55%	3.93%
2020	7.58%	3.44%
2019	6.33%	2.02%
2018	6.64%	0.00%
2017	5.03%	0.00%
2016	5.03%	0.00%
2015	6.04%	0.00%
2014	6.65%	0.00%
2013	6.41%	0.00%
2012	7.08%	0.00%
2011	8.11%	0.00%
2010	6.15%	0.00%
2009	6.90%	0.00%
2008	23.76%	0.00%
2007	10.08%	0.00%
2006	7.60%	0.00%
2005	7.13%	0.00%
2004	2.00%	0.00%