PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
iShares Interest Rate Hedged Long-Term Corporate B...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46431W8120

CUSIP

46431W812

Issuer

iShares

Inception Date

Jul 22, 2015

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

BlackRock Interest Rate Hedged Long-Term Corporate Bond Index

Asset Class

Bond

Expense Ratio

IGBH has an expense ratio of 0.16%, which is considered low compared to other funds.


Expense ratio chart for IGBH: current value at 0.16% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.16%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
IGBH vs. LQDH IGBH vs. IGHG IGBH vs. IGEB IGBH vs. FLBL IGBH vs. HYGH IGBH vs. FLOT IGBH vs. SGOV IGBH vs. VCLT IGBH vs. IGLB IGBH vs. FLHY
Popular comparisons:
IGBH vs. LQDH IGBH vs. IGHG IGBH vs. IGEB IGBH vs. FLBL IGBH vs. HYGH IGBH vs. FLOT IGBH vs. SGOV IGBH vs. VCLT IGBH vs. IGLB IGBH vs. FLHY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares Interest Rate Hedged Long-Term Corporate Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
49.39%
206.01%
IGBH (iShares Interest Rate Hedged Long-Term Corporate Bond ETF)
Benchmark (^GSPC)

Returns By Period

iShares Interest Rate Hedged Long-Term Corporate Bond ETF had a return of 7.78% year-to-date (YTD) and 8.02% in the last 12 months.


IGBH

YTD

7.78%

1M

0.50%

6M

3.29%

1Y

8.02%

5Y (annualized)

4.44%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

27.68%

1M

2.72%

6M

13.90%

1Y

32.81%

5Y (annualized)

14.15%

10Y (annualized)

11.47%

Monthly Returns

The table below presents the monthly returns of IGBH, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.39%-0.12%1.70%0.40%1.17%-1.18%0.06%0.50%1.36%0.53%1.55%7.78%
20233.47%-1.15%-0.40%0.95%-0.38%2.70%1.85%0.51%0.39%-0.36%3.74%0.35%12.13%
2022-1.53%-2.55%1.48%-2.80%1.90%-2.86%1.74%-1.02%-2.38%0.59%4.18%0.68%-2.82%
2021-0.17%1.21%1.69%-0.34%-0.66%0.76%-0.17%-0.26%-0.03%0.62%-0.46%0.03%2.21%
2020-2.23%-3.46%-12.90%4.64%2.83%1.55%3.28%0.75%-0.11%1.73%4.68%1.66%1.09%
20193.22%0.02%0.43%1.71%-2.83%2.22%0.33%-2.36%0.66%1.43%1.66%2.95%9.62%
20182.42%-1.54%-1.00%0.08%-1.05%-0.49%2.78%-1.03%2.13%-2.13%-3.04%-1.09%-4.07%
20170.64%0.92%-0.33%0.03%0.44%2.38%0.06%-0.88%2.10%1.43%0.65%1.59%9.36%
2016-4.29%-2.57%5.72%4.60%-2.18%-0.33%2.60%-0.68%-0.32%0.07%1.53%3.69%7.58%
2015-1.49%1.86%-0.77%-0.08%-0.51%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IGBH is 68, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of IGBH is 6868
Overall Rank
The Sharpe Ratio Rank of IGBH is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of IGBH is 6666
Sortino Ratio Rank
The Omega Ratio Rank of IGBH is 7272
Omega Ratio Rank
The Calmar Ratio Rank of IGBH is 6767
Calmar Ratio Rank
The Martin Ratio Rank of IGBH is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for IGBH, currently valued at 2.06, compared to the broader market0.002.004.002.062.77
The chart of Sortino ratio for IGBH, currently valued at 2.85, compared to the broader market-2.000.002.004.006.008.0010.0012.002.853.66
The chart of Omega ratio for IGBH, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.421.51
The chart of Calmar ratio for IGBH, currently valued at 2.69, compared to the broader market0.005.0010.0015.002.693.99
The chart of Martin ratio for IGBH, currently valued at 11.25, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.2517.73
IGBH
^GSPC

The current iShares Interest Rate Hedged Long-Term Corporate Bond ETF Sharpe ratio is 2.06. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares Interest Rate Hedged Long-Term Corporate Bond ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.06
2.77
IGBH (iShares Interest Rate Hedged Long-Term Corporate Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Interest Rate Hedged Long-Term Corporate Bond ETF provided a 7.17% dividend yield over the last twelve months, with an annual payout of $1.75 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.50$1.00$1.50201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018201720162015
Dividend$1.75$1.77$0.89$0.67$0.60$0.86$1.45$0.76$0.65$0.27

Dividend yield

7.17%7.32%3.84%2.71%2.39%3.39%6.06%2.88%2.63%1.12%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Interest Rate Hedged Long-Term Corporate Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.15$0.14$0.14$0.15$0.13$0.13$0.18$0.15$0.14$0.14$0.13$1.58
2023$0.00$0.15$0.14$0.12$0.13$0.12$0.13$0.18$0.16$0.16$0.16$0.32$1.77
2022$0.00$0.04$0.03$0.03$0.05$0.05$0.07$0.07$0.10$0.10$0.07$0.28$0.89
2021$0.00$0.04$0.05$0.04$0.04$0.04$0.04$0.03$0.03$0.04$0.03$0.29$0.67
2020$0.00$0.06$0.06$0.07$0.05$0.05$0.05$0.04$0.04$0.05$0.05$0.09$0.60
2019$0.00$0.07$0.08$0.08$0.08$0.08$0.07$0.07$0.07$0.06$0.07$0.12$0.86
2018$0.00$0.07$0.06$0.09$0.08$0.08$0.09$0.08$0.08$0.08$0.09$0.65$1.45
2017$0.00$0.05$0.06$0.07$0.06$0.06$0.06$0.07$0.06$0.07$0.07$0.13$0.76
2016$0.00$0.03$0.05$0.05$0.05$0.05$0.04$0.05$0.05$0.07$0.06$0.17$0.65
2015$0.07$0.05$0.14$0.27

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.11%
0
IGBH (iShares Interest Rate Hedged Long-Term Corporate Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Interest Rate Hedged Long-Term Corporate Bond ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares Interest Rate Hedged Long-Term Corporate Bond ETF was 33.67%, occurring on Mar 20, 2020. Recovery took 190 trading sessions.

The current iShares Interest Rate Hedged Long-Term Corporate Bond ETF drawdown is 0.11%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.67%Jan 21, 202043Mar 20, 2020190Dec 18, 2020233
-10.48%Sep 28, 2021265Oct 14, 2022168Jun 16, 2023433
-8.11%Oct 23, 201522Feb 22, 201612Apr 22, 201634
-8.05%Jan 24, 2018236Jan 3, 2019239Dec 13, 2019475
-3.04%Jun 3, 202444Aug 5, 202431Sep 18, 202475

Volatility

Volatility Chart

The current iShares Interest Rate Hedged Long-Term Corporate Bond ETF volatility is 0.78%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
0.78%
2.22%
IGBH (iShares Interest Rate Hedged Long-Term Corporate Bond ETF)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab