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ISIN
US74347B6074
CUSIP
74347B607
Issuer
ProShares
Inception Date
Nov 5, 2013
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
Citi Corporate Investment Grade (Treasury Rate-Hedged) Index
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$319M

Share Price Chart


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Performance

IGHG Performance Chart

ProShares Investment Grade-Interest Rate Hedged (IGHG) is up 2.1% since the beginning of the year. IGHG is currently trading at $78 per share. Investors who bought $1,000 worth of IGHG shares 5 years ago would now be looking at an investment worth $1,287.


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S&P 500 Index

Returns By Period

ProShares Investment Grade-Interest Rate Hedged (IGHG) has returned 2.08% so far this year and 5.77% over the past 12 months. Over the last ten years, IGHG has returned 4.83% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


ProShares Investment Grade-Interest Rate Hedged

1D
0.08%
1M
-0.02%
YTD
2.08%
6M
2.05%
1Y
5.77%
3Y*
8.31%
5Y*
5.18%
10Y*
4.83%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGHG Monthly Returns History

Based on dividend-adjusted daily data since Nov 7, 2013, IGHG's average daily return is +0.02%, while the average monthly return is +0.32%. At this rate, an investment would double in approximately 18.1 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2020 with a return of +4.2%, while the worst month was Mar 2020 at -11.7%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 7 months.

On a daily basis, IGHG closed higher 52% of trading days. The best single day was Mar 23, 2020 with a return of +5.6%, while the worst single day was Mar 19, 2020 at -8.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.60%-1.18%0.46%1.38%1.04%-0.20%2.08%
20250.40%-0.61%-0.58%-0.54%2.79%1.01%0.73%0.55%0.88%-0.14%0.44%0.63%5.65%
20241.05%0.20%1.10%0.84%0.99%-0.77%0.48%0.92%0.86%0.84%0.93%1.42%9.20%
20232.55%-0.58%-0.13%0.03%0.34%2.27%1.58%0.65%0.77%0.32%3.25%0.04%11.58%
2022-1.51%-1.45%0.51%-2.13%2.02%-3.40%1.21%-0.06%-1.56%2.41%2.87%0.39%-0.90%
2021-0.29%1.16%1.55%-1.28%0.72%0.47%-1.08%0.15%0.34%-0.30%-1.29%0.77%0.88%

Benchmark Metrics

ProShares Investment Grade-Interest Rate Hedged has an annualized alpha of 1.55%, beta of 0.18, and R2 of 0.20 versus S&P 500 Index. Calculated based on daily prices since November 07, 2013.

  • This ETF participated in 26.10% of S&P 500 Index downside but only 22.91% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.18 may look defensive, but with R2 of 0.20 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.20 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
1.55%
Beta
0.18
0.20
Upside Capture
22.91%
Downside Capture
26.10%

Expense Ratio

IGHG has an expense ratio of 0.30%, placing it in the medium range.


Return for Risk

Risk / Return Rank

IGHG ranks 59 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


IGHG Risk / Return Rank: 5959
Overall Rank
IGHG Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IGHG Sortino Ratio Rank: 5555
Sortino Ratio Rank
IGHG Omega Ratio Rank: 5353
Omega Ratio Rank
IGHG Calmar Ratio Rank: 6868
Calmar Ratio Rank
IGHG Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for ProShares Investment Grade-Interest Rate Hedged (IGHG) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IGHGBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.32

1.37

-0.05

Calmar ratioReturn relative to maximum drawdown

3.31

2.78

+0.53

Martin ratioReturn relative to average drawdown

11.69

12.44

-0.75

Dividends

Dividend History

ProShares Investment Grade-Interest Rate Hedged provided a 5.12% dividend yield over the last twelve months, with an annual payout of $4.01 per share. The fund has been increasing its distributions for 4 consecutive years.


2.50%3.00%3.50%4.00%4.50%5.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$4.01$4.03$3.95$3.76$2.52$1.86$2.10$2.69$2.93$2.59$2.57$2.67

Dividend yield

5.12%5.14%5.06%4.99%3.55%2.50%2.79%3.48%4.13%3.36%3.37%3.65%

Monthly Dividends

The table displays the monthly dividend distributions for ProShares Investment Grade-Interest Rate Hedged. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.32$0.33$0.34$0.34$0.33$1.67
2025$0.00$0.32$0.34$0.34$0.36$0.33$0.34$0.35$0.34$0.33$0.32$0.65$4.03
2024$0.00$0.29$0.34$0.33$0.34$0.34$0.34$0.34$0.33$0.32$0.33$0.66$3.95
2023$0.00$0.29$0.29$0.29$0.30$0.32$0.31$0.31$0.34$0.32$0.34$0.67$3.76
2022$0.00$0.14$0.19$0.19$0.19$0.19$0.21$0.20$0.20$0.23$0.24$0.55$2.52
2021$0.00$0.14$0.16$0.15$0.16$0.16$0.16$0.15$0.15$0.15$0.15$0.33$1.86

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the ProShares Investment Grade-Interest Rate Hedged. 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 ProShares Investment Grade-Interest Rate Hedged was 25.16%, occurring on Mar 20, 2020. Recovery took 177 trading sessions.

The current ProShares Investment Grade-Interest Rate Hedged drawdown is 0.25%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-25.16%Mar 2020
1mo 27d8mo 16d
10mo 13dJan 2020 - Dec 2020
2016 correction2016
-11.69%Feb 2016
1y 8mo9mo 24d
2y 5moJun 2014 - Dec 2016
Bear market2022
-8.75%Oct 2022
1y 12d7mo 28d
1y 8moSep 2021 - Jun 2023
2019 pullback2019
-7.16%Jan 2019
11mo 5d3mo 9d
1y 2moFeb 2018 - Apr 2019
2025 selloff2025
-3.74%Apr 2025
2mo 10d1mo 8d
3mo 18dJan 2025 - May 2025

Drawdown Indicators


IGHGBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-25.16%

-56.78%

+31.62%

Max Drawdown (1Y)

Largest decline over 1 year

-1.75%

-9.10%

+7.35%

Max Drawdown (3Y)

Largest decline over 3 years

-3.74%

-18.90%

+15.16%

Max Drawdown (5Y)

Largest decline over 5 years

-8.75%

-25.43%

+16.68%

Max Drawdown (10Y)

Largest decline over 10 years

-25.16%

-33.92%

+8.76%

Current Drawdown

Current decline from peak

-0.25%

-1.80%

+1.55%

Average Drawdown

Average peak-to-trough decline

-2.29%

-10.71%

+8.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.49%

2.03%

-1.54%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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