CCRP vs. IGHG
CCRP (Columbia Corporate Bond ETF) and IGHG (ProShares Investment Grade-Interest Rate Hedged) are both Corporate Bonds funds. CCRP is actively managed, while IGHG is passively managed. At a 0.20 correlation, their price movements are largely independent. CCRP charges 0.18%/yr vs 0.30%/yr for IGHG.
Performance
CCRP vs. IGHG - Performance Comparison
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Returns By Period
In the year-to-date period, CCRP achieves a 0.76% return, which is significantly lower than IGHG's 2.12% return.
CCRP
- 1D
- 0.18%
- 1M
- 0.76%
- YTD
- 0.76%
- 6M
- 1.01%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IGHG
- 1D
- 0.04%
- 1M
- 0.02%
- YTD
- 2.12%
- 6M
- 1.98%
- 1Y
- 5.86%
- 3Y*
- 8.33%
- 5Y*
- 5.15%
- 10Y*
- 4.84%
CCRP vs. IGHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CCRP Columbia Corporate Bond ETF | 0.76% | -0.30% |
IGHG ProShares Investment Grade-Interest Rate Hedged | 2.12% | -0.10% |
Correlation
The correlation between CCRP and IGHG is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 11, 2025 | 0.20 |
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Return for Risk
CCRP vs. IGHG — Risk / Return Rank
CCRP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IGHG
CCRP vs. IGHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Corporate Bond ETF (CCRP) and ProShares Investment Grade-Interest Rate Hedged (IGHG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| CCRP | IGHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.33 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.36 | — |
| Martin ratioReturn relative to average drawdown | — | 11.87 | — |
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Drawdowns
CCRP vs. IGHG - Drawdown Comparison
The maximum CCRP drawdown since its inception was -2.72%, smaller than the maximum IGHG drawdown of -25.16%. Use the drawdown chart below to compare losses from any high point for CCRP and IGHG.
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Drawdown Indicators
| CCRP | IGHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.72% | -25.16% | +22.44% |
Max Drawdown (1Y)Largest decline over 1 year | — | -1.75% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -3.74% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -8.75% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.16% | — |
Current DrawdownCurrent decline from peak | -0.80% | -0.21% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -0.85% | -2.29% | +1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.50% | — |
Volatility
CCRP vs. IGHG - Volatility Comparison
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Volatility by Period
| CCRP | IGHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.58% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 2.46% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 4.75% | 3.40% | +1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.75% | 5.02% | -0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.75% | 7.45% | -2.70% |
CCRP vs. IGHG - Expense Ratio Comparison
CCRP has a 0.18% expense ratio, which is lower than IGHG's 0.30% expense ratio.
Dividends
CCRP vs. IGHG - Dividend Comparison
CCRP's dividend yield for the trailing twelve months is around 2.03%, less than IGHG's 5.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCRP Columbia Corporate Bond ETF | 2.03% | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IGHG ProShares Investment Grade-Interest Rate Hedged | 5.12% | 5.14% | 5.06% | 4.99% | 3.55% | 2.50% | 2.79% | 3.48% | 4.13% | 3.36% | 3.37% | 3.65% |
Frequently Asked Questions
CCRP and IGHG have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CCRP is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CCRP is cheaper with a 0.18% expense ratio, compared with 0.30% for IGHG.
IGHG has the higher dividend yield at 5.12%, compared with 2.03% for CCRP.
They also come from different issuers: Columbia Threadneedle and ProShares. Their fees differ too: 0.18% for CCRP and 0.30% for IGHG.
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