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CEMB vs. IGHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEMB vs. IGHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares J.P. Morgan EM Corporate Bond ETF (CEMB) and ProShares Investment Grade-Interest Rate Hedged (IGHG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CEMB achieves a 1.32% return, which is significantly lower than IGHG's 2.31% return. Over the past 10 years, CEMB has underperformed IGHG with an annualized return of 3.30%, while IGHG has yielded a comparatively higher 4.74% annualized return.


CEMB

1D
0.17%
1M
-0.38%
6M
0.76%
YTD
1.32%
1Y
4.51%
3Y*
6.87%
5Y*
1.78%
10Y*
3.30%
ALL TIME*
3.62%

IGHG

1D
0.10%
1M
0.05%
6M
1.42%
YTD
2.31%
1Y
4.95%
3Y*
7.47%
5Y*
5.41%
10Y*
4.74%
ALL TIME*
3.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.45M$2.88M$3.29M
$1.16M$1.17M$1.91M

CEMB vs. IGHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CEMB
iShares J.P. Morgan EM Corporate Bond ETF
1.32%8.86%5.81%8.37%-12.58%-0.59%6.77%13.90%-2.57%7.11%
IGHG
ProShares Investment Grade-Interest Rate Hedged
2.31%5.65%9.20%11.58%-0.90%0.88%0.61%12.73%-3.96%4.49%

Correlation

The correlation between CEMB and IGHG is 0.18, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.19

Correlation (3Y)
Balances recent behavior with more history.

0.08

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.17

Correlation (10Y)
Provides a long-term view across more market conditions.

0.16

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2013

0.13

The correlation between CEMB and IGHG shifts across timeframes, from 0.08 (3 years) to 0.18 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CEMB vs. IGHG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CEMB
CEMB Risk / Return Rank: 5656
Overall Rank
CEMB Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
CEMB Sortino Ratio Rank: 6262
Sortino Ratio Rank
CEMB Omega Ratio Rank: 6161
Omega Ratio Rank
CEMB Calmar Ratio Rank: 4343
Calmar Ratio Rank
CEMB Martin Ratio Rank: 5454
Martin Ratio Rank

IGHG
IGHG Risk / Return Rank: 6868
Overall Rank
IGHG Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IGHG Sortino Ratio Rank: 6565
Sortino Ratio Rank
IGHG Omega Ratio Rank: 6363
Omega Ratio Rank
IGHG Calmar Ratio Rank: 7777
Calmar Ratio Rank
IGHG Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CEMB vs. IGHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan EM Corporate Bond ETF (CEMB) 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.


CEMBIGHGDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.27

1.28

0.00

Calmar ratioReturn relative to maximum drawdown

1.57

2.84

-1.26

Martin ratioReturn relative to average drawdown

6.65

9.78

-3.14

CEMB vs. IGHG - Sharpe Ratio Comparison

The current CEMB Sharpe Ratio is 1.46, which is comparable to the IGHG Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of CEMB and IGHG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CEMB vs. IGHG - Drawdown Comparison

The maximum CEMB drawdown since its inception was -20.84%, smaller than the maximum IGHG drawdown of -25.16%. Use the drawdown chart below to compare losses from any high point for CEMB and IGHG.


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Drawdown Indicators


CEMBIGHGDifference

Max Drawdown

Largest peak-to-trough decline

-20.84%

-25.16%

+4.32%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-1.75%

-1.13%

Max Drawdown (3Y)

Largest decline over 3 years

-3.53%

-3.74%

+0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-20.48%

-8.75%

-11.73%

Max Drawdown (10Y)

Largest decline over 10 years

-20.84%

-25.16%

+4.32%

Current Drawdown

Current decline from peak

-0.52%

-0.07%

-0.45%

Average Drawdown

Average peak-to-trough decline

-3.62%

-2.27%

-1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

0.51%

+0.17%

Volatility

CEMB vs. IGHG - Volatility Comparison

iShares J.P. Morgan EM Corporate Bond ETF (CEMB) has a higher volatility of 0.63% compared to ProShares Investment Grade-Interest Rate Hedged (IGHG) at 0.59%. This indicates that CEMB's price experiences larger fluctuations and is considered to be riskier than IGHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEMBIGHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

0.59%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.51%

2.07%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

3.10%

3.31%

-0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.63%

4.99%

+0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.28%

7.30%

-1.02%

CEMB vs. IGHG - Expense Ratio Comparison

CEMB has a 0.50% expense ratio, which is higher than IGHG's 0.30% expense ratio.


Dividends

CEMB vs. IGHG - Dividend Comparison

CEMB's dividend yield for the trailing twelve months is around 5.23%, more than IGHG's 5.11% yield.


PositionTTM20252024202320222021202020192018201720162015
CEMB
iShares J.P. Morgan EM Corporate Bond ETF
5.23%5.14%5.11%4.77%4.29%3.51%3.86%4.19%4.66%4.06%4.26%4.76%
IGHG
ProShares Investment Grade-Interest Rate Hedged
5.11%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


CEMB and IGHG have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CEMB has higher volatility (0.63%) compared to IGHG (0.59%). In terms of maximum drawdown, CEMB dropped -20.84% vs IGHG's -25.16%.

On 10-year performance, IGHG leads with 4.74% vs 3.30% for CEMB. On fees, IGHG is cheaper at 0.30% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IGHG has performed better with a 4.74% return vs 3.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGHG is cheaper with a 0.30% expense ratio, compared with 0.50% for CEMB.

CEMB has the higher dividend yield at 5.23%, compared with 5.11% for IGHG.

CEMB tracks JP Morgan CEMBI Broad Diversified, while IGHG tracks Citi Corporate Investment Grade (Treasury Rate-Hedged) Index. They also come from different issuers: iShares and ProShares. Their fees differ too: 0.50% for CEMB and 0.30% for IGHG.

IGHG currently has the higher Sharpe Ratio (1.50 vs 1.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CEMB and IGHG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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