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IBDP vs. IGHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBDP vs. IGHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2024 Term Corporate ETF (IBDP) 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


IBDP

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

IGHG

1D
0.05%
1M
0.76%
YTD
2.17%
6M
2.54%
1Y
5.77%
3Y*
8.57%
5Y*
5.24%
10Y*
4.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBDP vs. IGHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBDP
iShares iBonds Dec 2024 Term Corporate ETF
0.00%0.00%5.02%5.16%-3.89%-0.64%6.14%11.00%-1.37%5.61%
IGHG
ProShares Investment Grade-Interest Rate Hedged
2.17%5.65%9.20%11.58%-0.90%0.88%0.61%12.73%-3.96%4.49%

Correlation

The correlation between IBDP and IGHG is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2015

-0.04

The correlation between IBDP and IGHG shifts across timeframes, from -0.04 (all time) to 0.09 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IBDP vs. IGHG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IBDP

IGHG
IGHG Risk / Return Rank: 5656
Overall Rank
IGHG Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IGHG Sortino Ratio Rank: 5252
Sortino Ratio Rank
IGHG Omega Ratio Rank: 5050
Omega Ratio Rank
IGHG Calmar Ratio Rank: 6666
Calmar Ratio Rank
IGHG Martin Ratio Rank: 6464
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.

IBDP vs. IGHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2024 Term Corporate ETF (IBDP) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IBDP vs. IGHG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IBDPIGHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

Drawdowns

IBDP vs. IGHG - Drawdown Comparison


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Drawdown Indicators


IBDPIGHGDifference

Max Drawdown

Largest peak-to-trough decline

-25.16%

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 Drawdown

Current decline from peak

-0.11%

Average Drawdown

Average peak-to-trough decline

-2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

Volatility

IBDP vs. IGHG - Volatility Comparison


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Volatility by Period


IBDPIGHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

Volatility (6M)

Calculated over the trailing 6-month period

2.53%

Volatility (1Y)

Calculated over the trailing 1-year period

3.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.46%

IBDP vs. IGHG - Expense Ratio Comparison

IBDP has a 0.10% expense ratio, which is lower than IGHG's 0.30% expense ratio.


Dividends

IBDP vs. IGHG - Dividend Comparison

IBDP has not paid dividends to shareholders, while IGHG's dividend yield for the trailing twelve months is around 5.11%.


PositionTTM20252024202320222021202020192018201720162015
IBDP
iShares iBonds Dec 2024 Term Corporate ETF
0.00%0.00%3.93%3.01%2.06%1.86%2.51%3.15%3.35%3.15%3.23%3.74%
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


IBDP and IGHG have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBDP is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBDP is cheaper with a 0.10% expense ratio, compared with 0.30% for IGHG.

IGHG has the higher dividend yield at 5.11%, compared with 0.00% for IBDP.

IBDP tracks Bloomberg December 2024 Maturity Corporate Index, while IGHG tracks Citi Corporate Investment Grade (Treasury Rate-Hedged) Index. They also come from different issuers: iShares and ProShares. Their fees differ too: 0.10% for IBDP and 0.30% for IGHG.

Portfolio Optimizer

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