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IBIG vs. IGHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBIG vs. IGHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Oct 2030 Term TIPS ETF (IBIG) 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, IBIG achieves a 0.74% return, which is significantly lower than IGHG's 2.12% return.


IBIG

1D
0.03%
1M
-0.44%
YTD
0.74%
6M
0.89%
1Y
3.41%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBIG vs. IGHG - Yearly Performance Comparison


2026 (YTD)202520242023
IBIG
iShares iBonds Oct 2030 Term TIPS ETF
0.74%7.90%2.60%4.26%
IGHG
ProShares Investment Grade-Interest Rate Hedged
2.12%5.65%9.20%3.77%

Correlation

The correlation between IBIG and IGHG is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.16

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2023

-0.15

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Return for Risk

IBIG vs. IGHG — Risk / Return Rank

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

IBIG
IBIG Risk / Return Rank: 4545
Overall Rank
IBIG Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IBIG Sortino Ratio Rank: 4141
Sortino Ratio Rank
IBIG Omega Ratio Rank: 3838
Omega Ratio Rank
IBIG Calmar Ratio Rank: 5757
Calmar Ratio Rank
IBIG Martin Ratio Rank: 5050
Martin Ratio Rank

IGHG
IGHG Risk / Return Rank: 6161
Overall Rank
IGHG Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
IGHG Sortino Ratio Rank: 5959
Sortino Ratio Rank
IGHG Omega Ratio Rank: 5555
Omega Ratio Rank
IGHG Calmar Ratio Rank: 7171
Calmar Ratio Rank
IGHG Martin Ratio Rank: 6969
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.

IBIG vs. IGHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2030 Term TIPS ETF (IBIG) 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.


IBIGIGHGDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.23

1.33

-0.09

Calmar ratioReturn relative to maximum drawdown

2.54

3.36

-0.82

Martin ratioReturn relative to average drawdown

7.74

11.87

-4.12

IBIG vs. IGHG - Sharpe Ratio Comparison

The current IBIG Sharpe Ratio is 1.29, which is comparable to the IGHG Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of IBIG 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

IBIG vs. IGHG - Drawdown Comparison

The maximum IBIG drawdown since its inception was -3.21%, smaller than the maximum IGHG drawdown of -25.16%. Use the drawdown chart below to compare losses from any high point for IBIG and IGHG.


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Drawdown Indicators


IBIGIGHGDifference

Max Drawdown

Largest peak-to-trough decline

-3.21%

-25.16%

+21.95%

Max Drawdown (1Y)

Largest decline over 1 year

-1.35%

-1.75%

+0.40%

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

-1.32%

-0.21%

-1.11%

Average Drawdown

Average peak-to-trough decline

-0.77%

-2.29%

+1.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

0.50%

-0.06%

Volatility

IBIG vs. IGHG - Volatility Comparison

iShares iBonds Oct 2030 Term TIPS ETF (IBIG) has a higher volatility of 0.98% compared to ProShares Investment Grade-Interest Rate Hedged (IGHG) at 0.58%. This indicates that IBIG'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


IBIGIGHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

0.58%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

1.86%

2.46%

-0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

2.66%

3.40%

-0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.28%

5.02%

-0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.28%

7.45%

-3.17%

IBIG vs. IGHG - Expense Ratio Comparison

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


Dividends

IBIG vs. IGHG - Dividend Comparison

IBIG's dividend yield for the trailing twelve months is around 3.92%, less than IGHG's 5.12% yield.


PositionTTM20252024202320222021202020192018201720162015
IBIG
iShares iBonds Oct 2030 Term TIPS ETF
3.92%4.70%4.15%0.78%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


IBIG and IGHG have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIG has higher volatility (0.98%) compared to IGHG (0.58%). In terms of maximum drawdown, IBIG dropped -3.21% vs IGHG's -25.16%.

On 1-year performance, IGHG leads with 5.86% vs 3.41% for IBIG. On fees, IBIG is cheaper at 0.10% per year. On volatility, IGHG has been the lower-risk option at 0.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IGHG has performed better with a 5.86% return vs 3.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

IGHG has the higher dividend yield at 5.12%, compared with 3.92% for IBIG.

IBIG is categorized as Inflation-Protected Bonds, while IGHG is Corporate Bonds. IBIG tracks ICE 2030 Maturity US Inflation-Linked Treasury 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 IBIG and 0.30% for IGHG.

IGHG currently has the higher Sharpe Ratio (1.73 vs 1.29), 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.

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