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IBTH vs. IGHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTH vs. IGHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2027 Term Treasury ETF (IBTH) 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, IBTH achieves a 0.94% return, which is significantly lower than IGHG's 2.12% return.


IBTH

1D
-0.02%
1M
0.18%
YTD
0.94%
6M
1.33%
1Y
3.81%
3Y*
3.93%
5Y*
0.55%
10Y*

IGHG

1D
-0.06%
1M
0.78%
YTD
2.12%
6M
2.43%
1Y
5.89%
3Y*
8.55%
5Y*
5.22%
10Y*
4.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTH vs. IGHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
0.94%5.29%3.22%4.38%-9.75%-3.43%4.20%
IGHG
ProShares Investment Grade-Interest Rate Hedged
2.12%5.65%9.20%11.58%-0.90%0.88%4.99%

Correlation

The correlation between IBTH and IGHG is -0.21, 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

-0.21

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

-0.15

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

-0.15

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2020

-0.16

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Return for Risk

IBTH vs. IGHG — Risk / Return Rank

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

IBTH
IBTH Risk / Return Rank: 9696
Overall Rank
IBTH Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IBTH Sortino Ratio Rank: 9797
Sortino Ratio Rank
IBTH Omega Ratio Rank: 9797
Omega Ratio Rank
IBTH Calmar Ratio Rank: 9696
Calmar Ratio Rank
IBTH Martin Ratio Rank: 9696
Martin Ratio Rank

IGHG
IGHG Risk / Return Rank: 5959
Overall Rank
IGHG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IGHG Sortino Ratio Rank: 5353
Sortino Ratio Rank
IGHG Omega Ratio Rank: 5151
Omega Ratio Rank
IGHG Calmar Ratio Rank: 7171
Calmar Ratio Rank
IGHG Martin Ratio Rank: 6868
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.

IBTH vs. IGHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2027 Term Treasury ETF (IBTH) 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.


IBTHIGHGDifference

Sharpe ratio

Return per unit of total volatility

3.44

1.72

+1.72

Sortino ratio

Return per unit of downside risk

6.25

2.58

+3.67

Omega ratio

Gain probability vs. loss probability

1.88

1.32

+0.56

Calmar ratio

Return relative to maximum drawdown

9.82

3.64

+6.18

Martin ratio

Return relative to average drawdown

38.04

12.86

+25.18

IBTH vs. IGHG - Sharpe Ratio Comparison

The current IBTH Sharpe Ratio is 3.44, which is higher than the IGHG Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of IBTH 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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Sharpe Ratios by Period


IBTHIGHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.44

1.72

+1.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

1.04

-0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.53

-0.38

Drawdowns

IBTH vs. IGHG - Drawdown Comparison

The maximum IBTH drawdown since its inception was -16.16%, smaller than the maximum IGHG drawdown of -25.16%. Use the drawdown chart below to compare losses from any high point for IBTH and IGHG.


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Drawdown Indicators


IBTHIGHGDifference

Max Drawdown

Largest peak-to-trough decline

-16.16%

-25.16%

+9.00%

Max Drawdown (1Y)

Largest decline over 1 year

-0.38%

-1.75%

+1.37%

Max Drawdown (3Y)

Largest decline over 3 years

-2.10%

-3.74%

+1.64%

Max Drawdown (5Y)

Largest decline over 5 years

-14.41%

-8.75%

-5.66%

Max Drawdown (10Y)

Largest decline over 10 years

-25.16%

Current Drawdown

Current decline from peak

-1.34%

-0.16%

-1.18%

Average Drawdown

Average peak-to-trough decline

-6.72%

-2.30%

-4.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.10%

0.50%

-0.40%

Volatility

IBTH vs. IGHG - Volatility Comparison

The current volatility for iShares iBonds Dec 2027 Term Treasury ETF (IBTH) is 0.19%, while ProShares Investment Grade-Interest Rate Hedged (IGHG) has a volatility of 0.62%. This indicates that IBTH experiences smaller price fluctuations and is considered to be less risky 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


IBTHIGHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.19%

0.62%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

0.54%

2.53%

-1.99%

Volatility (1Y)

Calculated over the trailing 1-year period

1.12%

3.47%

-2.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.20%

5.02%

-0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.21%

7.46%

-3.25%

IBTH vs. IGHG - Expense Ratio Comparison

IBTH has a 0.07% expense ratio, which is lower than IGHG's 0.30% expense ratio.


Dividends

IBTH vs. IGHG - Dividend Comparison

IBTH's dividend yield for the trailing twelve months is around 3.83%, less than IGHG's 5.12% yield.


PositionTTM20252024202320222021202020192018201720162015
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
3.83%3.92%4.04%3.61%2.00%0.77%0.50%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


IBTH and IGHG have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGHG has higher volatility (0.62%) compared to IBTH (0.19%). In terms of maximum drawdown, IBTH dropped -16.16% vs IGHG's -25.16%.

On 5-year performance, IGHG leads with 5.22% vs 0.55% for IBTH. On fees, IBTH is cheaper at 0.07% per year. On volatility, IBTH has been the lower-risk option at 0.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IGHG has performed better with a 5.22% return vs 0.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBTH is cheaper with a 0.07% expense ratio, compared with 0.30% for IGHG.

IGHG has the higher dividend yield at 5.12%, compared with 3.83% for IBTH.

IBTH is categorized as Government Bonds, while IGHG is Corporate Bonds. IBTH tracks ICE 2027 Maturity US 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: 0.07% for IBTH and 0.30% for IGHG.

IBTH currently has the higher Sharpe Ratio (3.44 vs 1.72), 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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