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IGBH vs. IGHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGBH vs. IGHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH) 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, IGBH achieves a 2.48% return, which is significantly higher than IGHG's 2.08% return. Both investments have delivered pretty close results over the past 10 years, with IGBH having a 5.07% annualized return and IGHG not far behind at 4.83%.


IGBH

1D
0.24%
1M
0.37%
YTD
2.48%
6M
2.81%
1Y
8.91%
3Y*
8.60%
5Y*
5.41%
10Y*
5.07%

IGHG

1D
0.08%
1M
-0.02%
YTD
2.08%
6M
2.05%
1Y
5.77%
3Y*
8.31%
5Y*
5.18%
10Y*
4.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGBH vs. IGHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGBH
iShares Interest Rate Hedged Long-Term Corporate Bond ETF
2.48%7.90%7.80%12.12%-2.82%2.20%1.09%9.62%-4.54%9.36%
IGHG
ProShares Investment Grade-Interest Rate Hedged
2.08%5.65%9.20%11.58%-0.90%0.88%0.61%12.73%-3.96%4.49%

Correlation

The correlation between IGBH and IGHG is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.65

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

0.59

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

0.68

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

0.50

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2015

0.47

The correlation between IGBH and IGHG shifts across timeframes, from 0.47 (all time) to 0.68 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IGBH vs. IGHG — Risk / Return Rank

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

IGBH
IGBH Risk / Return Rank: 6363
Overall Rank
IGBH Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IGBH Sortino Ratio Rank: 7979
Sortino Ratio Rank
IGBH Omega Ratio Rank: 7676
Omega Ratio Rank
IGBH Calmar Ratio Rank: 4444
Calmar Ratio Rank
IGBH Martin Ratio Rank: 4747
Martin Ratio Rank

IGHG
IGHG Risk / Return Rank: 5959
Overall Rank
IGHG Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IGHG Sortino Ratio Rank: 5555
Sortino Ratio Rank
IGHG Omega Ratio Rank: 5353
Omega Ratio Rank
IGHG Calmar Ratio Rank: 6868
Calmar Ratio Rank
IGHG Martin Ratio Rank: 6666
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.

IGBH vs. IGHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH) 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.


IGBHIGHGDifference
Sharpe ratioReturn per unit of total volatility

+0.52

Sortino ratioReturn per unit of downside risk

+0.77

Omega ratioGain probability vs. loss probability

1.43

1.32

+0.11

Calmar ratioReturn relative to maximum drawdown

2.11

3.31

-1.20

Martin ratioReturn relative to average drawdown

7.75

11.69

-3.93

IGBH vs. IGHG - Sharpe Ratio Comparison

The current IGBH Sharpe Ratio is 2.22, which is higher than the IGHG Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of IGBH 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

IGBH vs. IGHG - Drawdown Comparison

The maximum IGBH drawdown since its inception was -33.67%, which is greater than IGHG's maximum drawdown of -25.16%. Use the drawdown chart below to compare losses from any high point for IGBH and IGHG.


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Drawdown Indicators


IGBHIGHGDifference

Max Drawdown

Largest peak-to-trough decline

-33.67%

-25.16%

-8.51%

Max Drawdown (1Y)

Largest decline over 1 year

-4.24%

-1.75%

-2.49%

Max Drawdown (3Y)

Largest decline over 3 years

-6.93%

-3.74%

-3.19%

Max Drawdown (5Y)

Largest decline over 5 years

-10.48%

-8.75%

-1.73%

Max Drawdown (10Y)

Largest decline over 10 years

-33.67%

-25.16%

-8.51%

Current Drawdown

Current decline from peak

-0.20%

-0.25%

+0.05%

Average Drawdown

Average peak-to-trough decline

-2.65%

-2.29%

-0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.15%

0.49%

+0.66%

Volatility

IGBH vs. IGHG - Volatility Comparison

iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH) has a higher volatility of 0.69% compared to ProShares Investment Grade-Interest Rate Hedged (IGHG) at 0.63%. This indicates that IGBH'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


IGBHIGHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

0.63%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

3.14%

2.48%

+0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

4.04%

3.41%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.05%

5.02%

+1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.21%

7.46%

+1.75%

IGBH vs. IGHG - Expense Ratio Comparison

IGBH has a 0.16% expense ratio, which is lower than IGHG's 0.30% expense ratio.


Dividends

IGBH vs. IGHG - Dividend Comparison

IGBH's dividend yield for the trailing twelve months is around 5.65%, more than IGHG's 5.12% yield.


PositionTTM20252024202320222021202020192018201720162015
IGBH
iShares Interest Rate Hedged Long-Term Corporate Bond ETF
5.65%6.23%6.88%7.32%3.84%2.71%2.39%3.40%5.56%2.87%2.62%1.12%
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


IGBH and IGHG have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGBH has higher volatility (0.69%) compared to IGHG (0.63%). In terms of maximum drawdown, IGBH dropped -33.67% vs IGHG's -25.16%.

On 10-year performance, IGBH leads with 5.07% vs 4.83% for IGHG. On fees, IGBH is cheaper at 0.16% 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, IGBH has performed better with a 5.07% return vs 4.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGBH is cheaper with a 0.16% expense ratio, compared with 0.30% for IGHG.

IGBH has the higher dividend yield at 5.65%, compared with 5.12% for IGHG.

IGBH tracks BlackRock Interest Rate Hedged Long-Term Corporate Bond 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: 0.16% for IGBH and 0.30% for IGHG.

IGBH currently has the higher Sharpe Ratio (2.22 vs 1.70), 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

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