IGBH vs. JBBB
Compare and contrast key facts about iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH) and Janus Henderson B-BBB CLO ETF (JBBB).
IGBH and JBBB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IGBH is a passively managed fund by iShares that tracks the performance of the BlackRock Interest Rate Hedged Long-Term Corporate Bond Index. It was launched on Jul 22, 2015. JBBB is an actively managed fund by Janus Henderson. It was launched on Jan 11, 2022.
Performance
IGBH vs. JBBB - Performance Comparison
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IGBH vs. JBBB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IGBH iShares Interest Rate Hedged Long-Term Corporate Bond ETF | -0.74% | 7.90% | 7.80% | 12.12% | -3.24% |
JBBB Janus Henderson B-BBB CLO ETF | -0.18% | 5.43% | 12.50% | 17.63% | -5.99% |
Returns By Period
In the year-to-date period, IGBH achieves a -0.74% return, which is significantly lower than JBBB's -0.18% return.
IGBH
- 1D
- 0.25%
- 1M
- 0.19%
- YTD
- -0.74%
- 6M
- 1.21%
- 1Y
- 7.11%
- 3Y*
- 8.32%
- 5Y*
- 4.46%
- 10Y*
- 4.98%
JBBB
- 1D
- 0.63%
- 1M
- 1.10%
- YTD
- -0.18%
- 6M
- 1.19%
- 1Y
- 4.26%
- 3Y*
- 11.06%
- 5Y*
- —
- 10Y*
- —
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IGBH vs. JBBB - Expense Ratio Comparison
IGBH has a 0.16% expense ratio, which is lower than JBBB's 0.49% expense ratio.
Return for Risk
IGBH vs. JBBB — Risk / Return Rank
IGBH
JBBB
IGBH vs. JBBB - 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 Janus Henderson B-BBB CLO ETF (JBBB). 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.
| IGBH | JBBB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.85 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.69 | 1.22 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.20 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 1.30 | +0.08 |
Martin ratioReturn relative to average drawdown | 5.45 | 5.29 | +0.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IGBH | JBBB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.85 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 1.24 | -0.76 |
Correlation
The correlation between IGBH and JBBB is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
IGBH vs. JBBB - Dividend Comparison
IGBH's dividend yield for the trailing twelve months is around 6.04%, less than JBBB's 7.65% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGBH iShares Interest Rate Hedged Long-Term Corporate Bond ETF | 6.04% | 6.23% | 6.88% | 7.32% | 3.84% | 2.71% | 2.39% | 3.40% | 5.56% | 2.87% | 2.62% | 1.12% |
JBBB Janus Henderson B-BBB CLO ETF | 7.65% | 8.41% | 9.24% | 8.71% | 5.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IGBH vs. JBBB - Drawdown Comparison
The maximum IGBH drawdown since its inception was -33.67%, which is greater than JBBB's maximum drawdown of -10.57%. Use the drawdown chart below to compare losses from any high point for IGBH and JBBB.
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Drawdown Indicators
| IGBH | JBBB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.67% | -10.57% | -23.10% |
Max Drawdown (1Y)Largest decline over 1 year | -5.22% | -3.45% | -1.77% |
Max Drawdown (5Y)Largest decline over 5 years | -10.48% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.67% | — | — |
Current DrawdownCurrent decline from peak | -2.27% | -1.39% | -0.88% |
Average DrawdownAverage peak-to-trough decline | -2.70% | -1.62% | -1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.33% | 0.86% | +0.47% |
Volatility
IGBH vs. JBBB - Volatility Comparison
iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH) has a higher volatility of 2.33% compared to Janus Henderson B-BBB CLO ETF (JBBB) at 2.05%. This indicates that IGBH's price experiences larger fluctuations and is considered to be riskier than JBBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGBH | JBBB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.33% | 2.05% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 3.40% | 2.67% | +0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.33% | 5.07% | +1.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.22% | 5.33% | +0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.25% | 5.33% | +3.92% |