IGBH vs. NTSX
IGBH (iShares Interest Rate Hedged Long-Term Corporate Bond ETF) and NTSX (WisdomTree U.S. Efficient Core Fund) are both exchange-traded funds - IGBH is a Corporate Bonds fund tracking the BlackRock Interest Rate Hedged Long-Term Corporate Bond Index, while NTSX is a Diversified Portfolio fund actively managed by WisdomTree. IGBH is passively managed, while NTSX is actively managed. Over the past 5 years, IGBH returned 5.30%/yr vs 9.87%/yr for NTSX. At a 0.47 correlation, their price movements are largely independent. IGBH charges 0.16%/yr vs 0.20%/yr for NTSX.
Performance
IGBH vs. NTSX - Performance Comparison
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Returns By Period
In the year-to-date period, IGBH achieves a 2.44% return, which is significantly lower than NTSX's 9.50% return.
IGBH
- 1D
- 0.12%
- 1M
- 1.52%
- YTD
- 2.44%
- 6M
- 3.11%
- 1Y
- 9.11%
- 3Y*
- 9.02%
- 5Y*
- 5.30%
- 10Y*
- 5.04%
NTSX
- 1D
- 0.81%
- 1M
- 4.30%
- YTD
- 9.50%
- 6M
- 8.89%
- 1Y
- 25.65%
- 3Y*
- 19.75%
- 5Y*
- 9.87%
- 10Y*
- —
IGBH vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IGBH iShares Interest Rate Hedged Long-Term Corporate Bond ETF | 2.44% | 7.90% | 7.80% | 12.12% | -2.82% | 2.20% | 1.09% | 9.62% | -5.34% |
NTSX WisdomTree U.S. Efficient Core Fund | 9.50% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 24.87% | 32.03% | -8.72% |
Correlation
The correlation between IGBH and NTSX is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2018 | 0.47 |
The correlation between IGBH and NTSX shifts across timeframes, from 0.47 (all time) to 0.59 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IGBH vs. NTSX — Risk / Return Rank
IGBH
NTSX
IGBH vs. NTSX - 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 WisdomTree U.S. Efficient Core Fund (NTSX). 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 | NTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.38 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 2.81 | -0.66 |
| Martin ratioReturn relative to average drawdown | 7.90 | 12.44 | -4.54 |
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 | NTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.26 | 2.09 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.58 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.72 | -0.20 |
Drawdowns
IGBH vs. NTSX - Drawdown Comparison
The maximum IGBH drawdown since its inception was -33.67%, which is greater than NTSX's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for IGBH and NTSX.
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Drawdown Indicators
| IGBH | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.67% | -31.34% | -2.33% |
Max Drawdown (1Y)Largest decline over 1 year | -4.24% | -9.16% | +4.92% |
Max Drawdown (3Y)Largest decline over 3 years | -6.93% | -16.82% | +9.89% |
Max Drawdown (5Y)Largest decline over 5 years | -10.48% | -31.34% | +20.86% |
Max Drawdown (10Y)Largest decline over 10 years | -33.67% | — | — |
Current DrawdownCurrent decline from peak | -0.07% | -0.25% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -2.66% | -6.79% | +4.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 2.07% | -0.92% |
Volatility
IGBH vs. NTSX - Volatility Comparison
The current volatility for iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH) is 0.82%, while WisdomTree U.S. Efficient Core Fund (NTSX) has a volatility of 3.38%. This indicates that IGBH experiences smaller price fluctuations and is considered to be less risky than NTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGBH | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.82% | 3.38% | -2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 3.14% | 9.61% | -6.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.05% | 12.32% | -8.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.13% | 17.04% | -10.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.20% | 18.27% | -9.07% |
IGBH vs. NTSX - Expense Ratio Comparison
IGBH has a 0.16% expense ratio, which is lower than NTSX's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IGBH vs. NTSX - Dividend Comparison
IGBH's dividend yield for the trailing twelve months is around 5.66%, more than NTSX's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGBH iShares Interest Rate Hedged Long-Term Corporate Bond ETF | 5.66% | 6.23% | 6.88% | 7.32% | 3.84% | 2.71% | 2.39% | 3.40% | 5.56% | 2.87% | 2.62% | 1.12% |
NTSX WisdomTree U.S. Efficient Core Fund | 1.07% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 0.62% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IGBH and NTSX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTSX has higher volatility (3.38%) compared to IGBH (0.82%). In terms of maximum drawdown, IGBH dropped -33.67% vs NTSX's -31.34%.
On 5-year performance, NTSX leads with 9.87% vs 5.30% for IGBH. On fees, IGBH is cheaper at 0.16% per year. On volatility, IGBH has been the lower-risk option at 0.82%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, NTSX has performed better with a 9.87% return vs 5.30%. 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 0.20% for NTSX.
IGBH has the higher dividend yield at 5.66%, compared with 1.07% for NTSX.
IGBH is categorized as Corporate Bonds, while NTSX is Diversified Portfolio. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.16% for IGBH and 0.20% for NTSX.
IGBH currently has the higher Sharpe Ratio (2.26 vs 2.09), 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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