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IGHG vs. ARKW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGHG vs. ARKW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Investment Grade-Interest Rate Hedged (IGHG) and ARK Next Generation Internet ETF (ARKW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGHG achieves a 2.12% return, which is significantly higher than ARKW's -4.76% return. Over the past 10 years, IGHG has underperformed ARKW with an annualized return of 4.84%, while ARKW has yielded a comparatively higher 22.53% annualized return.


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%

ARKW

1D
-1.79%
1M
-3.15%
YTD
-4.76%
6M
-7.39%
1Y
-0.64%
3Y*
36.73%
5Y*
-1.21%
10Y*
22.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGHG vs. ARKW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGHG
ProShares Investment Grade-Interest Rate Hedged
2.12%5.65%9.20%11.58%-0.90%0.88%0.61%12.73%-3.96%4.49%
ARKW
ARK Next Generation Internet ETF
-4.76%38.93%42.27%96.89%-67.49%-18.85%157.44%35.76%4.24%87.29%

Correlation

The correlation between IGHG and ARKW is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.32

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

0.40

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

0.35

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2014

0.34

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Return for Risk

IGHG vs. ARKW — Risk / Return Rank

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

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

ARKW
ARKW Risk / Return Rank: 99
Overall Rank
ARKW Sharpe Ratio Rank: 88
Sharpe Ratio Rank
ARKW Sortino Ratio Rank: 99
Sortino Ratio Rank
ARKW Omega Ratio Rank: 99
Omega Ratio Rank
ARKW Calmar Ratio Rank: 88
Calmar Ratio Rank
ARKW Martin Ratio Rank: 88
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.

IGHG vs. ARKW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Investment Grade-Interest Rate Hedged (IGHG) and ARK Next Generation Internet ETF (ARKW). 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.


IGHGARKWDifference
Sharpe ratioReturn per unit of total volatility

+1.75

Sortino ratioReturn per unit of downside risk

+2.41

Omega ratioGain probability vs. loss probability

1.33

1.02

+0.30

Calmar ratioReturn relative to maximum drawdown

3.36

-0.02

+3.38

Martin ratioReturn relative to average drawdown

11.87

-0.04

+11.90

IGHG vs. ARKW - Sharpe Ratio Comparison

The current IGHG Sharpe Ratio is 1.73, which is higher than the ARKW Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of IGHG and ARKW, 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

IGHG vs. ARKW - Drawdown Comparison

The maximum IGHG drawdown since its inception was -25.16%, smaller than the maximum ARKW drawdown of -80.52%. Use the drawdown chart below to compare losses from any high point for IGHG and ARKW.


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Drawdown Indicators


IGHGARKWDifference

Max Drawdown

Largest peak-to-trough decline

-25.16%

-80.52%

+55.36%

Max Drawdown (1Y)

Largest decline over 1 year

-1.75%

-36.21%

+34.46%

Max Drawdown (3Y)

Largest decline over 3 years

-3.74%

-36.21%

+32.47%

Max Drawdown (5Y)

Largest decline over 5 years

-8.75%

-77.36%

+68.61%

Max Drawdown (10Y)

Largest decline over 10 years

-25.16%

-80.52%

+55.36%

Current Drawdown

Current decline from peak

-0.21%

-23.67%

+23.46%

Average Drawdown

Average peak-to-trough decline

-2.29%

-23.97%

+21.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

18.14%

-17.64%

Volatility

IGHG vs. ARKW - Volatility Comparison

The current volatility for ProShares Investment Grade-Interest Rate Hedged (IGHG) is 0.58%, while ARK Next Generation Internet ETF (ARKW) has a volatility of 11.08%. This indicates that IGHG experiences smaller price fluctuations and is considered to be less risky than ARKW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGHGARKWDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

11.08%

-10.50%

Volatility (6M)

Calculated over the trailing 6-month period

2.46%

24.74%

-22.28%

Volatility (1Y)

Calculated over the trailing 1-year period

3.40%

32.81%

-29.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.02%

43.66%

-38.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.45%

37.78%

-30.33%

IGHG vs. ARKW - Expense Ratio Comparison

IGHG has a 0.30% expense ratio, which is lower than ARKW's 0.76% expense ratio.


Dividends

IGHG vs. ARKW - Dividend Comparison

IGHG's dividend yield for the trailing twelve months is around 5.12%, more than ARKW's 1.67% yield.


PositionTTM20252024202320222021202020192018201720162015
ARKW
ARK Next Generation Internet ETF
1.67%1.59%0.00%0.00%0.00%0.17%1.29%0.00%13.05%2.05%0.00%2.29%
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


IGHG and ARKW have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ARKW has higher volatility (11.08%) compared to IGHG (0.58%). In terms of maximum drawdown, IGHG dropped -25.16% vs ARKW's -80.52%.

On 10-year performance, ARKW leads with 22.53% vs 4.84% for IGHG. On fees, IGHG is cheaper at 0.30% 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 10-year period, ARKW has performed better with a 22.53% return vs 4.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGHG is cheaper with a 0.30% expense ratio, compared with 0.76% for ARKW.

IGHG has the higher dividend yield at 5.12%, compared with 1.67% for ARKW.

IGHG is categorized as Corporate Bonds, while ARKW is Mid Cap Growth Equities. They also come from different issuers: ProShares and ARK. Their fees differ too: 0.30% for IGHG and 0.76% for ARKW.

IGHG currently has the higher Sharpe Ratio (1.73 vs -0.02), 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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