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IGHG vs. BITO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGHG vs. BITO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Investment Grade-Interest Rate Hedged (IGHG) and ProShares Bitcoin Strategy ETF (BITO). 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 1.95% return, which is significantly higher than BITO's -27.52% return.


IGHG

1D
0.07%
1M
-0.38%
6M
1.62%
YTD
1.95%
1Y
4.71%
3Y*
7.85%
5Y*
5.33%
10Y*
4.69%

BITO

1D
3.67%
1M
1.29%
6M
-32.82%
YTD
-27.52%
1Y
-48.25%
3Y*
20.79%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGHG vs. BITO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IGHG
ProShares Investment Grade-Interest Rate Hedged
1.95%5.65%9.20%11.58%-0.90%-1.12%
BITO
ProShares Bitcoin Strategy ETF
-27.52%-11.19%104.45%137.33%-63.91%-29.31%

Correlation

The correlation between IGHG and BITO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.21

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2021

0.29

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Return for Risk

IGHG vs. BITO — Risk / Return Rank

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

IGHG
IGHG Risk / Return Rank: 5858
Overall Rank
IGHG Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IGHG Sortino Ratio Rank: 5454
Sortino Ratio Rank
IGHG Omega Ratio Rank: 5151
Omega Ratio Rank
IGHG Calmar Ratio Rank: 6868
Calmar Ratio Rank
IGHG Martin Ratio Rank: 6767
Martin Ratio Rank

BITO
BITO Risk / Return Rank: 11
Overall Rank
BITO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BITO Sortino Ratio Rank: 11
Sortino Ratio Rank
BITO Omega Ratio Rank: 11
Omega Ratio Rank
BITO Calmar Ratio Rank: 22
Calmar Ratio Rank
BITO Martin Ratio Rank: 11
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. BITO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Investment Grade-Interest Rate Hedged (IGHG) and ProShares Bitcoin Strategy ETF (BITO). 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.


IGHGBITODifference
Sharpe ratioReturn per unit of total volatility

+2.51

Sortino ratioReturn per unit of downside risk

+3.80

Omega ratioGain probability vs. loss probability

1.26

0.81

+0.45

Calmar ratioReturn relative to maximum drawdown

2.70

-0.89

+3.59

Martin ratioReturn relative to average drawdown

9.50

-1.44

+10.94

IGHG vs. BITO - Sharpe Ratio Comparison

The current IGHG Sharpe Ratio is 1.41, which is higher than the BITO Sharpe Ratio of -1.10. The chart below compares the historical Sharpe Ratios of IGHG and BITO, 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. BITO - Drawdown Comparison

The maximum IGHG drawdown since its inception was -25.16%, smaller than the maximum BITO drawdown of -77.86%. Use the drawdown chart below to compare losses from any high point for IGHG and BITO.


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Drawdown Indicators


IGHGBITODifference

Max Drawdown

Largest peak-to-trough decline

-25.16%

-77.86%

+52.70%

Max Drawdown (1Y)

Largest decline over 1 year

-1.75%

-54.47%

+52.72%

Max Drawdown (3Y)

Largest decline over 3 years

-3.74%

-54.47%

+50.73%

Max Drawdown (5Y)

Largest decline over 5 years

-8.75%

Max Drawdown (10Y)

Largest decline over 10 years

-25.16%

Current Drawdown

Current decline from peak

-0.42%

-50.01%

+49.59%

Average Drawdown

Average peak-to-trough decline

-2.28%

-37.04%

+34.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

33.62%

-33.12%

Volatility

IGHG vs. BITO - Volatility Comparison

The current volatility for ProShares Investment Grade-Interest Rate Hedged (IGHG) is 0.62%, while ProShares Bitcoin Strategy ETF (BITO) has a volatility of 11.44%. This indicates that IGHG experiences smaller price fluctuations and is considered to be less risky than BITO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGHGBITODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

11.44%

-10.82%

Volatility (6M)

Calculated over the trailing 6-month period

2.11%

34.70%

-32.59%

Volatility (1Y)

Calculated over the trailing 1-year period

3.35%

44.20%

-40.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.01%

54.84%

-49.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.32%

54.84%

-47.52%

IGHG vs. BITO - Expense Ratio Comparison

IGHG has a 0.30% expense ratio, which is lower than BITO's 0.95% expense ratio.


Dividends

IGHG vs. BITO - Dividend Comparison

IGHG's dividend yield for the trailing twelve months is around 5.13%, less than BITO's 60.04% yield.


PositionTTM20252024202320222021202020192018201720162015
BITO
ProShares Bitcoin Strategy ETF
60.04%78.29%61.59%15.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IGHG
ProShares Investment Grade-Interest Rate Hedged
5.13%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 BITO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BITO has higher volatility (11.44%) compared to IGHG (0.62%). In terms of maximum drawdown, IGHG dropped -25.16% vs BITO's -77.86%.

On 3-year performance, BITO leads with 20.79% vs 7.85% for IGHG. On fees, IGHG is cheaper at 0.30% per year. On volatility, IGHG has been the lower-risk option at 0.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BITO has performed better with a 20.79% return vs 7.85%. 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 0.95% for BITO.

BITO has the higher dividend yield at 60.04%, compared with 5.13% for IGHG.

IGHG is categorized as Corporate Bonds, while BITO is Cryptocurrency. Their fees differ too: 0.30% for IGHG and 0.95% for BITO.

IGHG currently has the higher Sharpe Ratio (1.41 vs -1.10), 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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