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IGHG vs. FLOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGHG vs. FLOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Investment Grade-Interest Rate Hedged (IGHG) and iShares Floating Rate Bond ETF (FLOT). 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 2.17% return, which is significantly higher than FLOT's 1.89% return. Over the past 10 years, IGHG has outperformed FLOT with an annualized return of 4.72%, while FLOT has yielded a comparatively lower 3.03% annualized return.


IGHG

1D
0.05%
1M
0.76%
YTD
2.17%
6M
2.54%
1Y
5.77%
3Y*
8.57%
5Y*
5.24%
10Y*
4.72%

FLOT

1D
0.04%
1M
0.51%
YTD
1.89%
6M
2.21%
1Y
4.91%
3Y*
5.65%
5Y*
4.20%
10Y*
3.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGHG vs. FLOT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGHG
ProShares Investment Grade-Interest Rate Hedged
2.17%5.65%9.20%11.58%-0.90%0.88%0.61%12.73%-3.96%4.49%
FLOT
iShares Floating Rate Bond ETF
1.89%4.91%6.53%6.43%1.28%0.45%0.87%3.97%1.48%1.65%

Correlation

The correlation between IGHG and FLOT 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

0.23

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

0.25

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

0.18

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2013

0.14

The correlation between IGHG and FLOT shifts across timeframes, from 0.14 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IGHG vs. FLOT — Risk / Return Rank

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

IGHG
IGHG Risk / Return Rank: 5656
Overall Rank
IGHG Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IGHG Sortino Ratio Rank: 5252
Sortino Ratio Rank
IGHG Omega Ratio Rank: 5050
Omega Ratio Rank
IGHG Calmar Ratio Rank: 6666
Calmar Ratio Rank
IGHG Martin Ratio Rank: 6464
Martin Ratio Rank

FLOT
FLOT Risk / Return Rank: 9898
Overall Rank
FLOT Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLOT Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLOT Omega Ratio Rank: 9999
Omega Ratio Rank
FLOT Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLOT Martin Ratio Rank: 9999
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. FLOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Investment Grade-Interest Rate Hedged (IGHG) and iShares Floating Rate Bond ETF (FLOT). 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.


IGHGFLOTDifference
Sharpe ratioReturn per unit of total volatility

-5.00

Sortino ratioReturn per unit of downside risk

-9.62

Omega ratioGain probability vs. loss probability

1.32

3.31

-2.00

Calmar ratioReturn relative to maximum drawdown

3.31

11.42

-8.11

Martin ratioReturn relative to average drawdown

11.71

106.82

-95.11

IGHG vs. FLOT - Sharpe Ratio Comparison

The current IGHG Sharpe Ratio is 1.68, which is lower than the FLOT Sharpe Ratio of 6.68. The chart below compares the historical Sharpe Ratios of IGHG and FLOT, 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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Sharpe Ratios by Period


IGHGFLOTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

6.68

-5.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

2.38

-1.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.73

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.66

-0.13

Drawdowns

IGHG vs. FLOT - Drawdown Comparison

The maximum IGHG drawdown since its inception was -25.16%, which is greater than FLOT's maximum drawdown of -13.54%. Use the drawdown chart below to compare losses from any high point for IGHG and FLOT.


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Drawdown Indicators


IGHGFLOTDifference

Max Drawdown

Largest peak-to-trough decline

-25.16%

-13.54%

-11.62%

Max Drawdown (1Y)

Largest decline over 1 year

-1.75%

-0.43%

-1.32%

Max Drawdown (3Y)

Largest decline over 3 years

-3.74%

-1.57%

-2.17%

Max Drawdown (5Y)

Largest decline over 5 years

-8.75%

-2.36%

-6.39%

Max Drawdown (10Y)

Largest decline over 10 years

-25.16%

-13.54%

-11.62%

Current Drawdown

Current decline from peak

-0.11%

0.00%

-0.11%

Average Drawdown

Average peak-to-trough decline

-2.30%

-0.21%

-2.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

0.05%

+0.45%

Volatility

IGHG vs. FLOT - Volatility Comparison

ProShares Investment Grade-Interest Rate Hedged (IGHG) has a higher volatility of 0.62% compared to iShares Floating Rate Bond ETF (FLOT) at 0.18%. This indicates that IGHG's price experiences larger fluctuations and is considered to be riskier than FLOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGHGFLOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

0.18%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

2.53%

0.62%

+1.91%

Volatility (1Y)

Calculated over the trailing 1-year period

3.44%

0.74%

+2.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.02%

1.77%

+3.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.46%

4.15%

+3.31%

IGHG vs. FLOT - Expense Ratio Comparison

IGHG has a 0.30% expense ratio, which is higher than FLOT's 0.20% expense ratio.


Dividends

IGHG vs. FLOT - Dividend Comparison

IGHG's dividend yield for the trailing twelve months is around 5.11%, more than FLOT's 4.53% yield.


PositionTTM20252024202320222021202020192018201720162015
FLOT
iShares Floating Rate Bond ETF
4.53%4.84%5.82%5.66%2.06%0.43%1.25%2.78%2.41%1.46%0.97%0.53%
IGHG
ProShares Investment Grade-Interest Rate Hedged
5.11%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 FLOT 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.

IGHG has higher volatility (0.62%) compared to FLOT (0.18%). In terms of maximum drawdown, IGHG dropped -25.16% vs FLOT's -13.54%.

On 10-year performance, IGHG leads with 4.72% vs 3.03% for FLOT. On fees, FLOT is cheaper at 0.20% per year. On volatility, FLOT has been the lower-risk option at 0.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IGHG has performed better with a 4.72% return vs 3.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLOT is cheaper with a 0.20% expense ratio, compared with 0.30% for IGHG.

IGHG has the higher dividend yield at 5.11%, compared with 4.53% for FLOT.

IGHG tracks Citi Corporate Investment Grade (Treasury Rate-Hedged) Index, while FLOT tracks Bloomberg US Floating Rate Notes (<5 Y). They also come from different issuers: ProShares and iShares. Their fees differ too: 0.30% for IGHG and 0.20% for FLOT.

FLOT currently has the higher Sharpe Ratio (6.68 vs 1.68), 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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