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IGHG vs. GLDB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGHG vs. GLDB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Investment Grade-Interest Rate Hedged (IGHG) and Strategy Shares Gold-Hedged Bond ETF (GLDB). 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 GLDB's -7.90% 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%

GLDB

1D
-2.17%
1M
-7.55%
YTD
-7.90%
6M
-6.06%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGHG vs. GLDB - Yearly Performance Comparison


Correlation

The correlation between IGHG and GLDB is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 27, 2025

0.15

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Return for Risk

IGHG vs. GLDB — 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

GLDB
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. GLDB - Risk-Adjusted Trends Comparison

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


IGHGGLDBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

3.31

Martin ratioReturn relative to average drawdown

11.71

IGHG vs. GLDB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IGHGGLDBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

-0.45

+0.98

Drawdowns

IGHG vs. GLDB - Drawdown Comparison

The maximum IGHG drawdown since its inception was -25.16%, smaller than the maximum GLDB drawdown of -27.36%. Use the drawdown chart below to compare losses from any high point for IGHG and GLDB.


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Drawdown Indicators


IGHGGLDBDifference

Max Drawdown

Largest peak-to-trough decline

-25.16%

-27.36%

+2.20%

Max Drawdown (1Y)

Largest decline over 1 year

-1.75%

Max Drawdown (3Y)

Largest decline over 3 years

-3.74%

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

-0.11%

-26.71%

+26.60%

Average Drawdown

Average peak-to-trough decline

-2.30%

-13.44%

+11.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

Volatility

IGHG vs. GLDB - Volatility Comparison


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Volatility by Period


IGHGGLDBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

Volatility (6M)

Calculated over the trailing 6-month period

2.53%

Volatility (1Y)

Calculated over the trailing 1-year period

3.44%

39.96%

-36.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.02%

39.96%

-34.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.46%

39.96%

-32.50%

IGHG vs. GLDB - Expense Ratio Comparison

IGHG has a 0.30% expense ratio, which is lower than GLDB's 0.79% expense ratio.


Dividends

IGHG vs. GLDB - Dividend Comparison

IGHG's dividend yield for the trailing twelve months is around 5.11%, more than GLDB's 0.21% yield.


PositionTTM20252024202320222021202020192018201720162015
GLDB
Strategy Shares Gold-Hedged Bond ETF
0.21%0.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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 GLDB have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGHG is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGHG is cheaper with a 0.30% expense ratio, compared with 0.79% for GLDB.

IGHG has the higher dividend yield at 5.11%, compared with 0.21% for GLDB.

IGHG is categorized as Corporate Bonds, while GLDB is Nontraditional Bonds. IGHG tracks Citi Corporate Investment Grade (Treasury Rate-Hedged) Index, while GLDB tracks Solactive Gold Backed Bond Index - Benchmark TR Gross. They also come from different issuers: ProShares and Strategy Shares. Their fees differ too: 0.30% for IGHG and 0.79% for GLDB.

Portfolio Optimizer

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