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IGHG vs. UPRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGHG vs. UPRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Investment Grade-Interest Rate Hedged (IGHG) and ProShares UltraPro S&P 500 (UPRO). 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 lower than UPRO's 27.90% return. Over the past 10 years, IGHG has underperformed UPRO with an annualized return of 4.72%, while UPRO has yielded a comparatively higher 30.09% 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%

UPRO

1D
-2.09%
1M
14.64%
YTD
27.90%
6M
26.67%
1Y
80.84%
3Y*
52.58%
5Y*
23.13%
10Y*
30.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGHG vs. UPRO - 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%
UPRO
ProShares UltraPro S&P 500
27.90%31.88%63.57%68.53%-56.84%98.64%10.09%102.30%-25.11%71.37%

Correlation

The correlation between IGHG and UPRO is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

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

0.39

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

0.50

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

0.46

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

0.44

The correlation between IGHG and UPRO shifts across timeframes, from 0.39 (3 years) to 0.50 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IGHG vs. UPRO — 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

UPRO
UPRO Risk / Return Rank: 6262
Overall Rank
UPRO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
UPRO Sortino Ratio Rank: 5757
Sortino Ratio Rank
UPRO Omega Ratio Rank: 5858
Omega Ratio Rank
UPRO Calmar Ratio Rank: 6060
Calmar Ratio Rank
UPRO Martin Ratio Rank: 6868
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. UPRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Investment Grade-Interest Rate Hedged (IGHG) and ProShares UltraPro S&P 500 (UPRO). 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.


IGHGUPRODifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.32

1.36

-0.05

Calmar ratioReturn relative to maximum drawdown

3.31

3.03

+0.28

Martin ratioReturn relative to average drawdown

11.71

12.80

-1.10

IGHG vs. UPRO - Sharpe Ratio Comparison

The current IGHG Sharpe Ratio is 1.68, which is comparable to the UPRO Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of IGHG and UPRO, 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


IGHGUPRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

2.30

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

0.46

+0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.56

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.65

-0.12

Drawdowns

IGHG vs. UPRO - Drawdown Comparison

The maximum IGHG drawdown since its inception was -25.16%, smaller than the maximum UPRO drawdown of -76.82%. Use the drawdown chart below to compare losses from any high point for IGHG and UPRO.


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Drawdown Indicators


IGHGUPRODifference

Max Drawdown

Largest peak-to-trough decline

-25.16%

-76.82%

+51.66%

Max Drawdown (1Y)

Largest decline over 1 year

-1.75%

-26.78%

+25.03%

Max Drawdown (3Y)

Largest decline over 3 years

-3.74%

-48.87%

+45.13%

Max Drawdown (5Y)

Largest decline over 5 years

-8.75%

-63.94%

+55.19%

Max Drawdown (10Y)

Largest decline over 10 years

-25.16%

-76.82%

+51.66%

Current Drawdown

Current decline from peak

-0.11%

-2.09%

+1.98%

Average Drawdown

Average peak-to-trough decline

-2.30%

-14.42%

+12.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

6.33%

-5.83%

Volatility

IGHG vs. UPRO - Volatility Comparison

The current volatility for ProShares Investment Grade-Interest Rate Hedged (IGHG) is 0.62%, while ProShares UltraPro S&P 500 (UPRO) has a volatility of 8.45%. This indicates that IGHG experiences smaller price fluctuations and is considered to be less risky than UPRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGHGUPRODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

8.45%

-7.83%

Volatility (6M)

Calculated over the trailing 6-month period

2.53%

26.60%

-24.07%

Volatility (1Y)

Calculated over the trailing 1-year period

3.44%

35.35%

-31.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.02%

50.32%

-45.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.46%

53.74%

-46.28%

IGHG vs. UPRO - Expense Ratio Comparison

IGHG has a 0.30% expense ratio, which is lower than UPRO's 0.89% expense ratio.


Dividends

IGHG vs. UPRO - Dividend Comparison

IGHG's dividend yield for the trailing twelve months is around 5.11%, more than UPRO's 0.68% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
UPRO
ProShares UltraPro S&P 500
0.68%0.84%0.93%0.74%0.52%0.06%0.11%0.41%0.63%0.00%0.12%0.34%

Frequently Asked Questions


IGHG and UPRO have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UPRO has higher volatility (8.45%) compared to IGHG (0.62%). In terms of maximum drawdown, IGHG dropped -25.16% vs UPRO's -76.82%.

On 10-year performance, UPRO leads with 30.09% vs 4.72% 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 10-year period, UPRO has performed better with a 30.09% return vs 4.72%. 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 0.89% for UPRO.

IGHG has the higher dividend yield at 5.11%, compared with 0.68% for UPRO.

IGHG is categorized as Corporate Bonds, while UPRO is Leveraged Equities. IGHG tracks Citi Corporate Investment Grade (Treasury Rate-Hedged) Index, while UPRO tracks S&P 500. Their fees differ too: 0.30% for IGHG and 0.89% for UPRO.

UPRO currently has the higher Sharpe Ratio (2.30 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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