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IGHG vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGHG vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Investment Grade-Interest Rate Hedged (IGHG) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). 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 UVXY's -22.07% return. Over the past 10 years, IGHG has outperformed UVXY with an annualized return of 4.84%, while UVXY has yielded a comparatively lower -73.85% 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%

UVXY

1D
8.28%
1M
-14.92%
YTD
-22.07%
6M
-24.28%
1Y
-74.07%
3Y*
-61.96%
5Y*
-66.90%
10Y*
-73.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGHG vs. UVXY - 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%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-22.07%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between IGHG and UVXY is -0.42, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.42

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

-0.37

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

-0.44

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

-0.39

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2013

-0.39

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Return for Risk

IGHG vs. UVXY — 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

UVXY
UVXY Risk / Return Rank: 11
Overall Rank
UVXY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 11
Sortino Ratio Rank
UVXY Omega Ratio Rank: 11
Omega Ratio Rank
UVXY Calmar Ratio Rank: 00
Calmar Ratio Rank
UVXY 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. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Investment Grade-Interest Rate Hedged (IGHG) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). 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.


IGHGUVXYDifference
Sharpe ratioReturn per unit of total volatility

+2.60

Sortino ratioReturn per unit of downside risk

+4.25

Omega ratioGain probability vs. loss probability

1.33

0.81

+0.51

Calmar ratioReturn relative to maximum drawdown

3.36

-1.01

+4.37

Martin ratioReturn relative to average drawdown

11.87

-1.45

+13.32

IGHG vs. UVXY - Sharpe Ratio Comparison

The current IGHG Sharpe Ratio is 1.73, which is higher than the UVXY Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of IGHG and UVXY, 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. UVXY - Drawdown Comparison

The maximum IGHG drawdown since its inception was -25.16%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for IGHG and UVXY.


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Drawdown Indicators


IGHGUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-25.16%

-100.00%

+74.84%

Max Drawdown (1Y)

Largest decline over 1 year

-1.75%

-73.51%

+71.76%

Max Drawdown (3Y)

Largest decline over 3 years

-3.74%

-94.93%

+91.19%

Max Drawdown (5Y)

Largest decline over 5 years

-8.75%

-99.71%

+90.96%

Max Drawdown (10Y)

Largest decline over 10 years

-25.16%

-100.00%

+74.84%

Current Drawdown

Current decline from peak

-0.21%

-100.00%

+99.79%

Average Drawdown

Average peak-to-trough decline

-2.29%

-98.75%

+96.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

55.34%

-54.84%

Volatility

IGHG vs. UVXY - Volatility Comparison

The current volatility for ProShares Investment Grade-Interest Rate Hedged (IGHG) is 0.58%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 25.85%. This indicates that IGHG experiences smaller price fluctuations and is considered to be less risky than UVXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGHGUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

25.85%

-25.27%

Volatility (6M)

Calculated over the trailing 6-month period

2.46%

66.46%

-64.00%

Volatility (1Y)

Calculated over the trailing 1-year period

3.40%

85.46%

-82.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.02%

103.96%

-98.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.45%

112.39%

-104.94%

IGHG vs. UVXY - Expense Ratio Comparison

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


Dividends

IGHG vs. UVXY - Dividend Comparison

IGHG's dividend yield for the trailing twelve months is around 5.12%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IGHG and UVXY have a correlation of -0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (25.85%) compared to IGHG (0.58%). In terms of maximum drawdown, IGHG dropped -25.16% vs UVXY's -100.00%.

On 10-year performance, IGHG leads with 4.84% vs -73.85% for UVXY. 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, IGHG has performed better with a 4.84% return vs -73.85%. 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 UVXY.

IGHG has the higher dividend yield at 5.12%, compared with 0.00% for UVXY.

IGHG is categorized as Corporate Bonds, while UVXY is Volatility. IGHG tracks Citi Corporate Investment Grade (Treasury Rate-Hedged) Index, while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%). Their fees differ too: 0.30% for IGHG and 0.95% for UVXY.

IGHG currently has the higher Sharpe Ratio (1.73 vs -0.87), 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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