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IGRO vs. HYGH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGRO vs. HYGH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Dividend Growth ETF (IGRO) and iShares Interest Rate Hedged High Yield Bond ETF (HYGH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGRO achieves a 7.79% return, which is significantly higher than HYGH's 3.24% return. Over the past 10 years, IGRO has outperformed HYGH with an annualized return of 9.08%, while HYGH has yielded a comparatively lower 6.50% annualized return.


IGRO

1D
0.23%
1M
0.89%
YTD
7.79%
6M
9.17%
1Y
14.94%
3Y*
15.50%
5Y*
7.69%
10Y*
9.08%

HYGH

1D
0.17%
1M
0.74%
YTD
3.24%
6M
3.69%
1Y
8.03%
3Y*
9.63%
5Y*
7.00%
10Y*
6.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGRO vs. HYGH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGRO
iShares International Dividend Growth ETF
7.79%25.03%7.78%15.38%-12.72%9.94%7.71%26.13%-14.86%24.64%
HYGH
iShares Interest Rate Hedged High Yield Bond ETF
3.24%6.94%11.22%12.17%-0.92%5.82%0.54%11.09%-0.85%6.38%

Correlation

The correlation between IGRO and HYGH is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.50

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

0.57

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

0.52

Correlation (All Time)
Calculated using the full available price history since May 19, 2016

0.52

The correlation between IGRO and HYGH has been stable across timeframes, ranging from 0.47 to 0.57 - a consistent structural relationship.

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Return for Risk

IGRO vs. HYGH — Risk / Return Rank

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

IGRO
IGRO Risk / Return Rank: 3434
Overall Rank
IGRO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
IGRO Sortino Ratio Rank: 3434
Sortino Ratio Rank
IGRO Omega Ratio Rank: 3333
Omega Ratio Rank
IGRO Calmar Ratio Rank: 3232
Calmar Ratio Rank
IGRO Martin Ratio Rank: 3737
Martin Ratio Rank

HYGH
HYGH Risk / Return Rank: 8585
Overall Rank
HYGH Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
HYGH Sortino Ratio Rank: 8484
Sortino Ratio Rank
HYGH Omega Ratio Rank: 8080
Omega Ratio Rank
HYGH Calmar Ratio Rank: 9090
Calmar Ratio Rank
HYGH Martin Ratio Rank: 9191
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.

IGRO vs. HYGH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Dividend Growth ETF (IGRO) and iShares Interest Rate Hedged High Yield Bond ETF (HYGH). 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.


IGROHYGHDifference
Sharpe ratioReturn per unit of total volatility

-1.06

Sortino ratioReturn per unit of downside risk

-1.68

Omega ratioGain probability vs. loss probability

1.20

1.41

-0.21

Calmar ratioReturn relative to maximum drawdown

1.39

4.88

-3.49

Martin ratioReturn relative to average drawdown

5.17

19.08

-13.91

IGRO vs. HYGH - Sharpe Ratio Comparison

The current IGRO Sharpe Ratio is 1.10, which is lower than the HYGH Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of IGRO and HYGH, 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

IGRO vs. HYGH - Drawdown Comparison

The maximum IGRO drawdown since its inception was -36.25%, which is greater than HYGH's maximum drawdown of -23.88%. Use the drawdown chart below to compare losses from any high point for IGRO and HYGH.


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Drawdown Indicators


IGROHYGHDifference

Max Drawdown

Largest peak-to-trough decline

-36.25%

-23.88%

-12.37%

Max Drawdown (1Y)

Largest decline over 1 year

-10.00%

-1.62%

-8.38%

Max Drawdown (3Y)

Largest decline over 3 years

-11.13%

-8.06%

-3.07%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

-8.24%

-17.80%

Max Drawdown (10Y)

Largest decline over 10 years

-36.25%

-23.88%

-12.37%

Current Drawdown

Current decline from peak

-1.02%

0.00%

-1.02%

Average Drawdown

Average peak-to-trough decline

-5.67%

-2.22%

-3.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

0.41%

+2.29%

Volatility

IGRO vs. HYGH - Volatility Comparison

iShares International Dividend Growth ETF (IGRO) has a higher volatility of 3.59% compared to iShares Interest Rate Hedged High Yield Bond ETF (HYGH) at 0.68%. This indicates that IGRO's price experiences larger fluctuations and is considered to be riskier than HYGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGROHYGHDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

0.68%

+2.91%

Volatility (6M)

Calculated over the trailing 6-month period

10.65%

2.80%

+7.85%

Volatility (1Y)

Calculated over the trailing 1-year period

12.71%

3.66%

+9.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.95%

7.07%

+6.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.85%

8.34%

+8.51%

IGRO vs. HYGH - Expense Ratio Comparison

IGRO has a 0.15% expense ratio, which is lower than HYGH's 0.53% expense ratio.


Dividends

IGRO vs. HYGH - Dividend Comparison

IGRO's dividend yield for the trailing twelve months is around 2.36%, less than HYGH's 6.60% yield.


PositionTTM20252024202320222021202020192018201720162015
HYGH
iShares Interest Rate Hedged High Yield Bond ETF
6.60%6.86%7.85%8.95%6.21%3.74%4.06%4.89%6.45%4.79%4.60%5.75%
IGRO
iShares International Dividend Growth ETF
2.36%2.51%2.44%2.79%2.69%2.27%2.41%2.65%2.97%2.43%1.18%0.00%

Frequently Asked Questions


IGRO and HYGH have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGRO has higher volatility (3.59%) compared to HYGH (0.68%). In terms of maximum drawdown, IGRO dropped -36.25% vs HYGH's -23.88%.

On 10-year performance, IGRO leads with 9.08% vs 6.50% for HYGH. On fees, IGRO is cheaper at 0.15% per year. On volatility, HYGH has been the lower-risk option at 0.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IGRO has performed better with a 9.08% return vs 6.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGRO is cheaper with a 0.15% expense ratio, compared with 0.53% for HYGH.

HYGH has the higher dividend yield at 6.60%, compared with 2.36% for IGRO.

IGRO is categorized as Foreign Large Cap Equities, while HYGH is High Yield Bonds. Their fees differ too: 0.15% for IGRO and 0.53% for HYGH.

HYGH currently has the higher Sharpe Ratio (2.16 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

Find the right allocation for IGRO and HYGH

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