PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
SFIG vs. IGBH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SFIG vs. IGBH

Last updated Jun 4, 2026

SFIG (WisdomTree U.S. Short Term Corporate Bond Fund) and IGBH (iShares Interest Rate Hedged Long-Term Corporate Bond ETF) are both Corporate Bonds funds - SFIG tracks the WisdomTree Fundamental U.S. Short-term Corporate Bond Index while IGBH tracks the BlackRock Interest Rate Hedged Long-Term Corporate Bond Index. Both are passively managed. Over the past 10 years, SFIG returned 2.45%/yr vs 5.04%/yr for IGBH. At a 0.15 correlation, their price movements are largely independent. SFIG charges 0.18%/yr vs 0.16%/yr for IGBH.

Performance

SFIG vs. IGBH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Short Term Corporate Bond Fund (SFIG) and iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SFIG achieves a 0.53% return, which is significantly lower than IGBH's 2.31% return. Over the past 10 years, SFIG has underperformed IGBH with an annualized return of 2.45%, while IGBH has yielded a comparatively higher 5.04% annualized return.

SFIG

1D
-0.06%
1M
0.26%
YTD
0.53%
6M
0.78%
1Y
4.41%
3Y*
5.31%
5Y*
2.18%
10Y*
2.45%

IGBH

1D
-0.12%
1M
1.78%
YTD
2.31%
6M
3.18%
1Y
9.39%
3Y*
8.96%
5Y*
5.27%
10Y*
5.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SFIG vs. IGBH - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SFIG
WisdomTree U.S. Short Term Corporate Bond Fund		0.53%6.61%4.65%6.09%-5.65%-0.77%4.41%6.25%1.80%1.63%
IGBH
iShares Interest Rate Hedged Long-Term Corporate Bond ETF		2.31%7.90%7.80%12.12%-2.82%2.20%1.09%9.62%-4.54%9.36%

Correlation

The correlation between SFIG and IGBH is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.32

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

0.18

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

0.21

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

0.15

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2016

0.15

The correlation between SFIG and IGBH shifts across timeframes, from 0.15 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WisdomTree U.S. Short Term Corporate Bond Fund

iShares Interest Rate Hedged Long-Term Corporate Bond ETF

Often compared with SFIG:
SFIG vs. FFUTSFIG vs. CTASFIG vs. BNOSFIG vs. DBOSFIG vs. BBCBSFIG vs. BSCQSFIG vs. FLOT
Often compared with IGBH:
IGBH vs. LQDHIGBH vs. IGHGIGBH vs. FLBLIGBH vs. IGEBIGBH vs. HYGHIGBH vs. SGOVIGBH vs. IGLB

Return for Risk

SFIG vs. IGBH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SFIG
SFIG Risk / Return Rank: 7272
Overall Rank
SFIG Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SFIG Sortino Ratio Rank: 7979
Sortino Ratio Rank
SFIG Omega Ratio Rank: 7575
Omega Ratio Rank
SFIG Calmar Ratio Rank: 6565
Calmar Ratio Rank
SFIG Martin Ratio Rank: 6969
Martin Ratio Rank
IGBH
IGBH Risk / Return Rank: 6363
Overall Rank
IGBH Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IGBH Sortino Ratio Rank: 7777
Sortino Ratio Rank
IGBH Omega Ratio Rank: 7575
Omega Ratio Rank
IGBH Calmar Ratio Rank: 4545
Calmar Ratio Rank
IGBH Martin Ratio Rank: 4949
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.

SFIG vs. IGBH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Short Term Corporate Bond Fund (SFIG) and iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH). 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.

SFIGIGBHDifference
Sharpe ratioReturn per unit of total volatility
2.28
2.33

-0.04

Sortino ratioReturn per unit of downside risk
3.54
3.50

+0.04

Omega ratioGain probability vs. loss probability

1.44

1.45

-0.01

Calmar ratioReturn relative to maximum drawdown

3.18

2.22

+0.95

Martin ratioReturn relative to average drawdown

12.48

8.15

+4.34

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SFIG vs. IGBH - Sharpe Ratio Comparison

The current SFIG Sharpe Ratio is 2.28, which is comparable to the IGBH Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of SFIG and IGBH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

SFIGIGBHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

2.33

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.86

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.55

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.52

+0.20

Drawdowns

SFIG vs. IGBH - Drawdown Comparison

The maximum SFIG drawdown since its inception was -12.35%, smaller than the maximum IGBH drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for SFIG and IGBH.

Loading charts...

Drawdown Indicators

SFIGIGBHDifference

Max Drawdown

Largest peak-to-trough decline

-12.35%

-33.67%

+21.32%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

-4.24%

+2.84%

Max Drawdown (3Y)

Largest decline over 3 years

-1.40%

-6.93%

+5.53%

Max Drawdown (5Y)

Largest decline over 5 years

-9.46%

-10.48%

+1.02%

Max Drawdown (10Y)

Largest decline over 10 years

-12.35%

-33.67%

+21.32%

Current Drawdown

Current decline from peak

-0.32%

-0.19%

-0.13%

Average Drawdown

Average peak-to-trough decline

-1.37%

-2.67%

+1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

1.15%

-0.80%

Volatility

SFIG vs. IGBH - Volatility Comparison

The current volatility for WisdomTree U.S. Short Term Corporate Bond Fund (SFIG) is 0.61%, while iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH) has a volatility of 0.87%. This indicates that SFIG experiences smaller price fluctuations and is considered to be less risky than IGBH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

SFIGIGBHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

0.87%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

1.40%

3.14%

-1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

1.94%

4.05%

-2.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.00%

6.13%

-3.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.42%

9.20%

-5.78%

SFIG vs. IGBH - Expense Ratio Comparison

SFIG has a 0.18% expense ratio, which is higher than IGBH's 0.16% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

SFIG vs. IGBH - Dividend Comparison

SFIG's dividend yield for the trailing twelve months is around 4.44%, less than IGBH's 5.66% yield.

PositionTTM20252024202320222021202020192018201720162015
IGBH
iShares Interest Rate Hedged Long-Term Corporate Bond ETF		5.66%6.23%6.88%7.32%3.84%2.71%2.39%3.40%5.56%2.87%2.62%1.12%
SFIG
WisdomTree U.S. Short Term Corporate Bond Fund		4.44%4.46%4.37%3.26%2.13%1.66%2.29%2.41%2.27%1.81%0.98%0.00%

Frequently Asked Questions

SFIG and IGBH have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGBH has higher volatility (0.87%) compared to SFIG (0.61%). In terms of maximum drawdown, SFIG dropped -12.35% vs IGBH's -33.67%.

On 10-year performance, IGBH leads with 5.04% vs 2.45% for SFIG. On fees, IGBH is cheaper at 0.16% per year. On volatility, SFIG has been the lower-risk option at 0.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IGBH has performed better with a 5.04% return vs 2.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGBH is cheaper with a 0.16% expense ratio, compared with 0.18% for SFIG.

IGBH has the higher dividend yield at 5.66%, compared with 4.44% for SFIG.

SFIG tracks WisdomTree Fundamental U.S. Short-term Corporate Bond Index, while IGBH tracks BlackRock Interest Rate Hedged Long-Term Corporate Bond Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.18% for SFIG and 0.16% for IGBH.

IGBH currently has the higher Sharpe Ratio (2.33 vs 2.28), 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 SFIG and IGBH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer