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SFIG vs. IGHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SFIG vs. IGHG - 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 ProShares Investment Grade-Interest Rate Hedged (IGHG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SFIG achieves a 0.53% return, which is significantly lower than IGHG's 2.17% return. Over the past 10 years, SFIG has underperformed IGHG with an annualized return of 2.45%, while IGHG has yielded a comparatively higher 4.72% 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%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SFIG vs. IGHG - 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%
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%

Correlation

The correlation between SFIG and IGHG is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.05

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

0.10

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

0.06

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

0.05

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Return for Risk

SFIG vs. IGHG — 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

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
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. IGHG - 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 ProShares Investment Grade-Interest Rate Hedged (IGHG). 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.


SFIGIGHGDifference
Sharpe ratioReturn per unit of total volatility

+0.60

Sortino ratioReturn per unit of downside risk

+1.00

Omega ratioGain probability vs. loss probability

1.44

1.32

+0.13

Calmar ratioReturn relative to maximum drawdown

3.18

3.31

-0.14

Martin ratioReturn relative to average drawdown

12.48

11.71

+0.78

SFIG vs. IGHG - Sharpe Ratio Comparison

The current SFIG Sharpe Ratio is 2.28, which is higher than the IGHG Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of SFIG and IGHG, 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


SFIGIGHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

1.68

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

1.05

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.63

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.54

+0.18

Drawdowns

SFIG vs. IGHG - Drawdown Comparison

The maximum SFIG drawdown since its inception was -12.35%, smaller than the maximum IGHG drawdown of -25.16%. Use the drawdown chart below to compare losses from any high point for SFIG and IGHG.


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Drawdown Indicators


SFIGIGHGDifference

Max Drawdown

Largest peak-to-trough decline

-12.35%

-25.16%

+12.81%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

-1.75%

+0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-1.40%

-3.74%

+2.34%

Max Drawdown (5Y)

Largest decline over 5 years

-9.46%

-8.75%

-0.71%

Max Drawdown (10Y)

Largest decline over 10 years

-12.35%

-25.16%

+12.81%

Current Drawdown

Current decline from peak

-0.32%

-0.11%

-0.21%

Average Drawdown

Average peak-to-trough decline

-1.37%

-2.30%

+0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

0.50%

-0.15%

Volatility

SFIG vs. IGHG - Volatility Comparison

WisdomTree U.S. Short Term Corporate Bond Fund (SFIG) and ProShares Investment Grade-Interest Rate Hedged (IGHG) have volatilities of 0.61% and 0.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SFIGIGHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

0.62%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

1.40%

2.53%

-1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

1.94%

3.44%

-1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.00%

5.02%

-2.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.42%

7.46%

-4.04%

SFIG vs. IGHG - Expense Ratio Comparison

SFIG has a 0.18% expense ratio, which is lower than IGHG's 0.30% expense ratio.


Dividends

SFIG vs. IGHG - Dividend Comparison

SFIG's dividend yield for the trailing twelve months is around 4.44%, less than IGHG's 5.11% 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%
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 IGHG have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGHG has higher volatility (0.62%) compared to SFIG (0.61%). In terms of maximum drawdown, SFIG dropped -12.35% vs IGHG's -25.16%.

On 10-year performance, IGHG leads with 4.72% vs 2.45% for SFIG. On fees, SFIG is cheaper at 0.18% per year. Their volatility is very similar. 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 4.72% return vs 2.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SFIG is cheaper with a 0.18% expense ratio, compared with 0.30% for IGHG.

IGHG has the higher dividend yield at 5.11%, compared with 4.44% for SFIG.

SFIG tracks WisdomTree Fundamental U.S. Short-term Corporate Bond Index, while IGHG tracks Citi Corporate Investment Grade (Treasury Rate-Hedged) Index. They also come from different issuers: WisdomTree and ProShares. Their fees differ too: 0.18% for SFIG and 0.30% for IGHG.

SFIG currently has the higher Sharpe Ratio (2.28 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.

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