Duration Hedged ETF Overview

With 16 ETFs traded in the U.S. markets, Duration Hedged ETFs gather total assets under management of $1.15B. The average expense ratio is 0.41%. Duration Hedged ETFs can be found in the following asset classes:

  • Fixed Income
  • Alternatives

The largest Duration Hedged ETF is the ProShares Investment Grade-Interest Rate Hedged ETF IGHG with $273.10M in assets. In the last trailing year, the best performing Duration Hedged ETF was the FLAT at 11.23%. The most-recent ETF launched in the Duration Hedged space was the iShares Interest Rate Hedged Emerging Markets Bond ETF EMBH in 07/22/15.

Top ETF Performers

LQDH iShares Interest Rate Hedged Corporate Bond ETF 0.35%
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund 0.19%
IGIH Xtrackers Investment Grade Bond Interest Rate Hedged ETF 0.05%
STPP iPath U.S. Treasury Steepener ETN -0.01%
IGBH iShares Interest Rate Hedged Long-Term Corporate Bond ETF -0.01%

Bottom ETF Performers

HYHG ProShares High Yield-Interest Rate Hedged ETF -1.86%
EMIH Xtrackers Emerging Markets Bond Interest Rate Hedged ETF -1.37%
EMBH iShares Interest Rate Hedged Emerging Markets Bond ETF -1.02%
RINF ProShares Inflation Expectations ETF -1.01%
HYGH iShares Interest Rate Hedged High Yield Bond ETF -0.72%

Top Creations

AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund 4.78
IGBH iShares Interest Rate Hedged Long-Term Corporate Bond ETF 2.41
IGHG ProShares Investment Grade-Interest Rate Hedged ETF 1.86
RINF ProShares Inflation Expectations ETF 0.52
STPP iPath U.S. Treasury Steepener ETN 0.06

Top Redemptions

HYZD WisdomTree Interest Rate Hedged High Yield Bond Fund -9.33
HYND WisdomTree Negative Duration High Yield Bond Fund -7.51
LQDH iShares Interest Rate Hedged Corporate Bond ETF -4.61
HYGH iShares Interest Rate Hedged High Yield Bond ETF -4.41
HYHG ProShares High Yield-Interest Rate Hedged ETF 0

AUM Winners

AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund 6.08%
IGBH iShares Interest Rate Hedged Long-Term Corporate Bond ETF 3.93%
LQDH iShares Interest Rate Hedged Corporate Bond ETF 0.26%
FLAT iPath U.S. Treasury Flattener ETN 0.07%
STPP iPath U.S. Treasury Steepener ETN -0.06%

AUM Losers

HYND WisdomTree Negative Duration High Yield Bond Fund -28.56%
HYGH iShares Interest Rate Hedged High Yield Bond ETF -4.58%
HYZD WisdomTree Interest Rate Hedged High Yield Bond Fund -4.49%
IGHG ProShares Investment Grade-Interest Rate Hedged ETF -3.57%
HYHG ProShares High Yield-Interest Rate Hedged ETF -1.70%

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