ISHARES YIELD OPTIMIZED BOND ETF
Symbol: BYLD
Exchange: NYSE
Sector: Energy
Category: Multisector Bond
Inception date: 22/04/2014
Latest date: 16/07/2026
Current price: $22.46
Expense ratio: 0.13%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.32%
Ann. -17.31% (Sharpe / Sortino numerator)
Volatility
6.66%
Sharpe ratio
-3.145
VaR 95%
-0.62%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
0.48%
Ann. -3.83% (Sharpe / Sortino numerator)
Volatility
4.72%
Sharpe ratio
-1.580
VaR 95%
-0.55%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
0.85%
Ann. -0.23% (Sharpe / Sortino numerator)
Volatility
3.95%
Sharpe ratio
-0.978
VaR 95%
-0.43%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
5.84%
Ann. 4.81% (Sharpe / Sortino numerator)
Volatility
4.66%
Sharpe ratio
0.254
VaR 95%
-0.44%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
11.73%
Ann. 5.83% (Sharpe / Sortino numerator)
Volatility
4.49%
Sharpe ratio
0.490
VaR 95%
-0.40%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
19.66%
Ann. 5.81% (Sharpe / Sortino numerator)
Volatility
4.73%
Sharpe ratio
0.460
VaR 95%
-0.47%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.
Average daily return
0.023%
Best day
0.717%
Worst day
-0.93%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $22.46 | $22.50 | $22.44 | $22.46 | 84,400 |
| 15/07/2026 | $22.45 | $22.48 | $22.43 | $22.46 | 96,000 |
| 14/07/2026 | $22.41 | $22.45 | $22.40 | $22.43 | 31,100 |
| 13/07/2026 | $22.42 | $22.44 | $22.38 | $22.39 | 45,800 |
| 10/07/2026 | $22.47 | $22.49 | $22.44 | $22.45 | 58,300 |
| 09/07/2026 | $22.48 | $22.51 | $22.45 | $22.48 | 154,300 |
| 08/07/2026 | $22.45 | $22.49 | $22.40 | $22.47 | 158,600 |
| 07/07/2026 | $22.54 | $22.54 | $22.46 | $22.48 | 126,500 |
| 06/07/2026 | $22.56 | $22.57 | $22.52 | $22.56 | 63,400 |
| 02/07/2026 | $22.54 | $22.57 | $22.52 | $22.56 | 48,700 |