Summary
GHYG
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 5.92% Volatility 5.66% Sharpe 0.51
Official loaded data — not a live quote.

ISHARES US & INTL HIGH YIELD CORP BOND ETF

Symbol: GHYG

Exchange: BATS

Sector: Utilities

Category: High Yield Bond

Inception date: 03/04/2012

Latest date: 02/06/2026

Current price: $45.33

Expense ratio: 0.40%

Assets under management
$205.3M
0.20% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
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Performance metrics

Period total return

-0.18%

Ann. -15.36% (Sharpe / Sortino numerator)

Volatility

8.68%

Sharpe ratio

-2.188

VaR 95%

-0.84%

CVaR 95%: -0.94%
Max drawdown: -2.43%
Sortino ratio: -4.250
Calmar ratio: -6.32

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

0.28%

Ann. -8.00% (Sharpe / Sortino numerator)

Volatility

5.94%

Sharpe ratio

-1.960

VaR 95%

-0.68%

CVaR 95%: -0.83%
Max drawdown: -4.79%
Sortino ratio: -2.780
Calmar ratio: -1.67

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

1.18%

Ann. -2.18% (Sharpe / Sortino numerator)

Volatility

5.10%

Sharpe ratio

-1.138

VaR 95%

-0.60%

CVaR 95%: -0.75%
Max drawdown: -4.79%
Sortino ratio: -1.637
Calmar ratio: -0.45

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

5.92%

Ann. 6.50% (Sharpe / Sortino numerator)

Volatility

5.66%

Sharpe ratio

0.508

VaR 95%

-0.49%

CVaR 95%: -0.80%
Max drawdown: -4.79%
Sortino ratio: 0.690
Calmar ratio: 1.36

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

14.28%

Ann. 7.41% (Sharpe / Sortino numerator)

Volatility

5.29%

Sharpe ratio

0.715

VaR 95%

-0.49%

CVaR 95%: -0.75%
Max drawdown: -4.79%
Sortino ratio: 0.986
Calmar ratio: 1.55

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

26.79%

Ann. 7.84% (Sharpe / Sortino numerator)

Volatility

5.69%

Sharpe ratio

0.740

VaR 95%

-0.54%

CVaR 95%: -0.77%
Max drawdown: -4.79%
Sortino ratio: 1.123
Calmar ratio: 1.64

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.023%

Best day

1.076%

31/03/2026
Worst day

-1.038%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $45.24 $45.39 $45.24 $45.33 38,300
01/06/2026 $45.30 $45.30 $45.20 $45.24 26,300
29/05/2026 $45.55 $45.63 $45.51 $45.56 10,100
28/05/2026 $45.42 $45.58 $45.36 $45.48 25,100
27/05/2026 $45.48 $45.62 $45.39 $45.45 15,000
26/05/2026 $45.50 $45.67 $45.32 $45.67 24,300
22/05/2026 $45.36 $45.40 $45.18 $45.26 20,900
21/05/2026 $45.21 $45.45 $45.20 $45.33 14,100
20/05/2026 $45.08 $45.35 $45.08 $45.30 11,700
19/05/2026 $45.14 $45.14 $44.94 $44.96 10,200