Summary
GHYG
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 4.71% 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: 16/07/2026

Current price: $45.26

Expense ratio: 0.40%

Assets under management
$199.0M
-0.02% 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

0.20%

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

0.60%

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

0.91%

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

4.71%

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

14.80%

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

26.39%

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.019%

Best day

1.075%

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
16/07/2026 $45.27 $45.29 $45.19 $45.26 14,800
15/07/2026 $45.27 $45.35 $45.24 $45.29 13,200
14/07/2026 $45.27 $45.29 $45.19 $45.20 12,100
13/07/2026 $45.18 $45.18 $45.02 $45.13 14,600
10/07/2026 $45.28 $45.28 $45.13 $45.14 13,200
09/07/2026 $45.18 $45.26 $45.11 $45.23 6,300
08/07/2026 $45.07 $45.08 $45.00 $45.08 7,200
07/07/2026 $45.30 $45.30 $45.08 $45.09 11,600
06/07/2026 $45.20 $45.20 $45.07 $45.17 235,700
02/07/2026 $45.16 $45.16 $44.96 $44.98 171,600