ISHARES HIGH YIELD SYSTEMATIC BOND ETF
Symbol: HYDB
Exchange: BATS
Sector: Realestate
Category: High Yield Bond
Inception date: 11/07/2017
Latest date: 16/07/2026
Current price: $46.57
Expense ratio: 0.35%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.09%
Ann. -16.09% (Sharpe / Sortino numerator)
Volatility
7.50%
Sharpe ratio
-2.629
VaR 95%
-0.67%
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
0.83%
Ann. -5.59% (Sharpe / Sortino numerator)
Volatility
4.93%
Sharpe ratio
-1.871
VaR 95%
-0.64%
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.
Period total return
1.20%
Ann. -0.31% (Sharpe / Sortino numerator)
Volatility
4.27%
Sharpe ratio
-0.923
VaR 95%
-0.49%
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
5.80%
Ann. 5.13% (Sharpe / Sortino numerator)
Volatility
5.95%
Sharpe ratio
0.253
VaR 95%
-0.54%
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
13.78%
Ann. 6.99% (Sharpe / Sortino numerator)
Volatility
5.17%
Sharpe ratio
0.650
VaR 95%
-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
28.10%
Ann. 8.61% (Sharpe / Sortino numerator)
Volatility
5.47%
Sharpe ratio
0.911
VaR 95%
-0.52%
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
0.955%
Worst day
-0.902%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $46.53 | $46.57 | $46.52 | $46.57 | 345,300 |
| 15/07/2026 | $46.53 | $46.59 | $46.53 | $46.56 | 118,900 |
| 14/07/2026 | $46.51 | $46.53 | $46.45 | $46.48 | 116,200 |
| 13/07/2026 | $46.50 | $46.51 | $46.36 | $46.39 | 135,800 |
| 10/07/2026 | $46.56 | $46.57 | $46.45 | $46.50 | 99,600 |
| 09/07/2026 | $46.53 | $46.60 | $46.52 | $46.56 | 103,100 |
| 08/07/2026 | $46.48 | $46.51 | $46.43 | $46.50 | 113,900 |
| 07/07/2026 | $46.60 | $46.61 | $46.54 | $46.54 | 113,600 |
| 06/07/2026 | $46.58 | $46.64 | $46.55 | $46.62 | 243,300 |
| 02/07/2026 | $46.60 | $46.60 | $46.53 | $46.57 | 160,100 |