ISHARES HIGH YIELD SYSTEMATIC BOND ETF
Symbol: HYDB
Exchange: BATS
Sector: Realestate
Category: High Yield Bond
Inception date: 11/07/2017
Latest date: 15/10/2026
Current price: $44.73
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
-1.75%
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
-2.24%
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
-1.70%
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
0.88%
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
7.38%
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
26.57%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.004%
Best day
0.955%
Worst day
-0.902%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $44.57 | $44.74 | $44.56 | $44.73 | 280,800 |
| 14/10/2026 | $44.67 | $44.67 | $44.56 | $44.60 | 137,100 |
| 13/10/2026 | $44.91 | $44.91 | $44.74 | $44.81 | 161,900 |
| 12/10/2026 | $44.93 | $45.03 | $44.90 | $44.98 | 340,500 |
| 09/10/2026 | $44.93 | $44.93 | $44.85 | $44.90 | 698,400 |
| 08/10/2026 | $44.79 | $44.88 | $44.78 | $44.88 | 114,000 |
| 07/10/2026 | $44.80 | $44.90 | $44.73 | $44.88 | 320,400 |
| 06/10/2026 | $44.94 | $44.97 | $44.87 | $44.95 | 242,400 |
| 05/10/2026 | $44.72 | $44.78 | $44.67 | $44.78 | 126,200 |
| 02/10/2026 | $44.90 | $44.94 | $44.69 | $44.73 | 232,800 |