Summary
HYGH
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 7.35% Volatility 7.20% Sharpe 0.38
Official loaded data — not a live quote.

ISHARES INTEREST RATE HEDGED HIGH YIELD BOND ETF

Symbol: HYGH

Exchange: NYSE

Sector: Utilities

Category: High Yield Bond

Inception date: 27/05/2014

Latest date: 16/07/2026

Current price: $86.54

Expense ratio: 0.52%

Assets under management
$549.6M
0.10% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

0.56%

Ann. -2.25% (Sharpe / Sortino numerator)

Volatility

6.08%

Sharpe ratio

-0.968

VaR 95%

-0.56%

CVaR 95%: -0.58%
Max drawdown: -1.50%
Sortino ratio: -1.918
Calmar ratio: -1.50

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

1.93%

Ann. -1.16% (Sharpe / Sortino numerator)

Volatility

4.75%

Sharpe ratio

-1.007

VaR 95%

-0.53%

CVaR 95%: -0.60%
Max drawdown: -2.72%
Sortino ratio: -1.594
Calmar ratio: -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

2.87%

Ann. 2.24% (Sharpe / Sortino numerator)

Volatility

4.32%

Sharpe ratio

-0.321

VaR 95%

-0.45%

CVaR 95%: -0.59%
Max drawdown: -2.72%
Sortino ratio: -0.503
Calmar ratio: 0.83

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

7.35%

Ann. 6.34% (Sharpe / Sortino numerator)

Volatility

7.20%

Sharpe ratio

0.376

VaR 95%

-0.45%

CVaR 95%: -1.05%
Max drawdown: -4.07%
Sortino ratio: 0.356
Calmar ratio: 1.56

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

16.51%

Ann. 7.23% (Sharpe / Sortino numerator)

Volatility

6.07%

Sharpe ratio

0.592

VaR 95%

-0.42%

CVaR 95%: -0.87%
Max drawdown: -8.06%
Sortino ratio: 0.596
Calmar ratio: 0.90

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

30.38%

Ann. 9.11% (Sharpe / Sortino numerator)

Volatility

5.71%

Sharpe ratio

0.960

VaR 95%

-0.45%

CVaR 95%: -0.78%
Max drawdown: -8.06%
Sortino ratio: 1.051
Calmar ratio: 1.13

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

0.029%

Best day

0.979%

31/03/2026
Worst day

-0.79%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $86.45 $86.80 $86.45 $86.54 72,600
15/07/2026 $86.46 $86.72 $86.42 $86.52 58,800
14/07/2026 $86.55 $86.74 $86.26 $86.42 81,000
13/07/2026 $86.43 $86.58 $86.39 $86.48 139,500
10/07/2026 $86.48 $86.54 $86.38 $86.45 38,600
09/07/2026 $86.56 $86.60 $86.44 $86.49 38,000
08/07/2026 $86.40 $86.51 $86.35 $86.47 44,800
07/07/2026 $86.50 $86.52 $86.29 $86.47 43,900
06/07/2026 $86.39 $86.53 $86.29 $86.47 41,300
02/07/2026 $86.41 $86.57 $86.29 $86.39 81,600