Summary
HYGW
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 6.29% Volatility 4.51% Sharpe -0.12
Official loaded data — not a live quote.

ISHARES HIGH YIELD CORPORATE BOND BUYWRITE STRATEGY ETF

Symbol: HYGW

Exchange: BATS

Sector: Utilities

Category: High Yield Bond

Inception date: 18/08/2022

Latest date: 16/07/2026

Current price: $28.97

Expense ratio: 0.69%

Assets under management
$109.8M
-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

0.46%

Ann. -20.37% (Sharpe / Sortino numerator)

Volatility

7.06%

Sharpe ratio

-3.401

VaR 95%

-0.64%

CVaR 95%: -0.99%
Max drawdown: -2.86%
Sortino ratio: -4.472
Calmar ratio: -7.11

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

1.67%

Ann. -7.47% (Sharpe / Sortino numerator)

Volatility

4.73%

Sharpe ratio

-2.349

VaR 95%

-0.56%

CVaR 95%: -0.78%
Max drawdown: -4.00%
Sortino ratio: -2.499
Calmar ratio: -1.87

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

2.33%

Ann. -0.47% (Sharpe / Sortino numerator)

Volatility

3.95%

Sharpe ratio

-1.039

VaR 95%

-0.41%

CVaR 95%: -0.65%
Max drawdown: -4.00%
Sortino ratio: -1.120
Calmar ratio: -0.12

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

6.29%

Ann. 3.09% (Sharpe / Sortino numerator)

Volatility

4.51%

Sharpe ratio

-0.120

VaR 95%

-0.39%

CVaR 95%: -0.77%
Max drawdown: -4.00%
Sortino ratio: -0.120
Calmar ratio: 0.77

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

11.51%

Ann. 4.23% (Sharpe / Sortino numerator)

Volatility

3.83%

Sharpe ratio

0.156

VaR 95%

-0.31%

CVaR 95%: -0.61%
Max drawdown: -4.00%
Sortino ratio: 0.169
Calmar ratio: 1.06

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

17.13%

Ann. 4.89% (Sharpe / Sortino numerator)

Volatility

3.75%

Sharpe ratio

0.336

VaR 95%

-0.33%

CVaR 95%: -0.61%
Max drawdown: -4.00%
Sortino ratio: 0.373
Calmar ratio: 1.22

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

0.024%

Best day

0.648%

22/08/2025
Worst day

-0.646%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $28.98 $29.02 $28.97 $28.97 7,000
15/07/2026 $29.01 $29.01 $28.97 $28.99 37,500
14/07/2026 $28.88 $28.95 $28.86 $28.94 15,500
13/07/2026 $28.91 $28.95 $28.84 $28.86 18,700
10/07/2026 $28.97 $28.97 $28.94 $28.97 14,600
09/07/2026 $28.97 $28.98 $28.95 $28.97 10,000
08/07/2026 $28.90 $28.95 $28.88 $28.91 86,800
07/07/2026 $29.00 $29.00 $28.93 $28.93 30,200
06/07/2026 $28.90 $28.97 $28.90 $28.96 28,200
02/07/2026 $28.98 $28.98 $28.91 $28.92 32,500