iShares HYG Premium Income+ ETF
Symbol: HYGW
Exchange: BATS
Sector: Utilities
Category: High Yield Bond
Inception date: 18/08/2022
Latest date: 15/10/2026
Current price: $28.03
Expense ratio: 0.69%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.23%
Ann. -20.37% (Sharpe / Sortino numerator)
Volatility
7.06%
Sharpe ratio
-3.401
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
-0.74%
Ann. -7.47% (Sharpe / Sortino numerator)
Volatility
4.73%
Sharpe ratio
-2.349
VaR 95%
-0.56%
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
1.04%
Ann. -0.47% (Sharpe / Sortino numerator)
Volatility
3.95%
Sharpe ratio
-1.039
VaR 95%
-0.41%
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
3.31%
Ann. 3.09% (Sharpe / Sortino numerator)
Volatility
4.51%
Sharpe ratio
-0.120
VaR 95%
-0.39%
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
6.98%
Ann. 4.23% (Sharpe / Sortino numerator)
Volatility
3.83%
Sharpe ratio
0.156
VaR 95%
-0.31%
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
16.79%
Ann. 4.89% (Sharpe / Sortino numerator)
Volatility
3.75%
Sharpe ratio
0.336
VaR 95%
-0.33%
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
0.013%
Best day
0.58%
Worst day
-0.646%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $27.93 | $28.05 | $27.91 | $28.03 | 36,300 |
| 14/10/2026 | $27.89 | $27.90 | $27.86 | $27.87 | 48,000 |
| 13/10/2026 | $28.02 | $28.02 | $27.96 | $28.02 | 13,400 |
| 12/10/2026 | $27.96 | $28.10 | $27.96 | $28.08 | 26,400 |
| 09/10/2026 | $28.00 | $28.05 | $27.97 | $28.05 | 17,700 |
| 08/10/2026 | $28.00 | $28.02 | $27.93 | $28.00 | 55,600 |
| 07/10/2026 | $28.04 | $28.04 | $27.94 | $27.99 | 7,900 |
| 06/10/2026 | $28.07 | $28.08 | $28.02 | $28.04 | 17,500 |
| 05/10/2026 | $27.86 | $27.93 | $27.86 | $27.92 | 21,400 |
| 02/10/2026 | $27.98 | $28.02 | $27.86 | $27.89 | 34,100 |