Summary
HYXF
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 4.92% Volatility 9.01% Sharpe 0.21
Official loaded data — not a live quote.

ISHARES ESG ADVANCED HIGH YIELD CORPORATE BOND ETF

Symbol: HYXF

Exchange: NASDAQ

Sector: Communication_Services

Category: High Yield Bond

Inception date: 14/06/2016

Latest date: 16/07/2026

Current price: $46.48

Expense ratio: 0.35%

Assets under management
$205.4M
0.03% 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

-0.09%

Ann. -13.40% (Sharpe / Sortino numerator)

Volatility

7.29%

Sharpe ratio

-2.336

VaR 95%

-0.69%

CVaR 95%: -0.75%
Max drawdown: -2.40%
Sortino ratio: -5.995
Calmar ratio: -5.57

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

0.80%

Ann. -5.88% (Sharpe / Sortino numerator)

Volatility

4.73%

Sharpe ratio

-2.010

VaR 95%

-0.54%

CVaR 95%: -0.66%
Max drawdown: -3.55%
Sortino ratio: -2.753
Calmar ratio: -1.66

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

0.82%

Ann. -0.41% (Sharpe / Sortino numerator)

Volatility

4.12%

Sharpe ratio

-0.980

VaR 95%

-0.47%

CVaR 95%: -0.59%
Max drawdown: -3.55%
Sortino ratio: -1.367
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

4.92%

Ann. 5.49% (Sharpe / Sortino numerator)

Volatility

9.01%

Sharpe ratio

0.206

VaR 95%

-0.51%

CVaR 95%: -1.21%
Max drawdown: -4.81%
Sortino ratio: 0.214
Calmar ratio: 1.14

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

14.38%

Ann. 7.28% (Sharpe / Sortino numerator)

Volatility

7.09%

Sharpe ratio

0.514

VaR 95%

-0.45%

CVaR 95%: -0.89%
Max drawdown: -4.81%
Sortino ratio: 0.573
Calmar ratio: 1.51

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

26.83%

Ann. 7.87% (Sharpe / Sortino numerator)

Volatility

6.87%

Sharpe ratio

0.618

VaR 95%

-0.51%

CVaR 95%: -0.88%
Max drawdown: -4.81%
Sortino ratio: 0.758
Calmar ratio: 1.64

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.

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

0.019%

Best day

0.821%

31/03/2026
Worst day

-0.792%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $46.46 $46.50 $46.43 $46.48 5,700
15/07/2026 $46.53 $46.57 $46.45 $46.50 5,800
14/07/2026 $46.42 $46.44 $46.38 $46.42 4,000
13/07/2026 $46.40 $46.53 $46.30 $46.38 8,500
10/07/2026 $46.54 $46.54 $46.43 $46.47 4,100
09/07/2026 $46.50 $46.56 $46.49 $46.52 70,300
08/07/2026 $46.44 $46.57 $46.40 $46.47 5,800
07/07/2026 $46.67 $46.97 $46.52 $46.53 11,500
06/07/2026 $46.60 $46.61 $46.52 $46.59 18,500
02/07/2026 $46.57 $46.68 $46.40 $46.53 340,400