Summary
HYXU
Prices · period metrics · 12M
NAV as of 10/07/2026
02/04/2025 → 02/04/2026
Return 3.06% Volatility 7.07% Sharpe 0.96
Official loaded data — not a live quote.

iShares Inc. Euro High Yield Corporate Bond USD Hedged ETF

Symbol: HYXU

Exchange: BATS

Sector: Communication_Services

Category: High Yield Bond

Inception date: 03/04/2012

Latest date: 10/07/2026

Current price: $53.64

Expense ratio: 0.35%

Assets under management
$69.1M
0.04% 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

0.75%

Ann. -15.53% (Sharpe / Sortino numerator)

Volatility

7.11%

Sharpe ratio

-2.694

VaR 95%

-0.70%

CVaR 95%: -0.79%
Max drawdown: -2.65%
Sortino ratio: -4.567
Calmar ratio: -5.86

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

2.04%

Ann. -5.59% (Sharpe / Sortino numerator)

Volatility

4.75%

Sharpe ratio

-1.942

VaR 95%

-0.55%

CVaR 95%: -0.69%
Max drawdown: -3.84%
Sortino ratio: -2.485
Calmar ratio: -1.45

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

1.74%

Ann. -4.02% (Sharpe / Sortino numerator)

Volatility

4.61%

Sharpe ratio

-1.660

VaR 95%

-0.54%

CVaR 95%: -0.72%
Max drawdown: -3.84%
Sortino ratio: -2.051
Calmar ratio: -1.05

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

3.06%

Ann. 10.39% (Sharpe / Sortino numerator)

Volatility

7.07%

Sharpe ratio

0.955

VaR 95%

-0.66%

CVaR 95%: -0.98%
Max drawdown: -4.19%
Sortino ratio: 1.337
Calmar ratio: 2.48

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

19.63%

Ann. 8.74% (Sharpe / Sortino numerator)

Volatility

7.33%

Sharpe ratio

0.697

VaR 95%

-0.69%

CVaR 95%: -0.98%
Max drawdown: -8.23%
Sortino ratio: 1.062
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

28.54%

Ann. 8.74% (Sharpe / Sortino numerator)

Volatility

7.73%

Sharpe ratio

0.661

VaR 95%

-0.76%

CVaR 95%: -1.00%
Max drawdown: -8.23%
Sortino ratio: 1.054
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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 10/07/2025 - 10/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.013%

Best day

1.194%

01/08/2025
Worst day

-1.168%

28/07/2025
Days with data

246

Recent price history (last 90 days)

Date Open High Low Close Volume
10/07/2026 $53.62 $53.65 $53.62 $53.64 12,392
02/07/2026 $53.69 $53.69 $53.60 $53.65 17,128
01/07/2026 $53.56 $53.66 $53.54 $53.60 80,644
30/06/2026 $53.78 $53.86 $53.78 $53.86 23,773
29/06/2026 $53.70 $53.78 $53.70 $53.77 16,000
26/06/2026 $53.70 $53.75 $53.68 $53.71 10,215
25/06/2026 $53.73 $53.82 $53.73 $53.73 12,812
24/06/2026 $53.74 $53.75 $53.52 $53.66 21,021
23/06/2026 $53.72 $53.74 $53.65 $53.65 12,670
22/06/2026 $53.80 $53.80 $53.71 $53.72 51,002