Summary
USHY
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 6.23% Volatility 5.56% Sharpe 0.43
Official loaded data — not a live quote.

ISHARES BROAD USD HIGH YIELD CORPORATE BOND ETF

Symbol: USHY

Exchange: BATS

Sector: Energy

Category: High Yield Bond

Inception date: 25/10/2017

Latest date: 16/07/2026

Current price: $36.92

Expense ratio: 0.08%

Assets under management
$28.5B
0.08% 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

0.26%

Ann. -11.43% (Sharpe / Sortino numerator)

Volatility

7.32%

Sharpe ratio

-2.058

VaR 95%

-0.62%

CVaR 95%: -0.77%
Max drawdown: -2.44%
Sortino ratio: -4.228
Calmar ratio: -4.68

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

1.02%

Ann. -4.36% (Sharpe / Sortino numerator)

Volatility

4.88%

Sharpe ratio

-1.637

VaR 95%

-0.59%

CVaR 95%: -0.71%
Max drawdown: -3.56%
Sortino ratio: -2.219
Calmar ratio: -1.23

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

1.57%

Ann. 0.20% (Sharpe / Sortino numerator)

Volatility

4.13%

Sharpe ratio

-0.829

VaR 95%

-0.45%

CVaR 95%: -0.61%
Max drawdown: -3.56%
Sortino ratio: -1.136
Calmar ratio: 0.06

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

6.23%

Ann. 6.04% (Sharpe / Sortino numerator)

Volatility

5.56%

Sharpe ratio

0.433

VaR 95%

-0.46%

CVaR 95%: -0.85%
Max drawdown: -3.56%
Sortino ratio: 0.521
Calmar ratio: 1.70

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

14.93%

Ann. 7.40% (Sharpe / Sortino numerator)

Volatility

4.87%

Sharpe ratio

0.775

VaR 95%

-0.39%

CVaR 95%: -0.70%
Max drawdown: -4.67%
Sortino ratio: 1.002
Calmar ratio: 1.59

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

28.08%

Ann. 8.13% (Sharpe / Sortino numerator)

Volatility

5.26%

Sharpe ratio

0.855

VaR 95%

-0.47%

CVaR 95%: -0.72%
Max drawdown: -4.67%
Sortino ratio: 1.227
Calmar ratio: 1.74

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

0.987%

31/03/2026
Worst day

-0.922%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $36.89 $36.93 $36.88 $36.92 9,204,300
15/07/2026 $36.88 $36.94 $36.88 $36.91 5,861,700
14/07/2026 $36.87 $36.88 $36.82 $36.86 9,462,700
13/07/2026 $36.83 $36.89 $36.77 $36.80 4,592,700
10/07/2026 $36.91 $36.92 $36.84 $36.87 4,960,300
09/07/2026 $36.89 $36.95 $36.87 $36.90 5,030,100
08/07/2026 $36.84 $36.87 $36.80 $36.86 10,680,700
07/07/2026 $36.94 $36.97 $36.89 $36.93 13,828,100
06/07/2026 $36.89 $36.98 $36.89 $36.96 7,045,000
02/07/2026 $36.90 $36.93 $36.88 $36.89 16,660,300