iShares Broad USD High Yield Corporate Bond ETF
Provider: iShares
The IShares Broad USD High Yield Corporate Bond ETF is an exchange-traded fund incorporated in the USA. The fund seeks to track the ICE BofA U.S. High Yield Constrained Index. The index is composed of U.S. dollar-denominated high yield corporate bonds.
| Annualised Return | 4.22% |
| Realised Volatility | 8.7% |
| Downside Volatility | 8.19% |
| Max Drawdown | -15.31% |
| Winning months | 63.22% |
| Sharpe Ratio | 0.49 |
| Sortino Ratio | 0.52 |
| Calmar Ratio | 0.28 |
| Viking Ratio | 0.17 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.39% | 0.24% | 1.24% | -1.16% | 1.68% | 0.42% | 2.29% | 1.55% | 1.56% | -0.85% | 1.65% | -0.91% | 8.33% |
| 2023 | 3.65% | -1.65% | 2.26% | 0.25% | -1.1% | 1.85% | 1.24% | 0.31% | -1.53% | -0.93% | 4.68% | 3.27% | 12.73% |
| 2022 | -2.86% | -0.71% | -1.34% | -4.22% | 1.68% | -7.26% | 6.64% | -3.89% | -3.85% | 3.16% | 3.37% | -1.64% | -11.18% |
| 2021 | -0.22% | 0.12% | 0.8% | 0.93% | 0.08% | 1.61% | 0.24% | 0.63% | -0.17% | -0.07% | -1.27% | 2.27% | 5.02% |
| 2020 | -0.15% | -1.08% | -11.76% | 4.88% | 3.59% | 0.6% | 5.23% | 0.37% | -0.88% | 0.61% | 3.5% | 2.23% | 6.17% |
| 2019 | 4.76% | 1.36% | 1.08% | 1.26% | -1.63% | 2.94% | 0.23% | 0.72% | 0.49% | -0.15% | 0.17% | 2.3% | 14.24% |
| 2018 | 0.53% | -0.77% | -0.53% | -0.04% | 0.38% | 0.07% | 1.23% | 0.71% | 0.43% | -1.67% | -0.94% | -1.8% | -2.41% |
| 2017 | 0.36% | -0.38% | 0.46% | 0.44% |