iShares iBoxx $ High Yield Corporate Bond ETF (HYG) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares iBoxx $ High Yield Corporate Bond ETF (HYG): 1Y return 4.6%, Sharpe ratio 1.18, volatility 3.7%, max drawdown -2.3%. A ETF in the Fixed Income asset class. Compare HYG with other assets and invest through your own broker with pfolio.
iShares iBoxx $ High Yield Corporate Bond ETF (HYG) Overview
- Type: ETF
- Asset Class: Fixed Income
- Region: Americas
- Country: US (Developed)
- Currency: USD
HYG Performance
- MTD
- Return: 1.0%, Sharpe: 5.05, Volatility: 2.6%, Max Drawdown: -0.3%
- YTD
- Return: 2.5%, Sharpe: 0.94, Volatility: 4.0%, Max Drawdown: -2.3%
- 1Y
- Return: 4.6%, Sharpe: 1.18, Volatility: 3.7%, Max Drawdown: -2.3%
- 5Y
- Return: 20.0%, Sharpe: 0.51, Volatility: 7.4%, Max Drawdown: -15.8%
- 10Y
- Return: 56.6%, Sharpe: 0.58, Volatility: 8.1%, Max Drawdown: -22.0%
Frequently Asked Questions
- What is iShares iBoxx $ High Yield Corporate Bond ETF (HYG)?
- iShares iBoxx $ High Yield Corporate Bond ETF (HYG) is a ETF in the Fixed Income asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does HYG compare to other assets?
- You can compare HYG with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in HYG through pfolio?
- pfolio helps you build diversified portfolios that may include HYG. You invest through your own broker — pfolio provides the analytics.