In the last 30 Years, the iShares iBoxx $ High Yield Corporate Bond (HYG) ETF obtained a 6.00% compound annual return, with a 8.42% standard deviation.
In 2021, the ETF granted a 4.08% dividend yield. If you are interested in getting periodic income, please refer to the iShares iBoxx $ High Yield Corporate Bond (HYG) ETF: Dividend Yield page.
The ETF is related to the following investment themes:
- Asset Class: Bond
- Region: North America
- Country: U.S.
- Bond - Duration: Intermediate-Term
The iShares iBoxx $ High Yield Corporate Bond (HYG) ETF is part of the following Lazy Portfolios:
Portfolio Name | Author | HYG Weight |
---|---|---|
Edge Select Moderately Conservative | Merrill Lynch | 5.0% |
Edge Select Conservative | Merrill Lynch | 4.0% |
Edge Select Moderate | Merrill Lynch | 4.0% |
Edge Select Moderately Aggressive | Merrill Lynch | 3.0% |
Edge Select Aggressive | Merrill Lynch | 1.0% |
Conservative Income | Charles Schwab | 7.0% |
Family Taxable Portfolio | Ted Aronson | 5.0% |
Gone Fishin' Portfolio | Alexander Green | 10.0% |
Dynamic 40/60 Income | 20.0% | |
Dynamic 60/40 Income | 20.0% | |
Aggressive Global Income | 20.0% | |
High Yield Bonds Income | 25.0% |
Historical Returns as of Apr 30, 2022
Historical returns and stats of iShares iBoxx $ High Yield Corporate Bond (HYG) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.
Period | Return (%) as of Apr 2022 |
Return (%) Infl.Adj. |
Standard Deviation (%) |
Max Drawdown (%) |
Months Pos - Neg |
---|---|---|---|---|---|
1M
Apr 2022
|
-4.18
|
-4.50
|
-4.18
Apr 2022 - Apr 2022
|
0 - 1
|
|
3M
|
-6.23
|
-8.41
|
-6.23
Feb 2022 - Apr 2022
|
0 - 3
|
|
6M
|
-7.72
|
-11.58
|
-8.72
Jan 2022 - Apr 2022
|
1 - 5
|
|
YTD
|
-8.72
|
-11.42
|
-8.72
Jan 2022 - Apr 2022
|
0 - 4
|
|
1Y
|
-6.44
|
-13.55
|
5.69
|
-8.72
Jan 2022 - Apr 2022
|
5 - 7
42% pos
|
3Y(*)
|
1.28
|
-2.80
|
8.81
|
-11.61
Jan 2020 - Mar 2020
|
19 - 17
53% pos
|
5Y(*)
|
2.61
|
-0.77
|
7.41
|
-11.61
Jan 2020 - Mar 2020
|
37 - 23
62% pos
|
10Y(*)
|
3.89
|
1.52
|
6.66
|
-11.61
Jan 2020 - Mar 2020
|
78 - 42
65% pos
|
15Y(*)
|
4.36
|
2.04
|
10.72
|
-30.85
Jun 2007 - Nov 2008
|
114 - 66
63% pos
|
20Y(*)
|
5.19
|
2.71
|
9.59
|
-30.85
Jun 2007 - Nov 2008
|
159 - 81
66% pos
|
25Y(*)
|
5.07
|
2.62
|
8.98
|
-30.85
Jun 2007 - Nov 2008
|
199 - 101
66% pos
|
30Y(*)
|
6.00
|
3.46
|
8.42
|
-30.85
Jun 2007 - Nov 2008
|
249 - 111
69% pos
|
MAX(*)
01 Jan 1979
|
7.56
|
4.03
|
8.35
|
-30.85
Jun 2007 - Nov 2008
|
369 - 151
71% pos
|
US Inflation is updated to Apr 2022. Current inflation (annualized) is 1Y: 8.22% , 5Y: 3.40% , 10Y: 2.33% , 30Y: 2.46%
ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.
Capital Growth as of Apr 30, 2022
Capital growth, returns, stats are calculated assuming a reinvestment of dividends.
If you are interested in getting periodic income, please refer to the iShares iBoxx $ High Yield Corporate Bond (HYG) ETF: Dividend Yield page.
The Inflation Adjusted Capital now would be 2770.99$, with a net total return of 177.10% (3.46% annualized).
The Inflation Adjusted Capital now would be 5530.26$, with a net total return of 453.03% (4.03% annualized).
Drawdowns
Worst drawdowns since May 1992.
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-30.85% | Jun 2007 | Nov 2008 | 18 | Nov 2009 | 12 | 30 |
-11.61% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 |
-9.47% | Jun 2015 | Jan 2016 | 8 | Jul 2016 | 6 | 14 |
-8.72% | Jan 2022 | Apr 2022 | 4 | in progress | 4 | |
-8.09% | Jun 2011 | Sep 2011 | 4 | Dec 2011 | 3 | 7 |
-6.93% | May 2002 | Jul 2002 | 3 | Jan 2003 | 6 | 9 |
-6.83% | Feb 1994 | Apr 1994 | 3 | Feb 1995 | 10 | 13 |
-6.46% | Sep 2000 | Nov 2000 | 3 | Jan 2001 | 2 | 5 |
-6.03% | Mar 2001 | Sep 2001 | 7 | Apr 2002 | 7 | 14 |
-4.68% | May 2010 | May 2010 | 1 | Jul 2010 | 2 | 3 |
-4.41% | Oct 2018 | Dec 2018 | 3 | Jan 2019 | 1 | 4 |
-4.22% | May 2013 | Jun 2013 | 2 | Oct 2013 | 4 | 6 |
-3.90% | Aug 1998 | Oct 1998 | 3 | Nov 1998 | 1 | 4 |
-3.22% | May 2012 | May 2012 | 1 | Jun 2012 | 1 | 2 |
-3.21% | Mar 2005 | Apr 2005 | 2 | Jul 2005 | 3 | 5 |
-3.02% | May 1999 | Aug 1999 | 4 | Jul 2000 | 11 | 15 |
-2.91% | Jul 2014 | Dec 2014 | 6 | May 2015 | 5 | 11 |
-2.50% | Oct 1992 | Oct 1992 | 1 | Dec 1992 | 2 | 3 |
-2.24% | Apr 2004 | May 2004 | 2 | Jul 2004 | 2 | 4 |
-1.93% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
Worst drawdowns since January 1979.
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-30.85% | Jun 2007 | Nov 2008 | 18 | Nov 2009 | 12 | 30 |
-12.50% | Aug 1990 | Oct 1990 | 3 | Apr 1991 | 6 | 9 |
-11.61% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 |
-9.47% | Jun 2015 | Jan 2016 | 8 | Jul 2016 | 6 | 14 |
-9.27% | Sep 1979 | Mar 1980 | 7 | May 1980 | 2 | 9 |
-8.72% | Jan 2022 | Apr 2022 | 4 | in progress | 4 | |
-8.32% | Apr 1987 | Oct 1987 | 7 | Jan 1988 | 3 | 10 |
-8.09% | Jun 2011 | Sep 2011 | 4 | Dec 2011 | 3 | 7 |
-7.74% | Feb 1984 | May 1984 | 4 | Sep 1984 | 4 | 8 |
-7.30% | Jul 1981 | Sep 1981 | 3 | Nov 1981 | 2 | 5 |
-7.14% | Sep 1989 | Feb 1990 | 6 | Jul 1990 | 5 | 11 |
-6.93% | May 2002 | Jul 2002 | 3 | Jan 2003 | 6 | 9 |
-6.83% | Feb 1994 | Apr 1994 | 3 | Feb 1995 | 10 | 13 |
-6.46% | Sep 2000 | Nov 2000 | 3 | Jan 2001 | 2 | 5 |
-6.03% | Mar 2001 | Sep 2001 | 7 | Apr 2002 | 7 | 14 |
-4.68% | Jul 1980 | Sep 1980 | 3 | Jun 1981 | 9 | 12 |
-4.68% | May 2010 | May 2010 | 1 | Jul 2010 | 2 | 3 |
-4.41% | Oct 2018 | Dec 2018 | 3 | Jan 2019 | 1 | 4 |
-4.35% | Dec 1981 | Jan 1982 | 2 | Apr 1982 | 3 | 5 |
-4.22% | May 2013 | Jun 2013 | 2 | Oct 2013 | 4 | 6 |
Rolling Returns ( more details)
iShares iBoxx $ High Yield Corporate Bond (HYG) ETF: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
8.18 |
44.82 Dec 2008 - Nov 2009 |
-29.10 Dec 2007 - Nov 2008 |
14.54% |
2 Years |
8.08 |
28.82 Mar 2009 - Feb 2011 |
-14.75 Dec 2006 - Nov 2008 |
6.64% |
3 Years |
8.10 |
21.42 Nov 1990 - Oct 1993 |
-7.69 Dec 2005 - Nov 2008 |
2.27% |
5 Years |
8.01 |
19.83 Oct 1981 - Sep 1986 |
-2.36 Dec 2003 - Nov 2008 |
1.08% |
7 Years |
7.90 |
16.51 Oct 1981 - Sep 1988 |
0.42 Dec 2001 - Nov 2008 |
0.00% |
10 Years |
7.77 |
13.36 Oct 1981 - Sep 1991 |
0.80 Dec 1998 - Nov 2008 |
0.00% |
15 Years |
7.58 |
12.86 Oct 1981 - Sep 1996 |
3.43 Dec 1993 - Nov 2008 |
0.00% |
20 Years |
7.42 |
11.01 Apr 1980 - Mar 2000 |
4.93 Apr 2000 - Mar 2020 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the iShares iBoxx $ High Yield Corporate Bond (HYG) ETF: Rolling Returns page.
Seasonality
iShares iBoxx $ High Yield Corporate Bond (HYG) ETF: in which months is it better to invest?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Win % |
1.00 73% |
0.55 70% |
0.14 59% |
1.26 77% |
0.38 67% |
0.64 72% |
0.93 81% |
0.40 70% |
-0.18 60% |
0.32 67% |
0.86 72% |
1.35 81% |
Best Year |
4.9 2019 |
5.3 1991 |
3.6 1991 |
13.8 2009 |
5.5 1980 |
4.7 2012 |
6.9 2009 |
8.2 1982 |
5.8 2009 |
8.5 2011 |
13.5 1981 |
16.8 2008 |
Worst Year |
-2.7 2022 |
-9.7 2009 |
-10.0 2020 |
-4.2 2022 |
-4.7 2010 |
-3.7 2008 |
-3.8 2002 |
-5.0 1990 |
-10.7 2008 |
-11.5 2008 |
-7.1 2008 |
-3.6 1981 |
Monthly/Yearly Returns
iShares iBoxx $ High Yield Corporate Bond (HYG) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2022 |
-8.72 | -11.42 | -2.7 | -0.9 | -1.3 | -4.2 | ||||||||
2021 |
+3.75 | -3.13 | -0.4 | -0.2 | 1.2 | 0.6 | 0.0 | 1.3 | 0.1 | 0.6 | -0.4 | -0.3 | -1.2 | 2.3 |
2020 |
+4.48 | +3.16 | -0.5 | -1.3 | -10.0 | 4.9 | 3.0 | -0.6 | 5.1 | 0.0 | -0.9 | 0.4 | 3.4 | 2.0 |
2019 |
+14.09 | +11.57 | 4.9 | 1.2 | 1.3 | 1.0 | -1.9 | 3.2 | 0.2 | 0.7 | 0.4 | 0.0 | 0.6 | 1.9 |
2018 |
-2.03 | -3.87 | 0.0 | -0.9 | -0.2 | 0.5 | 0.1 | 0.1 | 1.7 | 0.7 | 0.5 | -2.0 | -0.4 | -2.1 |
2017 |
+6.07 | +3.86 | 0.9 | 1.5 | -0.1 | 0.8 | 1.0 | 0.1 | 1.0 | 0.1 | 0.6 | 0.1 | -0.4 | 0.2 |
2016 |
+13.41 | +11.13 | -1.6 | 1.5 | 2.5 | 3.1 | 0.2 | 1.8 | 1.3 | 2.0 | 1.1 | -1.0 | 0.0 | 1.8 |
2015 |
-5.03 | -5.63 | 0.7 | 2.2 | -0.9 | 0.9 | 0.4 | -1.9 | -0.5 | -1.5 | -3.0 | 3.2 | -2.5 | -2.0 |
2014 |
+1.90 | +1.24 | 0.4 | 2.3 | -0.1 | 0.4 | 1.2 | 0.6 | -2.4 | 2.4 | -2.0 | 1.1 | -1.1 | -0.8 |
2013 |
+5.75 | +4.18 | 0.3 | 0.9 | 0.9 | 2.1 | -2.6 | -1.7 | 2.9 | -1.3 | 0.8 | 2.5 | 0.5 | 0.4 |
2012 |
+11.66 | +9.73 | 1.5 | 2.1 | -1.0 | 1.1 | -3.2 | 4.7 | 1.0 | 1.2 | 0.5 | 0.8 | 1.1 | 1.4 |
2011 |
+6.77 | +3.60 | 1.7 | 1.4 | 0.0 | 1.6 | 0.1 | -0.6 | 0.4 | -2.7 | -5.3 | 8.5 | -2.4 | 4.5 |
2010 |
+11.89 | +10.31 | -1.8 | 1.9 | 2.1 | 1.9 | -4.7 | 1.1 | 5.1 | -1.0 | 3.6 | 1.8 | -1.3 | 2.8 |
2009 |
+28.57 | +25.05 | -1.0 | -9.7 | 1.9 | 13.8 | 2.9 | 3.3 | 6.9 | -1.7 | 5.8 | -0.5 | 1.7 | 3.7 |
2008 |
-17.58 | -17.56 | -1.8 | -1.9 | 0.9 | 3.4 | -0.5 | -3.7 | 0.6 | -0.9 | -10.7 | -11.5 | -7.1 | 16.8 |
2007 |
+2.04 | -1.98 | 0.6 | 1.5 | 0.1 | 1.2 | 0.6 | -2.3 | -3.3 | 1.8 | 2.8 | 0.5 | -1.9 | 0.5 |
2006 |
+8.24 | +5.57 | 0.9 | 0.7 | 0.0 | 0.3 | -0.4 | -0.4 | 0.8 | 1.4 | 1.2 | 0.9 | 1.6 | 0.9 |
2005 |
+2.77 | -0.55 | -0.2 | 1.2 | -2.7 | -0.5 | 1.9 | 1.2 | 0.9 | 0.3 | -0.6 | -0.5 | 0.9 | 0.9 |
2004 |
+8.52 | +5.01 | 0.9 | 0.3 | 0.8 | -0.7 | -1.6 | 1.3 | 1.1 | 1.9 | 1.2 | 1.7 | 0.3 | 1.1 |
2003 |
+17.20 | +14.86 | 1.6 | 1.3 | 1.4 | 3.6 | 0.3 | 1.9 | -1.6 | 0.8 | 2.1 | 1.5 | 1.1 | 2.1 |
2002 |
+1.73 | -0.73 | 0.7 | -0.8 | 1.3 | 1.5 | -0.4 | -2.9 | -3.8 | 2.0 | -1.4 | 0.2 | 4.4 | 1.1 |
2001 |
+2.90 | +1.28 | 4.8 | 0.7 | -1.3 | -0.1 | 0.8 | -2.8 | 1.2 | 0.9 | -4.8 | 1.6 | 2.8 | -0.7 |
2000 |
-0.88 | -4.17 | -0.8 | 0.1 | -0.9 | 0.7 | -1.2 | 2.5 | 1.2 | 1.6 | -1.4 | -1.8 | -3.5 | 2.7 |
1999 |
+2.49 | -0.18 | 1.6 | -0.6 | 0.8 | 1.3 | -1.5 | -0.6 | 0.1 | -1.0 | 0.0 | 0.1 | 1.7 | 0.7 |
1998 |
+5.62 | +3.95 | 1.9 | 0.5 | 0.7 | 0.3 | 0.6 | 0.6 | 0.8 | -3.9 | 1.6 | -1.6 | 4.2 | 0.0 |
1997 |
+11.91 | +10.04 | 0.7 | 1.4 | -1.9 | 1.1 | 2.6 | 1.2 | 2.4 | -0.1 | 1.6 | 0.4 | 0.7 | 1.3 |
1996 |
+9.55 | +5.97 | 1.2 | 0.1 | -0.9 | -0.2 | 0.4 | 0.2 | 1.0 | 1.4 | 2.0 | 0.8 | 2.0 | 1.1 |
1995 |
+19.15 | +16.21 | 1.4 | 2.9 | 0.9 | 2.4 | 2.5 | 0.5 | 1.5 | 0.5 | 1.2 | 1.4 | 0.9 | 1.6 |
1994 |
-1.71 | -4.20 | 2.2 | -0.9 | -4.4 | -1.6 | 0.1 | 0.8 | 0.9 | 0.9 | -0.1 | 0.1 | -1.0 | 1.5 |
1993 |
+18.24 | +15.01 | 2.8 | 2.2 | 1.5 | 0.9 | 1.3 | 2.3 | 0.9 | 1.1 | 0.4 | 2.6 | 0.0 | 1.0 |
1992 |
+14.24 | +10.95 | 2.4 | 1.7 | 0.7 | 0.6 | 1.5 | 1.2 | 2.2 | 1.2 | 1.2 | -2.5 | 1.9 | 1.3 |
1991 |
+29.01 | +25.27 | 0.6 | 5.3 | 3.6 | 3.1 | 0.5 | 1.8 | 2.4 | 1.7 | 1.8 | 2.3 | 1.0 | 1.6 |
1990 |
-5.85 | -11.39 | -2.1 | -1.8 | 1.6 | 0.2 | 2.4 | 1.6 | 1.9 | -5.0 | -6.1 | -2.0 | 2.3 | 1.3 |
1989 |
+1.89 | -2.63 | 1.6 | 0.5 | -0.5 | -0.4 | 1.8 | 1.7 | 0.3 | 0.3 | -1.3 | -1.9 | 0.3 | -0.5 |
1988 |
+13.56 | +8.76 | 3.5 | 3.0 | -0.4 | 0.6 | -0.1 | 2.0 | 1.0 | 0.2 | 0.9 | 1.0 | 0.3 | 0.8 |
1987 |
+2.65 | -1.61 | 3.7 | 1.9 | 0.7 | -2.9 | -1.0 | 1.7 | 0.3 | 0.6 | -3.7 | -3.5 | 3.1 | 2.1 |
1986 |
+16.86 | +15.49 | 0.9 | 4.0 | 2.0 | 1.4 | 0.9 | 1.2 | 0.1 | 1.7 | 0.2 | 2.5 | 0.4 | 0.4 |
1985 |
+21.99 | +17.53 | 3.5 | 0.1 | 0.5 | 1.4 | 4.1 | 1.7 | 0.3 | 1.3 | 0.9 | 0.5 | 2.6 | 3.2 |
1984 |
+7.74 | +3.55 | 2.4 | -1.3 | -1.0 | -1.8 | -3.9 | 1.1 | 3.2 | 1.3 | 2.7 | 3.7 | 1.0 | 0.3 |
1983 |
+15.87 | +11.64 | 3.6 | 2.7 | 2.3 | 3.5 | -1.3 | -0.7 | -0.7 | 1.2 | 2.4 | 1.5 | 0.6 | -0.1 |
1982 |
+27.09 | +22.41 | -0.8 | 1.2 | 1.6 | 2.5 | 2.7 | -2.0 | 3.5 | 8.2 | 1.7 | 2.6 | 2.8 | 0.6 |
1981 |
+9.29 | +0.35 | 0.5 | -0.6 | 2.5 | -1.5 | 1.3 | 2.2 | -1.4 | -2.2 | -3.9 | 3.2 | 13.5 | -3.6 |
1980 |
+3.16 | -8.18 | -0.5 | -3.8 | -1.6 | 5.8 | 5.5 | 1.5 | -1.4 | -2.7 | -0.7 | 1.1 | 0.1 | 0.1 |
1979 |
+5.57 | -6.78 | 3.3 | 0.5 | 1.2 | 0.8 | 0.2 | 1.0 | 1.1 | 1.0 | -1.0 | -5.8 | 1.9 | 1.4 |
ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.