Last Update: 31 Dec 2020

Category: Fixed Income
ETF: iShares iBoxx $ High Yield Corporate Bond (HYG)

In the last 10 years, the iShares iBoxx $ High Yield Corporate Bond (HYG) ETF obtained a 5.54% compound annual return, with a 7.37% standard deviation.

In 2020, the portfolio granted a 4.96% dividend yield. If you are interested in getting periodic income, please refer to the iShares iBoxx $ High Yield Corporate Bond (HYG): 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 present in the following Lazy Portfolios:

Portfolio Name Author ETF 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%

Capital Growth and Historical Returns

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): Dividend Yield page.

Capital Growth:

ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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Period Returns
Dec 2020		 Standard
Deviation *		 Max
Drawdown		 Months
Pos - Neg
1M
+1.96%
0.00%
1 - 0
3M
+5.80%
0.00%
3 - 0
6M
+10.09%
-0.95%
Aug 2020 - Sep 2020
4 - 2
YTD
+4.48%
13.23%
-11.61%
Jan 2020 - Mar 2020
6 - 6
1Y
+4.48%
13.23%
-11.61%
Jan 2020 - Mar 2020
6 - 6
3Y
+5.31%
annualized
8.74%
-11.61%
Jan 2020 - Mar 2020
23 - 13
5Y
+7.03%
annualized
7.19%
-11.61%
Jan 2020 - Mar 2020
43 - 17
10Y
+5.54%
annualized
7.37%
-11.61%
Jan 2020 - Mar 2020
82 - 38
MAX
01 Jan 1979
+7.95%
annualized
8.41%
-30.84%
Jun 2007 - Nov 2008
363 - 141

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns

iShares iBoxx $ High Yield Corporate Bond (HYG) ETF: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
 +8.24% +44.82%
Dec 2008 - Nov 2009 		-29.10%
Dec 2007 - Nov 2008 		14.60%
2 Years
 +8.18% +28.82%
Mar 2009 - Feb 2011 		-14.75%
Dec 2006 - Nov 2008 		6.86%
3 Years
 +8.20% +21.42%
Nov 1990 - Oct 1993 		-7.69%
Dec 2005 - Nov 2008 		2.35%
5 Years
 +8.10% +19.83%
Oct 1981 - Sep 1986 		-2.37%
Dec 2003 - Nov 2008 		1.12%
7 Years
 +8.04% +16.51%
Oct 1981 - Sep 1988 		+0.42%
Dec 2001 - Nov 2008 		0.00%
10 Years
 +7.88% +13.36%
Oct 1981 - Sep 1991 		+0.81%
Dec 1998 - Nov 2008 		0.00%
15 Years
 +7.70% +12.86%
Oct 1981 - Sep 1996 		+3.43%
Dec 1993 - Nov 2008 		0.00%

* Annualized rolling and average returns over full calendar month periods

Seasonality and Yearly/Monthly Returns

iShares iBoxx $ High Yield Corporate Bond (HYG) ETF Seasonality

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Months
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average 1.1 0.6 0.1 1.4 0.4 0.6 1.0 0.4 -0.2 0.3 0.9 1.3
Best 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 -2.1
1990 		-9.7
2009 		-10.0
2020 		-2.9
1987 		-4.7
2010 		-3.7
2008 		-3.8
2002 		-5.0
1990 		-10.7
2008 		-11.5
2008 		-7.1
2008 		-3.6
1981
Gain
Frequency		 76 74 60 79 67 71 81 69 62 69 74 83

Detail of Monthly Returns

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020
 +4.48% -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% 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% 0.1 -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% 0.9 1.5 -0.1 0.8 1.0 0.1 1.0 0.1 0.6 0.1 -0.4 0.3
2016
 +13.41% -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% 0.7 2.2 -1.0 0.9 0.4 -1.9 -0.5 -1.5 -3.0 3.2 -2.5 -2.0
2014
 +1.90% 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% 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% 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% 1.7 1.4 0.0 1.6 0.1 -0.6 0.4 -2.7 -5.3 8.5 -2.4 4.6
2010
 +11.89% -1.8 1.9 2.1 1.9 -4.7 1.1 5.2 -1.0 3.7 1.8 -1.3 2.8
2009
 +28.57% -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% -1.8 -1.9 1.0 3.4 -0.5 -3.7 0.6 -0.9 -10.7 -11.5 -7.1 16.8
2007
 +2.04% 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% 0.9 0.7 0.0 0.3 -0.4 -0.4 0.8 1.4 1.3 0.9 1.6 0.9
2005
 +2.77% -0.2 1.2 -2.7 -0.6 1.9 1.2 0.9 0.3 -0.6 -0.5 0.9 0.9
2004
 +8.52% 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% 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% 0.8 -0.8 1.4 1.5 -0.4 -2.9 -3.8 2.0 -1.4 0.2 4.4 1.1
2001
 +2.90% 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% -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% 1.6 -0.7 0.8 1.3 -1.5 -0.6 0.1 -1.0 0.0 0.1 1.7 0.7
1998
 +5.62% 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% 0.8 1.4 -1.9 1.1 2.6 1.2 2.4 -0.1 1.6 0.4 0.7 1.4
1996
 +9.55% 1.2 0.1 -0.9 -0.2 0.4 0.2 1.0 1.4 2.1 0.8 2.0 1.1
1995
 +19.15% 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% 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% 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% 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% 0.7 5.3 3.6 3.1 0.5 1.8 2.4 1.7 1.8 2.3 1.1 1.6
1990
 -5.85% -2.1 -1.8 1.7 0.2 2.4 1.6 1.9 -5.0 -6.1 -2.0 2.3 1.3
1989
 +1.89% 1.6 0.6 -0.5 -0.4 1.8 1.7 0.3 0.3 -1.3 -1.9 0.3 -0.5
1988
 +13.56% 3.6 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% 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% 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% 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% 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% 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% -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% 0.5 -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% -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% 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.

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