iShares iBoxx $ High Yield Corporate Bond (HYG): Historical Returns

Last Update: 31 Aug 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 5.77% compound annual return, with a 7.43% standard deviation.

In 2019, the portfolio granted a 5.54% 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 Aug 2020	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	-0.02%		-0.02% Aug 2020 - Aug 2020	0 - 1
3M	+4.42%		-0.59% Jun 2020 - Jun 2020	1 - 2
6M	+1.46%		-10.03% Mar 2020 - Mar 2020	3 - 3
YTD	-0.32%		-11.61% Jan 2020 - Mar 2020	3 - 5
1Y	+2.60%	12.82%	-11.61% Jan 2020 - Mar 2020	6 - 6
3Y	+3.87% annualized	8.51%	-11.61% Jan 2020 - Mar 2020	23 - 13
5Y	+5.11% annualized	7.50%	-11.61% Jan 2020 - Mar 2020	41 - 19
10Y	+5.77% annualized	7.43%	-11.61% Jan 2020 - Mar 2020	82 - 38
MAX 01 Jan 1979	+7.89% annualized	8.43%	-30.84% Jun 2007 - Nov 2008	360 - 140

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Worst drawdowns since August 2010.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-11.61%	Jan 2020	Mar 2020	3	in progress	5	8
-9.47%	Jun 2015	Jan 2016	8	Jul 2016	6	14
-8.09%	Jun 2011	Sep 2011	4	Dec 2011	3	7
-4.41%	Oct 2018	Dec 2018	3	Jan 2019	1	4
-4.23%	May 2013	Jun 2013	2	Oct 2013	4	6
-3.22%	May 2012	May 2012	1	Jun 2012	1	2
-2.90%	Jul 2014	Dec 2014	6	May 2015	5	11
-1.93%	May 2019	May 2019	1	Jun 2019	1	2
-1.27%	Nov 2010	Nov 2010	1	Dec 2010	1	2
-1.17%	Nov 2017	Mar 2018	5	Jul 2018	4	9
-0.98%	Oct 2016	Oct 2016	1	Dec 2016	2	3
-0.95%	Mar 2012	Mar 2012	1	Apr 2012	1	2
-0.14%	Mar 2017	Mar 2017	1	Apr 2017	1	2
-0.08%	Mar 2014	Mar 2014	1	Apr 2014	1	2
-0.01%	Oct 2019	Oct 2019	1	Nov 2019	1	2

Worst drawdowns since December 1978.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-30.84%	Jun 2007	Nov 2008	18	Nov 2009	12	30
-12.51%	Aug 1990	Oct 1990	3	Apr 1991	6	9
-11.61%	Jan 2020	Mar 2020	3	in progress	5	8
-9.47%	Jun 2015	Jan 2016	8	Jul 2016	6	14
-9.27%	Sep 1979	Mar 1980	7	May 1980	2	9
-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
-7.12%	Sep 1989	Feb 1990	6	Jul 1990	5	11
-6.92%	May 2002	Jul 2002	3	Jan 2003	6	9
-6.84%	Feb 1994	Apr 1994	3	Feb 1995	10	13
-6.47%	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
-4.68%	Jul 1980	Sep 1980	3	Jun 1981	9	12
-4.41%	Oct 2018	Dec 2018	3	Jan 2019	1	4
-4.35%	Dec 1981	Jan 1982	2	Apr 1982	3	5
-4.23%	May 2013	Jun 2013	2	Oct 2013	4	6
-3.89%	Aug 1998	Oct 1998	3	Nov 1998	1	4

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	Negative Periods
1 Year	+8.28%	+44.82% Dec 2008 - Nov 2009	-29.10% Dec 2007 - Nov 2008	14.72%
2 Years	+8.20%	+28.82% Mar 2009 - Feb 2011	-14.75% Dec 2006 - Nov 2008	6.92%
3 Years	+8.23%	+21.42% Nov 1990 - Oct 1993	-7.69% Dec 2005 - Nov 2008	2.37%
5 Years	+8.12%	+19.83% Oct 1981 - Sep 1986	-2.37% Dec 2003 - Nov 2008	1.13%
7 Years	+8.08%	+16.51% Oct 1981 - Sep 1988	+0.42% Dec 2001 - Nov 2008	0.00%
10 Years	+7.90%	+13.36% Oct 1981 - Sep 1991	+0.81% Dec 1998 - Nov 2008	0.00%
15 Years	+7.72%	+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	0.8	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	63	68	73	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	-0.32%	-0.5	-1.3	-10.0	4.9	3.0	-0.6	5.1	0.0
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.