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BNY Mellon High Yield Beta ETF (BKHY)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Inception Date

Apr 24, 2020

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Bloomberg US Corporate High Yield Index

Asset Class

Bond

Expense Ratio

BKHY has an expense ratio of 0.22%, which is considered low.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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Returns By Period

BNY Mellon High Yield Beta ETF (BKHY) returned 2.68% year-to-date (YTD) and 8.94% over the past 12 months.


BKHY

YTD

2.68%

1M

2.76%

6M

2.86%

1Y

8.94%

5Y*

5.86%

10Y*

N/A

^GSPC (Benchmark)

YTD

1.30%

1M

12.79%

6M

1.49%

1Y

12.35%

5Y*

15.12%

10Y*

10.89%

*Annualized

Monthly Returns

The table below presents the monthly returns of BKHY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.32%0.86%-1.13%-0.49%2.12%2.68%
20240.30%0.31%1.16%-1.17%1.51%0.56%2.33%1.59%1.52%-0.84%1.68%-0.78%8.39%
20234.00%-1.96%1.98%0.35%-1.11%2.10%1.10%0.24%-1.60%-1.00%4.66%3.27%12.40%
2022-2.51%-1.29%-1.10%-4.02%0.63%-6.81%6.37%-3.56%-3.86%2.89%3.48%-1.03%-10.97%
2021-0.18%0.11%0.82%0.87%0.19%1.47%0.31%0.50%-0.11%-0.25%-1.14%0.33%2.93%
20201.40%3.53%0.41%5.26%0.24%-0.86%0.58%3.92%2.24%17.83%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 92, BKHY is among the top 8% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of BKHY is 9292
Overall Rank
The Sharpe Ratio Rank of BKHY is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BKHY is 9191
Sortino Ratio Rank
The Omega Ratio Rank of BKHY is 9393
Omega Ratio Rank
The Calmar Ratio Rank of BKHY is 9292
Calmar Ratio Rank
The Martin Ratio Rank of BKHY is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for BNY Mellon High Yield Beta ETF (BKHY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

BNY Mellon High Yield Beta ETF Sharpe ratios as of May 18, 2025 (values are recalculated daily):

  • 1-Year: 1.51
  • 5-Year: 0.78
  • All Time: 0.77

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of BNY Mellon High Yield Beta ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

BNY Mellon High Yield Beta ETF provided a 7.52% dividend yield over the last twelve months, with an annual payout of $3.59 per share.


5.00%6.00%7.00%8.00%9.00%$0.00$1.00$2.00$3.00$4.0020202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020
Dividend$3.59$3.50$4.11$3.04$2.76$2.61

Dividend yield

7.52%7.34%8.67%6.59%5.00%4.65%

Monthly Dividends

The table displays the monthly dividend distributions for BNY Mellon High Yield Beta ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.29$0.27$0.26$0.40$1.22
2024$0.00$0.25$0.28$0.30$0.30$0.29$0.27$0.31$0.32$0.28$0.29$0.60$3.50
2023$0.00$0.24$0.26$0.31$0.31$0.88$0.28$0.29$0.29$0.43$0.35$0.47$4.11
2022$0.00$0.17$0.20$0.34$0.15$0.23$0.15$0.41$0.28$0.29$0.22$0.59$3.04
2021$0.00$0.22$0.20$0.23$0.24$0.21$0.26$0.23$0.24$0.23$0.22$0.49$2.76
2020$0.32$0.29$0.25$0.26$0.27$0.23$1.00$2.61

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the BNY Mellon High Yield Beta ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the BNY Mellon High Yield Beta ETF was 17.36%, occurring on Sep 27, 2022. Recovery took 402 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.36%Dec 28, 2021189Sep 27, 2022402May 6, 2024591
-4.87%Mar 3, 202527Apr 8, 202523May 12, 202550
-3.59%Jun 9, 202015Jun 29, 202014Jul 20, 202029
-2.5%Sep 3, 202016Sep 25, 202010Oct 9, 202026
-2.21%Nov 10, 202112Nov 26, 202119Dec 23, 202131

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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