PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BNY Mellon High Yield Beta ETF (BKHY)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerThe Bank of New York Mellon Corp.
Inception DateApr 24, 2020
RegionNorth America (U.S.)
CategoryHigh Yield Bonds
Index TrackedBloomberg US Corporate High Yield Index
Asset ClassBond

Expense Ratio

The BNY Mellon High Yield Beta ETF has a high expense ratio of 0.22%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.22%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds to compare with BKHY

BNY Mellon High Yield Beta ETF

Popular comparisons: BKHY vs. ESHY, BKHY vs. BSJS, BKHY vs. BLHY, BKHY vs. RIGS, BKHY vs. EMHY, BKHY vs. HYDW, BKHY vs. HDEF, BKHY vs. HYZD, BKHY vs. IHY, BKHY vs. HYGV

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in BNY Mellon High Yield Beta ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


20.00%40.00%60.00%80.00%OctoberNovemberDecember2024FebruaryMarch
25.67%
85.02%
BKHY (BNY Mellon High Yield Beta ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

BNY Mellon High Yield Beta ETF had a return of 1.74% year-to-date (YTD) and 13.26% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date1.74%10.04%
1 month0.84%3.53%
6 months9.27%22.79%
1 year13.26%32.16%
5 years (annualized)N/A13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.30%0.91%
20230.24%-1.60%-1.00%4.66%3.27%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for BNY Mellon High Yield Beta ETF (BKHY) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BKHY
BNY Mellon High Yield Beta ETF
1.52
^GSPC
S&P 500
2.76

Sharpe Ratio

The current BNY Mellon High Yield Beta ETF Sharpe ratio is 1.52. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.52
2.76
BKHY (BNY Mellon High Yield Beta ETF)
Benchmark (^GSPC)

Dividends

Dividend History

BNY Mellon High Yield Beta ETF granted a 8.67% dividend yield in the last twelve months. The annual payout for that period amounted to $4.13 per share.


PeriodTTM2023202220212020
Dividend$4.13$4.11$3.04$3.73$2.61

Dividend yield

8.67%8.67%6.59%6.78%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.25
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
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
2021$0.00$0.22$0.20$0.23$0.24$0.21$0.26$0.23$0.24$0.23$0.22$1.47
2020$0.32$0.29$0.25$0.26$0.27$0.23$1.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.10%
0
BKHY (BNY Mellon High Yield Beta ETF)
Benchmark (^GSPC)

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 15.89%, occurring on Sep 27, 2022. Recovery took 314 trading sessions.

The current BNY Mellon High Yield Beta ETF drawdown is 0.10%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.89%Dec 28, 2021189Sep 27, 2022314Dec 27, 2023503
-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
-1.86%Feb 16, 202123Mar 18, 202112Apr 6, 202135

Volatility

Volatility Chart

The current BNY Mellon High Yield Beta ETF volatility is 1.00%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
1.00%
2.82%
BKHY (BNY Mellon High Yield Beta ETF)
Benchmark (^GSPC)