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iShares Global Monthly Dividend Index ETF (CAD-Hed...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssueriShares
Inception DateJan 15, 2008
RegionGlobal (Broad)
CategoryGlobal Equities
Leveraged1x
Index TrackedMorningstar Gbl GR CAD
Home Pagewww.blackrock.com
Asset ClassEquity

Asset Class Size

Mid-Cap

Asset Class Style

Value

Expense Ratio

CYH.TO features an expense ratio of 0.66%, falling within the medium range.


Expense ratio chart for CYH.TO: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%

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.


Popular comparisons: CYH.TO vs. XDG.TO, CYH.TO vs. CUD.TO, CYH.TO vs. ^GSPC, CYH.TO vs. ZDIVX, CYH.TO vs. VDY.TO, CYH.TO vs. VOO, CYH.TO vs. SCHD

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in iShares Global Monthly Dividend Index ETF (CAD-Hedged), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
6.44%
16.52%
CYH.TO (iShares Global Monthly Dividend Index ETF (CAD-Hedged))
Benchmark (^GSPC)

Returns By Period

iShares Global Monthly Dividend Index ETF (CAD-Hedged) had a return of 15.11% year-to-date (YTD) and 25.64% in the last 12 months. Over the past 10 years, iShares Global Monthly Dividend Index ETF (CAD-Hedged) had an annualized return of 6.07%, while the S&P 500 had an annualized return of 11.39%, indicating that iShares Global Monthly Dividend Index ETF (CAD-Hedged) did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date15.11%25.45%
1 month-0.65%2.91%
6 months6.44%14.05%
1 year25.64%35.64%
5 years (annualized)5.27%14.13%
10 years (annualized)6.07%11.39%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.76%0.55%4.89%-1.04%4.43%-2.82%5.79%1.81%1.92%-0.11%15.11%
20233.64%-1.80%-2.51%0.84%-6.82%4.02%3.73%-3.07%-2.24%-2.23%6.02%5.13%3.88%
20221.83%-1.28%2.85%-3.08%3.73%-8.75%2.46%-1.73%-9.33%7.41%5.68%-0.74%-2.43%
20210.46%6.80%7.48%2.18%2.23%-1.76%-0.44%1.84%-2.66%2.24%-2.76%6.33%23.47%
2020-0.81%-10.20%-19.82%7.59%1.06%0.77%0.58%1.96%-2.69%-0.76%14.20%3.20%-8.67%
20196.34%2.34%0.10%3.00%-5.44%4.26%0.61%-1.76%4.24%0.15%2.55%-2.26%14.41%
20180.75%-2.02%-1.87%3.10%-0.36%0.35%2.85%-0.19%0.01%-3.00%0.90%-6.49%-6.18%
20172.31%2.26%1.12%0.17%1.58%-0.66%0.87%-0.37%1.91%1.27%0.86%1.18%13.19%
2016-2.39%1.19%5.25%1.14%-0.09%2.66%3.22%-0.20%0.70%-1.84%2.55%2.00%14.87%
20152.42%2.32%-2.16%1.43%-0.34%-4.09%0.48%-5.90%-1.14%5.08%0.94%-1.85%-3.27%
2014-3.88%3.71%1.87%1.92%1.55%0.90%-1.93%2.45%-2.82%3.47%0.66%-0.45%7.38%
20135.22%-1.03%0.65%0.97%0.70%-4.80%5.23%-2.58%4.56%3.76%30.00%0.85%47.95%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CYH.TO is 67, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of CYH.TO is 6767
Combined Rank
The Sharpe Ratio Rank of CYH.TO is 6767Sharpe Ratio Rank
The Sortino Ratio Rank of CYH.TO is 6969Sortino Ratio Rank
The Omega Ratio Rank of CYH.TO is 6767Omega Ratio Rank
The Calmar Ratio Rank of CYH.TO is 6060Calmar Ratio Rank
The Martin Ratio Rank of CYH.TO is 7474Martin 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 iShares Global Monthly Dividend Index ETF (CAD-Hedged) (CYH.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CYH.TO
Sharpe ratio
The chart of Sharpe ratio for CYH.TO, currently valued at 2.38, compared to the broader market-2.000.002.004.006.002.38
Sortino ratio
The chart of Sortino ratio for CYH.TO, currently valued at 3.42, compared to the broader market-2.000.002.004.006.008.0010.0012.003.42
Omega ratio
The chart of Omega ratio for CYH.TO, currently valued at 1.43, compared to the broader market1.001.502.002.503.001.43
Calmar ratio
The chart of Calmar ratio for CYH.TO, currently valued at 2.14, compared to the broader market0.005.0010.0015.002.14
Martin ratio
The chart of Martin ratio for CYH.TO, currently valued at 15.87, compared to the broader market0.0020.0040.0060.0080.00100.0015.87
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market-2.000.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.008.0010.0012.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market1.001.502.002.503.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0020.0040.0060.0080.00100.0018.72

Sharpe Ratio

The current iShares Global Monthly Dividend Index ETF (CAD-Hedged) Sharpe ratio is 2.38. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares Global Monthly Dividend Index ETF (CAD-Hedged) with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
2.38
3.23
CYH.TO (iShares Global Monthly Dividend Index ETF (CAD-Hedged))
Benchmark (^GSPC)

Dividends

Dividend History

iShares Global Monthly Dividend Index ETF (CAD-Hedged) provided a 4.27% dividend yield over the last twelve months, with an annual payout of CA$0.94 per share.


5.00%10.00%15.00%20.00%25.00%CA$0.00CA$1.00CA$2.00CA$3.00CA$4.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
DividendCA$0.94CA$0.94CA$0.95CA$0.84CA$0.83CA$0.84CA$0.76CA$0.64CA$0.66CA$0.67CA$0.62CA$4.49

Dividend yield

4.27%4.72%4.76%3.92%4.54%4.04%4.02%3.05%3.42%3.87%3.33%25.06%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Global Monthly Dividend Index ETF (CAD-Hedged). The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.00CA$0.78
2023CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.94
2022CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.13CA$0.95
2021CA$0.07CA$0.07CA$0.07CA$0.06CA$0.06CA$0.06CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.12CA$0.84
2020CA$0.07CA$0.07CA$0.07CA$0.08CA$0.08CA$0.08CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.83
2019CA$0.06CA$0.06CA$0.06CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.07CA$0.84
2018CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.17CA$0.76
2017CA$0.05CA$0.05CA$0.05CA$0.06CA$0.06CA$0.06CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.06CA$0.64
2016CA$0.05CA$0.05CA$0.05CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.06CA$0.05CA$0.05CA$0.05CA$0.66
2015CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.12CA$0.67
2014CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.06CA$0.62
2013CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$3.98CA$0.05CA$4.49

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.66%
-0.15%
CYH.TO (iShares Global Monthly Dividend Index ETF (CAD-Hedged))
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Global Monthly Dividend Index ETF (CAD-Hedged). 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 iShares Global Monthly Dividend Index ETF (CAD-Hedged) was 61.47%, occurring on Mar 9, 2009. Recovery took 1185 trading sessions.

The current iShares Global Monthly Dividend Index ETF (CAD-Hedged) drawdown is 1.66%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.47%May 27, 2008197Mar 9, 20091185Nov 26, 20131382
-42.29%Dec 24, 201961Mar 23, 2020255Mar 29, 2021316
-17.66%Apr 21, 2022113Sep 30, 2022373Mar 27, 2024486
-15.46%May 26, 2015165Jan 20, 2016119Jul 11, 2016284
-12.24%Sep 24, 201866Dec 27, 201868Apr 4, 2019134

Volatility

Volatility Chart

The current iShares Global Monthly Dividend Index ETF (CAD-Hedged) volatility is 3.49%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.49%
4.28%
CYH.TO (iShares Global Monthly Dividend Index ETF (CAD-Hedged))
Benchmark (^GSPC)