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CUSIP
464286210
Issuer
iShares
Inception Date
Apr 3, 2012
Leveraged
1x (No leverage)
Index Tracked
BBG Pan-European High Yield (Euro) Total Return 100% USD Hedged Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$230M

Share Price Chart


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Performance

EUHY Performance Chart

iShares Euro High Yield Corporate Bond USD Hedged ETF (EUHY) is up 2.6% since the beginning of the year. EUHY is currently trading at $54 per share. Investors who bought $1,000 worth of EUHY shares 5 years ago would now be looking at an investment worth $1,129.


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S&P 500 Index

Returns By Period

iShares Euro High Yield Corporate Bond USD Hedged ETF (EUHY) has returned 2.61% so far this year and 5.85% over the past 12 months. Over the last ten years, EUHY has returned 4.24% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


iShares Euro High Yield Corporate Bond USD Hedged ETF

1D
0.12%
1M
1.15%
YTD
2.61%
6M
2.88%
1Y
5.85%
3Y*
9.55%
5Y*
2.46%
10Y*
4.24%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUHY Monthly Returns History

Based on dividend-adjusted daily data since Apr 3, 2012, EUHY's average daily return is +0.02%, while the average monthly return is +0.34%. At this rate, an investment would double in approximately 17.0 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2022 with a return of +9.4%, while the worst month was Mar 2020 at -13.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 7 months.

On a daily basis, EUHY closed higher 51% of trading days. The best single day was Apr 9, 2020 with a return of +5.3%, while the worst single day was Jun 24, 2016 at -5.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.84%0.12%-1.90%1.83%1.08%0.66%2.61%
20250.64%1.12%2.90%5.16%2.22%3.78%-2.10%2.53%0.88%-1.49%0.34%0.41%17.41%
2024-2.30%0.34%0.02%-1.43%2.92%-1.39%2.77%2.86%1.76%-2.04%-1.97%-1.84%-0.55%
20234.96%-3.42%2.83%2.05%-2.44%2.39%1.88%-1.33%-2.52%0.18%6.37%4.60%16.06%
2022-3.38%-2.83%-1.40%-7.85%1.77%-9.12%4.58%-5.97%-5.61%3.95%9.41%1.34%-15.59%
2021-0.51%0.05%-1.84%2.54%1.76%-2.42%0.39%-0.39%-2.19%-0.51%-2.61%2.04%-3.78%

Benchmark Metrics

iShares Euro High Yield Corporate Bond USD Hedged ETF has an annualized alpha of 0.67%, beta of 0.26, and R2 of 0.17 versus S&P 500 Index. Calculated based on daily prices since April 03, 2012.

  • This ETF participated in 58.98% of S&P 500 Index downside but only 38.18% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.26 may look defensive, but with R2 of 0.17 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.17 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
0.67%
Beta
0.26
0.17
Upside Capture
38.18%
Downside Capture
58.98%

Expense Ratio

EUHY has an expense ratio of 0.35%, placing it in the medium range.


Return for Risk

Risk / Return Rank

EUHY ranks 31 for risk / return — below 31% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


EUHY Risk / Return Rank: 3131
Overall Rank
EUHY Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
EUHY Sortino Ratio Rank: 3030
Sortino Ratio Rank
EUHY Omega Ratio Rank: 3131
Omega Ratio Rank
EUHY Calmar Ratio Rank: 3434
Calmar Ratio Rank
EUHY Martin Ratio Rank: 3030
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares Euro High Yield Corporate Bond USD Hedged ETF (EUHY) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EUHYBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.94

Sortino ratioReturn per unit of downside risk

-1.17

Omega ratioGain probability vs. loss probability

1.21

1.37

-0.16

Calmar ratioReturn relative to maximum drawdown

1.68

2.78

-1.11

Martin ratioReturn relative to average drawdown

4.02

12.44

-8.42

Dividends

Dividend History

iShares Euro High Yield Corporate Bond USD Hedged ETF provided a 5.30% dividend yield over the last twelve months, with an annual payout of $2.85 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.50$2.00$2.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.85$1.90$2.40$1.68$0.27$1.62$0.82$0.62$1.94$0.38$0.78$1.44

Dividend yield

5.30%3.56%5.11%3.38%0.61%3.07%1.45%1.19%4.01%0.69%1.70%3.24%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Euro High Yield Corporate Bond USD Hedged ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.13$0.19$0.19$0.22$0.22$0.95
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.90$1.90
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.40$2.40
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.68$1.68
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.27
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.62$1.62

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 iShares Euro High Yield Corporate Bond USD Hedged 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 iShares Euro High Yield Corporate Bond USD Hedged ETF was 32.45%, occurring on Sep 27, 2022. Recovery took 641 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-32.45%Sep 2022
1y 3mo2y 6mo
3y 10moJun 2021 - Apr 2025
COVID crash2020
-26.72%Mar 2020
2y 1mo7mo 18d
2y 9moFeb 2018 - Nov 2020
2016 bear market2016
-24.07%Jan 2016
1y 8mo1y 11mo
3y 8moMay 2014 - Jan 2018
2012 pullback2012
-9.41%May 2012
1mo 19d3mo 10d
4mo 29dApr 2012 - Sep 2012
2013 pullback2013
-7.18%Mar 2013
1mo 27d5mo 25d
7mo 22dJan 2013 - Sep 2013

Drawdown Indicators


EUHYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-32.45%

-56.78%

+24.33%

Max Drawdown (1Y)

Largest decline over 1 year

-3.50%

-9.10%

+5.60%

Max Drawdown (3Y)

Largest decline over 3 years

-8.23%

-18.90%

+10.67%

Max Drawdown (5Y)

Largest decline over 5 years

-31.09%

-25.43%

-5.66%

Max Drawdown (10Y)

Largest decline over 10 years

-32.45%

-33.92%

+1.47%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-8.56%

-10.71%

+2.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.46%

2.03%

-0.57%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with EUHY

Add iShares Euro High Yield Corporate Bond USD Hedged ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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