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Issuer
iShares
Inception Date
Aug 5, 2024
Leveraged
1x (No leverage)
Index Tracked
iShares Broad $ High Yield Corp Bond UCITS ETF
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

HYSD.L Performance Chart

iShares Broad $ High Yield Corp Bond UCITS ETF (HYSD.L) is up 2.2% since the beginning of the year. HYSD.L is currently trading at £5 per share.


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S&P 500 Index

Returns By Period

iShares Broad $ High Yield Corp Bond UCITS ETF (HYSD.L) has returned 2.22% so far this year and 6.13% over the past 12 months.


iShares Broad $ High Yield Corp Bond UCITS ETF

1D
0.36%
1M
0.36%
6M
1.62%
YTD
2.22%
1Y
6.13%
3Y*
8.23%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.66%
1M
-0.64%
6M
8.66%
YTD
10.17%
1Y
19.99%
3Y*
17.60%
5Y*
12.23%
10Y*
13.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYSD.L Monthly Returns History

Based on dividend-adjusted daily data since Aug 3, 2022, HYSD.L's average daily return is +0.03%, while the average monthly return is +0.53%. At this rate, an investment would double in approximately 10.9 years.

Historically, 71% of months were positive and 29% were negative. The best month was Nov 2023 with a return of +4.5%, while the worst month was Sep 2022 at -4.3%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 2 months.

On a daily basis, HYSD.L closed higher 39% of trading days. The best single day was Aug 5, 2022 with a return of +2.2%, while the worst single day was Aug 29, 2022 at -2.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.46%0.41%-1.62%1.80%0.62%0.41%0.15%2.22%
20251.58%0.61%-1.41%0.61%1.21%1.80%0.57%1.01%0.80%-0.00%0.60%0.59%8.24%
20240.21%0.00%1.43%-1.20%1.02%1.01%1.91%1.42%1.60%-0.79%1.39%-0.59%7.60%
20233.32%-1.44%1.05%0.83%-0.82%1.45%1.15%0.21%-1.25%-1.47%4.49%3.89%11.75%
2022-2.00%-4.29%1.71%1.05%-0.00%-3.60%

Benchmark Metrics

iShares Broad $ High Yield Corp Bond UCITS ETF has an annualized alpha of 5.69%, beta of 0.08, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since August 03, 2022.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (28.60%) than losses (15.95%) - typical of diversified or defensive assets.
  • Beta of 0.08 may look defensive, but with R2 of 0.04 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 0.04 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
5.69%
Beta
0.08
0.04
Upside Capture
28.60%
Downside Capture
15.95%

Return for Risk

Risk / Return Rank

HYSD.L ranks 64 for risk / return — better than 64% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


HYSD.L Risk / Return Rank: 6464
Overall Rank
HYSD.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
HYSD.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
HYSD.L Omega Ratio Rank: 6565
Omega Ratio Rank
HYSD.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
HYSD.L Martin Ratio Rank: 7575
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 Broad $ High Yield Corp Bond UCITS ETF (HYSD.L) 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.


HYSD.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.31

1.31

+0.01

Calmar ratioReturn relative to maximum drawdown

2.53

2.50

+0.03

Martin ratioReturn relative to average drawdown

11.10

9.11

+1.99

Dividends

Dividend History

iShares Broad $ High Yield Corp Bond UCITS ETF provided a 11.04% dividend yield over the last twelve months, with an annual payout of £0.53 per share. The fund has been increasing its distributions for 2 consecutive years.


6.00%6.50%7.00%£0.00£0.10£0.20£0.30£0.40202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend£0.53£0.38£0.37£0.28

Dividend yield

11.04%7.39%7.39%5.61%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Broad $ High Yield Corp Bond UCITS ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026£0.18£0.00£0.00£0.09£0.00£0.00£0.09£0.36
2025£0.20£0.00£0.00£0.00£0.00£0.00£0.18£0.00£0.00£0.00£0.00£0.00£0.38
2024£0.18£0.00£0.00£0.00£0.00£0.00£0.20£0.00£0.00£0.00£0.00£0.00£0.37
2023£0.13£0.00£0.00£0.00£0.00£0.00£0.16£0.00£0.00£0.00£0.00£0.00£0.28

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 Broad $ High Yield Corp Bond UCITS 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 Broad $ High Yield Corp Bond UCITS ETF was 9.53%, occurring on Sep 27, 2022. Recovery took 292 trading sessions.


Drawdown

Fall

Recovery

Underwater

Related event

-9.53%Sep 2022
1mo 19d1y 1mo
1y 3moAug 2022 - Nov 2023
Bear market2022
-5.02%Apr 2025
1mo 6d1mo 3d
2mo 9dMar 2025 - May 2025
2025 selloff2025
-2.42%Mar 2026
1mo 1d18d
1mo 19dFeb 2026 - Apr 2026
-2.21%Apr 2024
14d21d
1mo 5dApr 2024 - May 2024
-1.56%Dec 2024
7d1mo 2d
1mo 9dDec 2024 - Jan 2025

Drawdown Indicators


HYSD.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-9.53%

-37.07%

+27.54%

Max Drawdown (1Y)

Largest decline over 1 year

-2.42%

-8.03%

+5.61%

Max Drawdown (3Y)

Largest decline over 3 years

-5.02%

-22.15%

+17.13%

Max Drawdown (5Y)

Largest decline over 5 years

-22.15%

Max Drawdown (10Y)

Largest decline over 10 years

-26.01%

Current Drawdown

Current decline from peak

0.00%

-1.42%

+1.42%

Average Drawdown

Average peak-to-trough decline

-1.50%

-5.29%

+3.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

2.20%

-1.65%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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