iShares Global High Yield Corporate Bond UCITS ETF

ISINIE00BYWZ0440
TickerHYEA
Backtest this ETF
Category
ETF
Data available from
Nov 30, 2013
Underlying assets
1,963

Metrics at a glance

CAGR
-10.14%
Volatility
40.47%
Sharpe
-0.30
Sortino
-0.34
Calmar
-0.15
Ulcer Index
42.55
Max Drawdown
81.37%
VaR 95%
16.26%
VaR 99%
26.03%
% Positive Months
43.42%

Performance over time

Rolling returns

Return computed over every rolling window of the selected length.

Fund composition

Estimated country, currency, and sector allocation from the underlying holdings.

iShares Global High Yield Corporate Bond UCITS ETF

Click a row name to exclude it from the calculation (remaining slices are renormalized).

100.0%

Top holdings

Top 10 Weight

4.5%

Total Assets

1,963

HHI

0.000

  1. BlackRock ICS USD LiqEnvtlyAwr Agcy
    1.9%
  2. EchoStar Corp. 6.75%
    0.4%
  3. CCO Holdings, LLC/ CCO Holdings Capital Corp. 4.5%
    0.3%
  4. CVS Health Corp 7%
    0.3%
  5. Tenet Healthcare Corporation 6.125%
    0.3%
  6. Bellis Acquisition Co PLC 8.125%
    0.3%
  7. EchoStar Corp. 10.75%
    0.3%
  8. Vodafone Group PLC 7%
    0.3%
  9. SV RNO Property Owner 1 LLC 5.875%
    0.3%
  10. VMED O2 UK Financing I PLC 5.625%
    0.3%

Explore this ETF in the Backtester

Compare it with other assets, change the time horizon, and explore the full analysis.