HYLD Performance — High Yield ETF
Data updated: 2023-08-30
HYLD returned +2.44% over one year to Jun 2023. The annualised 3-year return is +1.02%. The fund trailed its High Yield Bond category average: $100 invested three years ago grew to $103, against $108 for the category, and to $102 over one year, against $107. Volatility over the past three years was 6.08% a year. In the 12 months to Jun 2023 the fund took in a net $24.1M, and assets reached $100.34M.
HYLD Growth of $100
What $100 invested in High Yield ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the High Yield Bond category average over the same months.
| Period | HYLD | Category average |
|---|---|---|
| 1 year (Jul 2022 – Jun 2023) | $102 | $107 |
| 3 years (Jul 2020 – Jun 2023) | $103 | $108 |
| Since data start (Jan 2020 – Jun 2023) | $103 | $103 |
HYLD Trailing Returns
Total returns to Jun 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +2.44% |
| 3 years (annualised) | +1.02% |
HYLD Annual Returns
Calendar-year total returns of High Yield ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Jun) | +1.77% |
| 2022 | −10.85% |
| 2021 | +5.80% |
| 2020 | +7.30% |
HYLD Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +3.7% | −1.4% | +0.8% | −0.5% | −1.1% | +0.5% | — | — | — | — | — | — |
| 2022 | −1.7% | −1.0% | −0.9% | −2.4% | −1.3% | −4.7% | +2.9% | −0.4% | −3.4% | +0.6% | +1.3% | −0.2% |
| 2021 | +0.8% | +0.9% | +0.8% | +1.0% | −0.2% | +1.4% | +0.1% | +0.2% | −0.1% | +0.4% | −1.0% | +1.3% |
| 2020 | 0.0% | 0.0% | −0.1% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | +0.3% | +4.5% | +2.4% |
HYLD Risk
Risk measures from monthly returns over Jul 2020 – Jun 2023.
- 3-year volatility (annualised): 6.08%
- 3-year Sharpe ratio: -0.57 (vs 4.5% risk-free rate)
- Best month: +4.52% (Nov 2020)
- Worst month: −4.69% (Jun 2022)
HYLD Fund Flows
Monthly money in and out of High Yield ETF, from SEC Form N-PORT.
- 12-month net flow: $24.1M
- 12-month gross sales (incl. reinvestments): $20.4M
- Sales ÷ redemptions: -5.46×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2023 | $0 | $0 | $0 |
| May 2023 | $0 | $0 | $0 |
| Apr 2023 | $0 | $0 | $0 |
| Mar 2023 | $18.9M | −$1.1M | $20.0M |
| Feb 2023 | $795K | $0 | $795K |
| Jan 2023 | $677K | $0 | $677K |
| Dec 2022 | $0 | −$2.7M | $2.7M |
| Nov 2022 | $0 | $0 | $0 |
| Oct 2022 | $0 | $0 | $0 |
| Sep 2022 | $0 | $0 | $0 |
| Aug 2022 | $0 | $0 | $0 |
| Jul 2022 | $640 | $0 | $640 |
HYLD Assets Under Management
Net assets of High Yield ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-06-30 | $100.34M |
| 2023-03-31 | $103.52M |
| 2022-12-30 | $83.45M |
| 2022-09-30 | $86.26M |
| 2022-06-30 | $88.82M |
| 2022-03-31 | $104.48M |
| 2021-12-31 | $133.13M |
| 2021-09-30 | $132.05M |
| 2021-06-30 | $131.36M |
| 2021-03-31 | $117.66M |
| 2020-12-31 | $98.41M |
| 2020-09-30 | $103.34M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.