HYLV Performance — IQ S&P High Yield Low Volatility Bond ETF
Data updated: 2023-03-28
HYLV returned −4.41% over one year to Jan 2023. The annualised 3-year return is −0.64%. Against its International High Yield Bond category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $98, against $104 for the category, and to $96 over one year, against $95. Volatility over the past three years was 9.39% a year. In the 12 months to Jan 2023 the fund took in a net $16.9M, and assets reached $14.30M.
HYLV Growth of $100
What $100 invested in IQ S&P High Yield Low Volatility Bond ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International High Yield Bond category average over the same months.
| Period | HYLV | Category average |
|---|---|---|
| 1 year (Feb 2022 – Jan 2023) | $96 | $95 |
| 3 years (Feb 2020 – Jan 2023) | $98 | $104 |
| Since data start (Aug 2019 – Jan 2023) | $101 | $107 |
HYLV Trailing Returns
Total returns to Jan 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −4.41% |
| 3 years (annualised) | −0.64% |
HYLV Annual Returns
Calendar-year total returns of IQ S&P High Yield Low Volatility Bond ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Jan) | +3.04% |
| 2022 | −10.57% |
| 2021 | +2.36% |
| 2020 | +4.06% |
| 2019 (Aug–Dec) | +3.34% |
HYLV 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 | +3.0% | — | — | — | — | — | — | — | — | — | — | — |
| 2022 | −3.6% | −0.7% | −1.4% | −3.8% | +1.9% | −6.3% | +6.5% | −3.8% | −3.4% | +2.8% | +2.0% | −0.8% |
| 2021 | −0.4% | −0.4% | −0.4% | +0.9% | +0.1% | +1.4% | +0.6% | +0.6% | −0.5% | −0.4% | −1.0% | +1.9% |
| 2020 | +0.1% | −1.3% | −6.2% | +2.8% | +2.5% | −0.7% | +4.7% | 0.0% | −1.2% | +0.5% | +2.2% | +1.0% |
| 2019 | — | — | — | — | — | — | — | +1.3% | 0.0% | +0.7% | +0.4% | +0.8% |
HYLV Risk
Risk measures from monthly returns over Feb 2020 – Jan 2023.
- 3-year volatility (annualised): 9.39%
- 3-year Sharpe ratio: -0.55 (vs 4.5% risk-free rate)
- Best month: +6.54% (Jul 2022)
- Worst month: −6.35% (Jun 2022)
HYLV Fund Flows
Monthly money in and out of IQ S&P High Yield Low Volatility Bond ETF, from SEC Form N-PORT.
- 12-month net flow: $16.9M
- 12-month gross sales (incl. reinvestments): $0
- Sales ÷ redemptions: -0.00×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jan 2023 | $0 | −$2.2M | $2.2M |
| Dec 2022 | $0 | −$2.2M | $2.2M |
| Nov 2022 | $0 | $0 | $0 |
| Oct 2022 | $0 | $0 | $0 |
| Sep 2022 | $0 | $0 | $0 |
| Aug 2022 | $0 | $0 | $0 |
| Jul 2022 | $0 | $0 | $0 |
| Jun 2022 | $0 | $0 | $0 |
| May 2022 | $0 | −$2.2M | $2.2M |
| Apr 2022 | $0 | −$5.7M | $5.7M |
| Mar 2022 | $0 | −$4.7M | $4.7M |
| Feb 2022 | $0 | $0 | $0 |
HYLV Assets Under Management
Net assets of IQ S&P High Yield Low Volatility Bond ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-01-31 | $14.30M |
| 2022-10-31 | $18.15M |
| 2022-07-29 | $19.21M |
| 2022-04-29 | $21.35M |
| 2022-01-31 | $33.69M |
| 2021-10-29 | $37.42M |
| 2021-07-30 | $37.85M |
| 2021-04-30 | $106.25M |
| 2021-01-29 | $103.95M |
| 2020-10-30 | $107.65M |
| 2020-07-31 | $109.56M |
| 2020-04-30 | $51.29M |
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.