THYF Performance — T. Rowe Price U.S. High Yield ETF
Data updated: 2026-08-12
THYF returned +1.79% year to date and +7.68% over one year to May 2026. The annualised 3-year return is +9.16%. The fund beat its High Yield Bond category average: $100 invested three years ago grew to $130, against $126 for the category, and to $108 over one year, against $107. Volatility over the past three years was 4.53% a year. In the 12 months to May 2026 the fund took in a net $63.4M, and assets reached $815.64M.
THYF Growth of $100
What $100 invested in T. Rowe Price U.S. 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 | THYF | Category average |
|---|---|---|
| 1 year (Jun 2025 – May 2026) | $108 | $107 |
| 3 years (Jun 2023 – May 2026) | $130 | $126 |
| Since data start (Oct 2022 – May 2026) | $136 | $135 |
THYF Trailing Returns
Total returns to May 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +1.79% |
| 1 year | +7.68% |
| 3 years (annualised) | +9.16% |
THYF Annual Returns
Calendar-year total returns of T. Rowe Price U.S. High Yield ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–May) | +1.79% |
| 2025 | +7.96% |
| 2024 | +8.62% |
| 2023 | +11.89% |
| 2022 (Oct–Dec) | +1.58% |
THYF 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.4% | +0.2% | −1.2% | +1.7% | +0.9% | — | — | — | — | — | — | — |
| 2025 | +1.3% | +0.5% | −1.5% | −0.5% | +2.2% | +1.8% | +0.6% | +1.0% | +0.9% | +0.1% | +0.4% | +0.9% |
| 2024 | +0.4% | +0.4% | +1.3% | −0.6% | +1.3% | +0.9% | +1.2% | +1.3% | +0.8% | 0.0% | +1.4% | −0.1% |
| 2023 | +4.3% | −2.0% | +0.5% | +1.5% | −1.6% | +2.4% | +1.6% | +0.1% | −1.5% | −2.0% | +4.6% | +3.5% |
| 2022 | — | — | — | — | — | — | — | — | — | +0.3% | +1.8% | −0.5% |
THYF Risk
Risk measures from monthly returns over Jun 2023 – May 2026.
- 3-year volatility (annualised): 4.53%
- 3-year Sharpe ratio: 1.03 (vs 4.5% risk-free rate)
- Best month: +4.60% (Nov 2023)
- Worst month: −2.02% (Oct 2023)
THYF Fund Flows
Monthly money in and out of T. Rowe Price U.S. High Yield ETF, from SEC Form N-PORT.
- 12-month net flow: $63.4M
- 12-month gross sales (incl. reinvestments): $63.4M
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $5.1M | $0 | $5.1M |
| Apr 2026 | $1.3M | $0 | $1.3M |
| Mar 2026 | $27.0M | $0 | $27.0M |
| Feb 2026 | $0 | $0 | $0 |
| Jan 2026 | $2.6M | $0 | $2.6M |
| Dec 2025 | $1.3M | $0 | $1.3M |
| Nov 2025 | $2.6M | $0 | $2.6M |
| Oct 2025 | $5.2M | $0 | $5.2M |
| Sep 2025 | $1.3M | $0 | $1.3M |
| Aug 2025 | $6.5M | $0 | $6.5M |
| Jul 2025 | $7.8M | $0 | $7.8M |
| Jun 2025 | $2.6M | $0 | $2.6M |
THYF Assets Under Management
Net assets of T. Rowe Price U.S. High Yield ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $815.64M |
| 2026-02-28 | $785.93M |
| 2025-11-30 | $784.03M |
| 2025-08-31 | $777.36M |
| 2025-05-31 | $749.47M |
| 2025-02-28 | $478.72M |
| 2024-11-30 | $463.21M |
| 2024-08-31 | $55.84M |
| 2024-05-31 | $53.72M |
| 2024-02-29 | $48.56M |
| 2023-11-30 | $38.78M |
| 2023-08-31 | $32.90M |
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.