BlackRock High Yield ETF

10-Year Study

BRHY.US · · US · ETF

Executive Summary: BlackRock High Yield ETF has compounded at 6.9% annually over the last 10 years, with a maximum drawdown of 2.4% and an annualized volatility of 7.4%.

1Y CAGR
+3.4%
3Y CAGR
+6.9%
5Y CAGR
+6.9%
10Y CAGR
+6.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
2.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.69
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.31
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
3.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +9.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -0.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.5-0.6-1.81.10.9-0.9——————-0.8%
20251.20.7-1.00.21.91.90.61.30.90.50.60.79.7%
2024——————1.91.71.2-1.01.3-0.25.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 7.4%. The dominant macroeconomic risk driver is HYG.US, accounting for 89.5% of variance. Idiosyncratic stock-specific factors contribute 0.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-06-0110000
2024-07-0110191.653160453809
2024-08-0110363.339636232668
2024-09-0110486.696380334954
2024-10-0110381.618044300378
2024-11-0110519.921663965424
2024-12-0110495.205294435442
2025-01-0110622.366288492705
2025-02-0110701.580226904376
2025-03-0110589.79380515037
2025-04-0110606.991716189446
2025-05-0110809.96758508914
2025-06-0111019.223842967765
2025-07-0111082.703043399964
2025-08-0111222.627408607961
2025-09-0111320.930127858815
2025-10-0111376.305600576265
2025-11-0111441.81073293715
2025-12-0111517.850711327212
2026-01-0111579.191428056905
2026-02-0111511.570322348281
2026-03-0111299.522780479021
2026-04-0111428.957320367368
2026-05-0111533.180262920943
2026-06-0111425.130560057629
Annual Return Matrix
YearAnnual Return
20250.09743929615497637
2026-0.008050126155776383
Total Factor Risk
0.07394399803042075
VTI.US Exposure
0.155832657436679
VEA.US Exposure
0.0531520920070055
VWO.US Exposure
-0.011815518771276007
QQQ.US Exposure
-0.016747757209515598
VTV.US Exposure
-0.044328901017188005
IJR.US Exposure
0.03613254320794772
QUAL.US Exposure
-0.07430255406174474
SHV.US Exposure
0.04894380064128547
TLT.US Exposure
-0.001801044668534267
LQD.US Exposure
-0.02052628270532126
HYG.US Exposure
0.8948249636121038
GLD.US Exposure
-0.0030163180668962945
USO.US Exposure
0.005112060685450588
VNQ.US Exposure
-0.010980754737020574
BTC-USD.CC Exposure
-0.009978489632136411
CPER.US Exposure
0.0002579362931823721
VIX.INDX Exposure
-0.008383477747246088
UUP.US Exposure
-0.0013224766811566163
TIP.US Exposure
0.004294867737018614
Idiosyncratic Exposure
0.004652653677362698
Value Score
38.2
Growth Score
50
Profit Score
75
Health Score
24
Yield Score
79.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
7.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →12.0x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Fairly Valued12.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.66%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$27.4B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
2.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.20
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$235
Avg Yield on Cost
2.35%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$235.212.35%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
49
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+0.9%
50.0% retracement+1.8%
61.8% retracement+2.6%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is BlackRock High Yield ETF a high-risk investment?

BlackRock High Yield ETF (BRHY.US) has an annualized volatility of 7.4% and experienced a maximum drawdown of 2.4% over the last 10 years. Its primary macro risk driver is HYG.US.

What is the 10-year return of BRHY.US?

Over the past 10 years, BRHY.US has generated a Compound Annual Growth Rate (CAGR) of 6.9%. It has had a positive return in 50% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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