iShares Euro High Yield Corporated Bond USD Hedged ETF

10-Year Study

EUHY.US · · US · ETF

Executive Summary: iShares Euro High Yield Corporated Bond USD Hedged ETF has compounded at 3.6% annually over the last 10 years, with a maximum drawdown of 30.9% and an annualized volatility of 16.7%.

1Y CAGR
+4.8%
3Y CAGR
+9.6%
5Y CAGR
+1.6%
10Y CAGR
+3.6%

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 →
30.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.02
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +19.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -15.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.8-0.2-2.31.8————————0.1%
20250.61.12.95.22.23.8-2.12.50.9-1.50.30.417.4%
2024-2.30.40.0-1.42.9-1.42.82.91.7-2.0-2.0-1.9-0.5%
20234.9-3.42.82.1-2.42.41.9-1.3-2.50.26.44.616.0%
2022-3.4-2.8-1.4-7.81.8-9.14.6-6.0-5.64.09.41.4-15.6%
2021-0.50.1-1.82.51.8-2.40.4-0.4-2.2-0.5-2.62.0-3.8%
2020-1.3-2.7-13.17.33.52.26.43.0-3.1-0.47.23.010.7%
20192.31.2-0.41.2-1.93.9-2.00.0-0.92.3-0.12.78.6%
20183.8-2.50.7-1.2-4.9-0.51.8-0.80.6-3.8-1.80.9-7.7%
20172.7-0.60.33.13.72.14.10.90.2-0.51.50.719.7%
2016———1.9-0.6-2.22.21.40.2-2.1-3.00.8-1.4%

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 16.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 58.5% of variance. Idiosyncratic stock-specific factors contribute 1.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110191.896614784411
2016-05-0110134.54166158681
2016-06-019908.400048766613
2016-07-0110129.258612048063
2016-08-0110273.282670242885
2016-09-0110292.355833705857
2016-10-0110077.89111499438
2016-11-019774.942089649287
2016-12-019856.653255848607
2017-01-0110125.357283157908
2017-02-0110065.970387830022
2017-03-0110094.607225586216
2017-04-0110407.824331829695
2017-05-0110796.954796060743
2017-06-0111023.069316319205
2017-07-0111478.847482423702
2017-08-0111583.695696346567
2017-09-0111603.202340797336
2017-10-0111540.374690128825
2017-11-0111713.685807561533
2017-12-0111796.020102680812
2018-01-0112240.121374676582
2018-02-0111936.820146028907
2018-03-0112021.321846087156
2018-04-0111880.494710177321
2018-05-0111295.56630227171
2018-06-0111234.906056542177
2018-07-0111434.226033242574
2018-08-0111341.05471342843
2018-09-0111408.217173974886
2018-10-0110979.28773655193
2018-11-0110786.469974668456
2018-12-0110886.712453096003
2019-01-0111141.409625987186
2019-02-0111278.90437680335
2019-03-0111233.822354072689
2019-04-0111369.068422264667
2019-05-0111150.431449045664
2019-06-0111589.954078107856
2019-07-0111362.295281830375
2019-08-0111366.819739640481
2019-09-0111260.86073068639
2019-10-0111524.579726636051
2019-11-0111513.309220953388
2019-12-0111823.356497473618
2020-01-0111670.500264152477
2020-02-0111360.263339700085
2020-03-019870.660110266726
2020-04-0110589.236125221822
2020-05-0110956.502892130966
2020-06-0111200.579780821176
2020-07-0111919.15579577627
2020-08-0112279.595237127645
2020-09-0111900.922501727151
2020-10-0111850.719984828167
2020-11-0112701.616071307622
2020-12-0113087.793446309315
2021-01-0113020.685170886334
2021-02-0113027.62086669105
2021-03-0112789.233415965646
2021-04-0113113.260454342259
2021-05-0113344.68511670121
2021-06-0113020.685170886334
2021-07-0113073.894962138145
2021-08-0113022.988038633994
2021-09-0112735.996532152098
2021-10-0112671.191124476778
2021-11-0112340.255482857181
2021-12-0112592.162121889434
2022-01-0112167.404938974005
2022-02-0111821.405833028542
2022-03-0111656.737242789992
2022-04-0110742.823857709864
2022-05-0110931.333902277132
2022-06-019933.894149361293
2022-07-0110389.672315465788
2022-08-019769.225559122744
2022-09-019220.411536012789
2022-10-019585.51089798296
2022-11-0110487.503555898727
2022-12-0110629.90206038932
2023-01-0111155.633220899204
2023-02-0110773.926118584142
2023-03-0111078.798715812574
2023-04-0111306.863900516113
2023-05-0111030.7906964143
2023-06-0111294.861895666545
2023-07-0111506.102599531298
2023-08-0111352.487774481517
2023-09-0111066.796710963004
2023-10-0111086.005337234661
2023-11-0111794.17780848268
2023-12-0112334.376396960217
2024-01-0112051.177849121525
2024-02-0112093.388060308043
2024-03-0112095.880575987863
2024-04-0111921.973422196936
2024-05-0112269.787729778789
2024-06-0112098.373091667685
2024-07-0112433.751913412172
2024-08-0112791.482098589833
2024-09-0113015.049918045
2024-10-0112749.244794841577
2024-11-0112498.340580593598
2024-12-0112266.888825672913
2025-01-0112345.15923653161
2025-02-0112483.46676419989
2025-03-0112846.18198073719
2025-04-0113508.974411075438
2025-05-0113809.051624876392
2025-06-0114330.935641619593
2025-07-0114030.858427818644
2025-08-0114385.743894013898
2025-09-0114510.992806924858
2025-10-0114294.414868397882
2025-11-0114343.994256376913
2025-12-0114401.891060809256
2026-01-0114523.509570447435
2026-02-0114489.643868275965
2026-03-0114160.46924316929
2026-04-0114412.457159886753
Annual Return Matrix
YearAnnual Return
20170.19675713413997276
2018-0.07708596981605298
20190.08603552710820894
20200.10694399252072606
2021-0.037869739192716634
2022-0.15583186132022897
20230.16034713461023808
2024-0.005471502499626579
20250.1740459431464052
20260.0007336605333900792
Total Factor Risk
0.16664478763098875
VTI.US Exposure
-0.03713399164074256
VEA.US Exposure
0.05913594779194411
VWO.US Exposure
-0.012720012313550902
QQQ.US Exposure
0.03823190288560418
VTV.US Exposure
-0.00866866627920949
IJR.US Exposure
-0.003044606730269442
QUAL.US Exposure
-0.007030676234646117
SHV.US Exposure
0.5848740584955684
TLT.US Exposure
-0.01936143883940475
LQD.US Exposure
0.01916315450363009
HYG.US Exposure
0.12011111454478618
GLD.US Exposure
-0.011003915883350026
USO.US Exposure
0.0012745036403545532
VNQ.US Exposure
0.034048312650287633
BTC-USD.CC Exposure
0.002280640416278885
CPER.US Exposure
0.010965065894288131
VIX.INDX Exposure
-0.01162895613185119
UUP.US Exposure
0.23589951400655074
TIP.US Exposure
-0.006179046152326514
Idiosyncratic Exposure
0.010787095376058016
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
16.7%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
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
0.0/ 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
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$103
Avg Yield on Cost
1.03%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$103.221.03%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

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 →
+0.2%
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 →
+0.3%
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 →
1.6% 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

Frequently Asked Questions & Methodology

Is iShares Euro High Yield Corporated Bond USD Hedged ETF a high-risk investment?

iShares Euro High Yield Corporated Bond USD Hedged ETF (EUHY.US) has an annualized volatility of 16.7% and experienced a maximum drawdown of 30.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, EUHY.US has generated a Compound Annual Growth Rate (CAGR) of 3.6%. It has had a positive return in 60% 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.

Run a Full Backtest on iShares Euro High Yield Corporated Bond USD Hedged ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest