Global High Yield Corporate Bond Fund (GHYG)

Description

The investment seeks to track the performance of the Markit iBoxx Global Developed Markets High Yield Index. The GHYG ETF contains 0 constituents. It is focused on holdings in the region.

Price $39.23 as of 2022-10-20

Cost/Risk/Yield

Dividend yield5.28%
Expense ratio0.4%
Average spread0.306%
1Y roundtrip cost0.706%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-3.1%-1.3%-1.4%-5.1%1.8%-7.9%6.6%-4.9%-4.3%1.3%-18.4%
2021-0.4%0.1%0.0%1.4%0.9%0.2%-0.1%0.3%-0.8%-0.3%-1.6%2.0%1.7%
2020-0.5%-2.1%-12.3%5.3%5.0%0.2%6.0%0.4%-1.3%0.0%4.5%2.7%7.9%
20194.6%1.6%0.8%1.1%-1.8%3.0%-0.6%0.7%-0.1%0.8%0.6%2.1%12.9%
20181.7%-1.6%-0.0%-0.1%-1.6%0.5%1.3%0.1%0.9%-2.4%-0.9%-1.8%-3.8%
20171.5%0.8%0.2%1.3%1.5%0.4%2.1%0.3%0.4%-0.1%0.0%0.2%8.6%
2016-1.5%1.2%4.5%3.7%-0.5%0.9%2.0%2.0%0.9%-0.8%-1.4%2.3%13.3%
2015-0.2%3.9%-3.4%2.7%-0.1%-1.3%-1.3%-2.2%-1.3%2.7%-2.1%-3.5%-6.1%
2014-0.1%2.0%0.2%0.8%0.6%1.0%-2.0%0.6%-2.7%0.5%-1.8%-1.4%-2.3%
20131.6%-0.4%0.5%1.9%-0.5%-2.6%2.6%-1.1%1.7%2.5%0.6%1.1%7.8%
2012-3.1%2.5%0.9%2.7%0.8%1.4%-0.0%3.0%8.4%
3.6%4.3%-11.0%13.0%2.3%-3.1%17.4%-1.0%-5.8%5.6%-2.0%6.7%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.170.170.170.150.160.170.160.160.181.49
20210.190.190.200.200.180.180.180.170.180.180.182.03
20200.170.170.180.180.180.180.180.180.180.180.191.99
20190.210.210.210.210.200.200.190.190.180.180.172.16
20180.170.180.190.190.190.200.200.210.210.210.222.17
20170.160.150.160.160.160.170.170.160.170.170.181.80
20160.140.140.140.150.150.160.160.160.160.170.181.72
20150.200.200.190.180.170.170.170.160.150.140.141.87
20140.270.270.270.260.230.230.240.240.210.200.202.61
20130.300.240.240.230.220.220.220.220.220.290.292.70
20120.480.270.270.270.210.270.272.04
0.001.991.921.941.922.332.152.142.132.061.992.01

Sectors and Top Holdings

Security % Assets
CORPORATE BOND1.02%
BlackRock Cash Funds Treasury SL Agency Shares0.67%
U.S. Dollar0.62%
Sprint Corp. 7.875% 15-SEP-20230.27%
TransDigm, Inc. 6.25% 15-MAR-20260.26%
Ford Motor Company 8.5% 21-APR-20230.25%
HCA, Inc. 5.375% 01-FEB-20250.22%
Ford Motor Credit Company LLC 5.125% 16-JUN-20250.21%
Colt Merger Sub, Inc. 6.25% 01-JUL-20250.21%
Centene Corporation 4.25% 15-DEC-20270.20%
American Airlines, Inc. 5.75% 20-APR-20290.19%
Top 11 Weights4.12%

Compare with similar ETFs

GHYG FLHY IHY MUSI PFLD WINC
Product nameGlobal High Yield Corporate Bond FundFranklin Liberty High Yield Corporate ETFMarket Vectors International High Yield Bond ETFAmerican Century Multisector Income ETFAAM Low Duration Preferred & Income Securities ETFWestern Asset Short Duration Income ETF
IssueriSharesFranklinVanEckAmerican CenturyAAMWestern Asset
Price$39.23$21.747$17.81$41.795$20.5$22.8
Expense Ratio0.4%0.4%0.4%better0.35%worse0.45%better0.29%
Average Spread0.306%0.230%0.337%0.096%0.195%0.219%
AUM$152,631,000$266,646,000$80,243,700$83,422,000$77,199,400$18,212,000
Shares3,890,68212,261,2684,505,5401,995,9803,765,823798,771
Average Daily Volume10,90070,02016,4931,54741,9306,297
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2012-04-032018-05-302012-04-022021-06-292019-11-192019-02-07
Index TrackedMarkit iBoxx Global Developed Markets High Yield IndexNo Underlying IndexICE BofAML Global ex-US Issuers High Yield Constrained IndexNo Underlying IndexICE 0-5 Year Duration Exchange-Listed Preferred & Hybrid Securities IndexNo Underlying Index
CategoryHigh Yield BondsHigh Yield BondsHigh Yield Bondsn/aPreferred Stock/Convertible BondsTotal Bond Market
Asset ClassBondBondBondMulti-AssetBond
Asset Class Size
Value or GrowthBlend
Region
CountriesBroadBroadBroadBroadU.S.
Annual Dividend Rate$2.072$1.46$0.989$1.6$1.047$0.528
Annual Dividend Yield0.053%0.067%0.056%0.038%0.051%0.023%
Number of Holdings00000246
YTD Return-17.62%-13.21%-23.58%-13.46%-15.42%-10.42%
Beta-0.190.10-0.170.180.320.07
Upside Beta0.060.030.05-0.160.130.03
Downside Beta0.04-0.170.03-0.27-0.81-0.22
Volatility 1Y10.95%10.24%10.85%4.87%9.21%4.06%
Sharpe Ratio 3Y-0.58-0.30-1.160.000.00-0.69
Treynor Ratio 3Y0.02-0.020.050.000.00-0.04

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew