HYG volatility
HYG tracks US high-yield credit. On the 90 closes ending 2026-10-23, close-to-close realized vol is 3.6%, annualized with 252 periods.
The 30-close vol sits within 5 points of the 90-close vol. The regime is stable. Price changed -3.4% across the 90 closes. Annualized Sharpe on the same closes is -2.68. Peak-to-trough drawdown inside the window is 4.0%.
iShares iBoxx High Yield Corporate Bond ETF is number 8 of 8 ETFs by 90-close realized vol. Nearest names by vol: EEM 25.8%, GLD 23.4%, QQQ 20.7%.
HYG uses exchange-session closes, dated in America/New_York. Weekends are absent.
| Date | Close |
|---|---|
| 2026-10-14 | $76.8100 |
| 2026-10-15 | $77.1300 |
| 2026-10-16 | $76.8600 |
| 2026-10-19 | $76.8300 |
| 2026-10-20 | $76.8300 |
| 2026-10-21 | $76.9800 |
| 2026-10-22 | $77.1000 |
| 2026-10-23 | $77.0500 |
FAQ
Over 90 closes ending 2026-10-23, close-to-close realized vol is 3.6%, annualized with 252 periods. HYG closes are exchange-session prints. Dates are America/New_York. Weekends are absent.
The 30-close vol is 4.2%. The 30-close vol sits within 5 points of the 90-close vol. The regime is stable.
Peak-to-trough drawdown inside the 90 closes is 4.0%. That is the hole in the series, not the loss from a specific entry.
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Sharpe ratio calculator
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SPDR S&P 500 ETF volatility
90-close vol 11.1%.
Invesco QQQ volatility
90-close vol 20.7%.
iShares Russell 2000 ETF volatility
90-close vol 13.7%.
SPDR Dow Jones Industrial Average ETF volatility
90-close vol 10.9%.
HYG correlation
How HYG moved with SPY over the same closes.
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