Map from Google - El_Hierro

In El Hierro, the smallest and south-westernmost of the Canary Islands, the climate is subtropical oceanic on the coast, that is, very mild and sunny most of the year, with rainfall concentrated from October to March. In inland areas, however, the climate varies according to altitude and exposure: the slopes exposed to the northeast trade winds (therefore the northern and eastern ones) receive a fair amount of rain and are green, while the rest of the island (that is, along the coasts and in the south) rainfall is scarce, so that the landscape becomes arid.
In the capital, Valverde, which is located in a slope at about 2,000 feet above sea level, the temperatures are spring-like for much of the year: cool (or even a little cold) in winter, and pleasantly warm in summer, as you can see in the following table.
Valverde average temperatures
Valverde J F M A M J J A S O N D
Min (°F) 54 52 54 54 55 59 63 64 63 61 57 55
Max (°F) 63 63 64 64 66 70 73 75 75 72 68 64

Along the coast the temperatures are higher, so they are very mild in winter and warm in summer, when, however, highs remain below 85 °F, as you can see from the temperature of the airport, which is located on the coast, east of Valverde.
El Hierro airport average temperatures
El Hierro airp. J F M A M J J A S O N D
Min (°F) 62 62 62 63 64 67 69 70 71 70 67 64
Max (°F) 70 69 71 71 73 75 77 79 80 78 75 72

The rains are definitely scarce on the coast: at the airport they amount to just 8 inches per year. Here is the average precipitation.
Average precipitation El-Hierro airport
El Hierro airp. J F M A M J J A S O N D Year
Prec. (in) 1.1 1.5 1.0 0.5 0.1 0.0 0.0 0.0 0.1 0.6 1.5 1.7 8.1
Days 3 3 3 2 1 0 0 0 1 3 3 5 24

The prevailing winds, the trade winds, cause haze and cloudiness on the slopes exposed, while they temper the heat along the coast during the summer; they are stronger in the afternoon in the afternoon, being often moderate or even quite strong.
The days of calima, characterized by abnormal heat and light wind, and dominated by warm air masses from Africa, are relatively rare, and are more rare than in the eastern islands of the Canaries, given the greater distance from the African continent; however, they are more frequent in spring and summer: in practice these are the only days when the temperature exceeds 85 °F, and when the heat is unpleasant. The calima is also felt in the highlands, and often even more than in the plains, because hot air is lighter and tends to rise, while the coast can be mitigated by the cool sea breeze.
The amount of sunshine on the coast of El Hierro is good even in winter, and is great in summer, when blue skies are the norm. In inland areas instead, especially on the slopes facing north and east, mists and cloud banks may form with some frequency.
El Hierro is a volcanic island, so much so that there are several volcanic craters, as well as areas with lava soil. The highest peak is Pico Malpaso, 4,924 feet high.

El Hierro, beach

The sea in El Hierro is quite cold in winter, even though not prohibitively, while it becomes warm enough for swimming from August to October. The island is located at a low latitude, a little north of the Tropic of Cancer, but as mentioned in this area of the Atlantic Ocean there is a cold current, though the bulk of it flows along the coast of Morocco, so in this western part of the Canaries where El Hierro is located, the sea is slightly warmer. The sea temperature goes from 66 °F in the period from February to April, and 75 °F in September.
Here are the average sea temperatures.
Sea temperature El Hierro
El Hierro J F M A M J J A S O N D
Sea (°F) 68 66 66 66 68 70 72 73 75 73 72 70

When to go

For the sun and the sea, the best time to visit El Hierro goes from May to mid-October. In the first period (May-June), the air temperature is a bit lower and the sea is a bit colder, but the days are slightly longer. In the Canaries, the days in summer are shorter than in Europe (while in winter they are longer), but due to the time zone adopted, the sun sets late enough anyway.
To visit cities and make excursions to the interior, you can choose April, May and the first half of October.
In winter you will appreciate the mild temperatures and you can often sunbathe, although we can not exclude some days of bad weather.

In suitcase - what to bring

In winter: light clothes for the day, sweater and jacket for the evening, possibly a raincoat or umbrella. To climb mountains, down jacket, hiking shoes.
In summer: summer clothes, but also a scarf for the wind, a light sweatshirt, light jacket for the evening and windy afternoons; comfortable shoes for hiking. For mountain climbing, hiking shoes, sweater and light jacket.