El Hierro, where it lies

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 moderate 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 600 metres (2,000 feet) above sea level, 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
Min (°C)121112121315171817161413
Max (°C)171718181921232424222018
Min (°F)545254545559636463615755
Max (°F)636364646670737575726864

Along the coast, temperatures are higher, so that they are very mild in winter and warm in summer, when, however, highs remain below 30 °C (86 °F), as you can see from the temperature of the airport, which is located on the coast, east of Valverde.
El Hierro - Average temperatures
Min (°C)171617171819212122212018
Max (°C)212121222324252627262422
Min (°F)636163636466707072706864
Max (°F)707070727375777981797572

On the coast, the rains are definitely scarce: at the airport they amount to just 200 mm (8 in) per year. Here is the average precipitation.
El Hierro - Average precipitation

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, 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 in which the temperature exceeds 30 °C (86 °F), and in which 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 is very good throughout the year, however, in addition to the low pressure systems that may pass during the October to March period, in summer cloud banks can form on the Atlantic and pass over the island, while on the northern coasts, and especially on the mountain slopes exposed to the north, local clouds and fogs can form. The southern coast is therefore the sunniest.
Here are the average daily sunshine hours at the airport, which, being on the northeast coast, is a little less sunny than the southern coast.
El Hierro - Sunshine

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, 1,501 metres (4,925 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 bit north of the Tropic of Cancer, but as mentioned in this area of the Atlantic Ocean a cold current flows, though the bulk of it flows along the coast of Morocco, so in this western part of the Canaries the sea is slightly warmer. The sea temperature goes from 19 °C (66 °F) in the period from February to April, to 24 °C (75 °F) in September. Here are the average sea temperatures.
El Hierro - Sea temperature
Temp (°C)201919192021222324232221
Temp (°F)686666666870727375737270

When to go

For swimming and sun bathing, 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 for excursions in the interior, you can choose April, May and the first half of October.
In winter you can appreciate the mild temperatures and you can often sunbathe, although we can not exclude some days of bad weather.

What to pack in the suitcase

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, a light jacket for the evening and windy afternoons; comfortable shoes for hiking. For mountain climbing, hiking shoes, sweater and light jacket.