Boomerang?

[Desteplo]

Martial ranged weapon
1d4 bludgeon
Special, thrown (20/60)
Special: you can catch it as a bonus action on your turn. Otherwise it Lands on the space it was thrown from at the end of your turn

[Lunali]

Should only return if it misses.

[ProsecutorGodot]

The Boomerang actually already exists in 5E.

1d4 Bludgeoning (Range 60/120) Simple Ranged Weapon
The boomerang is a ranged weapon, and any creature proficient with the javelin is also proficient with this weapon.

On a miss, a boomerang returns to the thrower's hand.

The stats for a Boomerang are found under Storm Boomerang in the Princes of the Apocalypse adventure.

[Naanomi]

Treat as a light hammer, make a common magic enchantment be 'returning'