ProShares Trust

10-Year Study

BITU.US · · US · ETF

Executive Summary: ProShares Trust has compounded at -15.1% annually over the last 10 years, with a maximum drawdown of 74.9% and an annualized volatility of 98.5%.

1Y CAGR
-65.0%
3Y CAGR
-15.1%
5Y CAGR
-15.1%
10Y CAGR
-15.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
74.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.22
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.49
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
92.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +-35.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -37.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
0%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-11.0-42.83.522.6————————-35.4%
202514.8-33.1-8.425.520.63.915.4-16.09.6-10.4-33.8-9.7-37.1%
2024————25.3-23.613.4-24.913.917.883.9-11.977.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 98.5%. The dominant macroeconomic risk driver is BTC-USD.CC, accounting for 91.1% of variance. Idiosyncratic stock-specific factors contribute 0.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-04-0110000
2024-05-0112532.749765982748
2024-06-019580.135097528273
2024-07-0110863.106231183749
2024-08-018162.977205454499
2024-09-019297.290459685784
2024-10-0110952.159283527713
2024-11-0120141.725908872417
2024-12-0117741.89794317808
2025-01-0120359.045715586817
2025-02-0113617.679054823284
2025-03-0112474.814683633971
2025-04-0115660.940622865382
2025-05-0118888.354795456267
2025-06-0119622.081109115286
2025-07-0122649.480102208618
2025-08-0119024.110101955626
2025-09-0120849.79887165735
2025-10-0118683.633971715535
2025-11-0112363.548966529208
2025-12-0111160.118400080955
2026-01-019937.511068383637
2026-02-015685.733802211147
2026-03-015883.067270473348
2026-04-017210.261340349634
Annual Return Matrix
YearAnnual Return
2025-0.37097381374735483
2026-0.3539260891445981
Total Factor Risk
0.9848347507332155
VTI.US Exposure
-0.10050959118222656
VEA.US Exposure
-0.005467277761731722
VWO.US Exposure
0.0023739866479207143
QQQ.US Exposure
0.09437010195810938
VTV.US Exposure
0.06591960002470892
IJR.US Exposure
0.007261541437902128
QUAL.US Exposure
-0.05072487548269276
SHV.US Exposure
0.00263261561155958
TLT.US Exposure
-0.013843882581881775
LQD.US Exposure
0.0832092659014055
HYG.US Exposure
0.0009729861310044248
GLD.US Exposure
0.0020091464311818375
USO.US Exposure
0.0011211030557953525
VNQ.US Exposure
-0.009398213886182803
BTC-USD.CC Exposure
0.9111816544811231
CPER.US Exposure
0.003493792260059298
VIX.INDX Exposure
0.0009077067795372728
UUP.US Exposure
-0.0010904481034683037
TIP.US Exposure
0.0033088173573504447
Idiosyncratic Exposure
0.0022719709205261214
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
98.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$18
Avg Yield on Cost
0.18%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$18.220.18%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+13.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-51.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
71.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ProShares Trust a high-risk investment?

ProShares Trust (BITU.US) has an annualized volatility of 98.5% and experienced a maximum drawdown of 74.9% over the last 10 years. Its primary macro risk driver is BTC-USD.CC.

What is the 10-year return of BITU.US?

Over the past 10 years, BITU.US has generated a Compound Annual Growth Rate (CAGR) of -15.1%. It has had a positive return in 0% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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