ProShares Trust

10-Year Study

EETH.US · · US · ETF

Executive Summary: ProShares Trust has compounded at 3.0% annually over the last 10 years, with a maximum drawdown of 56.9% and an annualized volatility of 330.9%.

1Y CAGR
-13.8%
3Y CAGR
+3.0%
5Y CAGR
+3.0%
10Y CAGR
+3.0%

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 →
56.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.80
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
75.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +33.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -21.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
33%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-10.6-28.39.012.4————————-21.5%
2025-1.7-33.6-18.1-2.743.3-2.847.215.5-4.5-7.1-22.3-2.5-17.2%
2024-2.148.14.0-19.329.7-11.6-3.4-23.73.0-3.842.5-8.233.3%
2023——————————11.511.624.4%

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 330.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 92.0% of variance. Idiosyncratic stock-specific factors contribute 0.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-10-0110000
2023-11-0111147.891301276446
2023-12-0112441.662465159197
2024-01-0112186.014916848908
2024-02-0118046.864512746688
2024-03-0118768.478088918342
2024-04-0115138.585622846616
2024-05-0119628.75374304109
2024-06-0117360.906496816544
2024-07-0116765.734865676837
2024-08-0112796.369051960228
2024-09-0113184.214170125642
2024-10-0112683.033696266066
2024-11-0118070.047673457077
2024-12-0116583.79567531878
2025-01-0116300.791997370225
2025-02-0110830.421521301554
2025-03-018866.480849053312
2025-04-018623.902543347755
2025-05-0112355.488754229253
2025-06-0112014.98801909757
2025-07-0117683.57945182747
2025-08-0120422.22948017223
2025-09-0119512.176972779514
2025-10-0118121.511471612783
2025-11-0114084.84825423401
2025-12-0113732.919418786183
2026-01-0112271.028765087993
2026-02-018799.377637128573
2026-03-019587.61981223049
2026-04-0110776.63303699053
Annual Return Matrix
YearAnnual Return
20240.3329244159901408
2025-0.17190734330955848
2026-0.21527005960229761
Total Factor Risk
3.3094907262131774
VTI.US Exposure
0.0107023999205745
VEA.US Exposure
0.01235396961041569
VWO.US Exposure
0.006165003509501776
QQQ.US Exposure
-0.009569254801401101
VTV.US Exposure
0.003249450870638593
IJR.US Exposure
0.007475865793723386
QUAL.US Exposure
0.002212637031817764
SHV.US Exposure
0.9204898142219704
TLT.US Exposure
-0.001245986533415531
LQD.US Exposure
0.019599646682487832
HYG.US Exposure
0.0016041241739638288
GLD.US Exposure
0.0016206697148443156
USO.US Exposure
-0.00009329226797665339
VNQ.US Exposure
-0.00017059702203041979
BTC-USD.CC Exposure
0.01903203248245303
CPER.US Exposure
-0.00046899124619858884
VIX.INDX Exposure
0.0031680886973649135
UUP.US Exposure
0.0012904839012863835
TIP.US Exposure
0.0003150070865841219
Idiosyncratic Exposure
0.0022689281733956537
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
330.9%

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 →83.52%
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
$15
Avg Yield on Cost
0.15%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$15.040.15%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 →
+12.5%
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 →
-28.1%
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 →
52.9% 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 (EETH.US) has an annualized volatility of 330.9% and experienced a maximum drawdown of 56.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, EETH.US has generated a Compound Annual Growth Rate (CAGR) of 3.0%. It has had a positive return in 33% 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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