ProShares Trust

10-Year Study

ETHT.US · · US · ETF

Executive Summary: ProShares Trust has compounded at -67.7% annually over the last 10 years, with a maximum drawdown of 91.0% and an annualized volatility of 848.6%.

1Y CAGR
-58.8%
3Y CAGR
-67.7%
5Y CAGR
-67.7%
10Y CAGR
-67.7%

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 →
91.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.14
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
158.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +-50.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -64.9%
% 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.
2026-23.2-53.912.625.2————————-50.1%
2025-8.9-59.5-36.8-12.493.7-8.4108.125.5-11.3-17.9-43.5-9.7-64.9%
2024——————-9.9-47.13.1-4.490.4-19.6-28.1%

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 848.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 92.4% of variance. Idiosyncratic stock-specific factors contribute 0.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-06-0110000
2024-07-019011.386972159975
2024-08-014766.46260591314
2024-09-014915.342932180256
2024-10-014697.469609677571
2024-11-018942.687751095596
2024-12-017194.025968903385
2025-01-016556.83224492714
2025-02-012654.427386995169
2025-03-011677.175548948696
2025-04-011469.1793893913882
2025-05-012845.9156417405625
2025-06-012605.564666694606
2025-07-015421.767158318932
2025-08-016806.427122802952
2025-09-016036.937502722043
2025-10-014957.116015307535
2025-11-012801.130592719142
2025-12-012528.0444866001544
2026-01-011941.4412096305664
2026-02-01895.4594602589988
2026-03-011008.0145811094758
2026-04-011261.5328736470933
Annual Return Matrix
YearAnnual Return
2025-0.6485911369339254
2026-0.500984701679966
Total Factor Risk
8.486119175333927
VTI.US Exposure
0.02948799386227112
VEA.US Exposure
0.010457757588474049
VWO.US Exposure
0.002513370794547186
QQQ.US Exposure
-0.009033116083659145
VTV.US Exposure
0.007378537889344637
IJR.US Exposure
0.007027867513397082
QUAL.US Exposure
-0.00038939382585479707
SHV.US Exposure
0.9241440469334079
TLT.US Exposure
-0.0006199057760767919
LQD.US Exposure
0.011021818628064462
HYG.US Exposure
0.004750406133353992
GLD.US Exposure
0.0006755753506463921
USO.US Exposure
0.00006976302516145162
VNQ.US Exposure
-0.0001861993778119555
BTC-USD.CC Exposure
0.009912191710717198
CPER.US Exposure
-0.00035063390193727626
VIX.INDX Exposure
0.00011636555677291862
UUP.US Exposure
0.0012681911806673904
TIP.US Exposure
0.00010916572648009456
Idiosyncratic Exposure
0.0016461970720339787
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
848.6%

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
$2
Avg Yield on Cost
0.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1.620.02%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 →
+21.2%
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 →
-65.7%
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 →
85.4% 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 (ETHT.US) has an annualized volatility of 848.6% and experienced a maximum drawdown of 91.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ETHT.US has generated a Compound Annual Growth Rate (CAGR) of -67.7%. 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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