Summary
ISPY
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 24.74% Volatility 15.52% Sharpe 0.46
Official loaded data — not a live quote.

PROSHARES S&P 500 HIGH INCOME ETF

Symbol: ISPY

Exchange: BATS

Sector: Technology

Category: Derivative Income

Inception date: 18/12/2023

Latest date: 03/06/2026

Current price: $48.64

Expense ratio: 0.56%

Assets under management
$1.3B
-0.25% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

5.10%

Ann. -40.88% (Sharpe / Sortino numerator)

Volatility

17.61%

Sharpe ratio

-2.528

VaR 95%

-1.55%

CVaR 95%: -1.91%
Max drawdown: -7.17%
Sortino ratio: -4.104
Calmar ratio: -5.70

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.36%

Ann. -17.82% (Sharpe / Sortino numerator)

Volatility

13.71%

Sharpe ratio

-1.565

VaR 95%

-1.56%

CVaR 95%: -1.86%
Max drawdown: -9.49%
Sortino ratio: -2.137
Calmar ratio: -1.88

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.25%

Ann. -5.44% (Sharpe / Sortino numerator)

Volatility

12.95%

Sharpe ratio

-0.700

VaR 95%

-1.38%

CVaR 95%: -1.84%
Max drawdown: -9.49%
Sortino ratio: -0.939
Calmar ratio: -0.57

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

24.74%

Ann. 10.77% (Sharpe / Sortino numerator)

Volatility

15.52%

Sharpe ratio

0.460

VaR 95%

-1.42%

CVaR 95%: -2.52%
Max drawdown: -9.49%
Sortino ratio: 0.500
Calmar ratio: 1.13

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

34.58%

Ann. 10.65% (Sharpe / Sortino numerator)

Volatility

14.27%

Sharpe ratio

0.492

VaR 95%

-1.52%

CVaR 95%: -2.24%
Max drawdown: -16.88%
Sortino ratio: 0.572
Calmar ratio: 0.63

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

49.47%

Ann. 17.53% (Sharpe / Sortino numerator)

Volatility

13.81%

Sharpe ratio

1.012

VaR 95%

-1.45%

CVaR 95%: -2.12%
Max drawdown: -16.88%
Sortino ratio: 1.201
Calmar ratio: 1.04

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.091%

Best day

2.407%

31/03/2026
Worst day

-2.56%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $48.76 $48.92 $48.54 $48.64 148,700
02/06/2026 $48.69 $49.02 $48.69 $48.99 139,200
01/06/2026 $48.49 $48.98 $48.49 $48.89 61,000
29/05/2026 $48.77 $49.08 $48.77 $49.01 89,000
28/05/2026 $48.67 $48.91 $48.50 $48.81 59,000
27/05/2026 $48.58 $48.65 $48.38 $48.60 130,500
26/05/2026 $48.47 $48.68 $48.42 $48.50 90,900
22/05/2026 $48.12 $48.43 $48.11 $48.20 143,100
21/05/2026 $47.99 $48.40 $47.72 $48.40 71,200
20/05/2026 $47.57 $48.00 $47.53 $47.93 98,500