PROSHARES S&P 500 HIGH INCOME ETF
Symbol: ISPY
Exchange: BATS
Sector: Technology
Category: Derivative Income
Inception date: 18/12/2023
Latest date: 15/10/2026
Current price: $48.24
Expense ratio: 0.55%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.66%
Ann. -40.88% (Sharpe / Sortino numerator)
Volatility
17.61%
Sharpe ratio
-2.528
VaR 95%
-1.55%
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
1.30%
Ann. -17.82% (Sharpe / Sortino numerator)
Volatility
13.71%
Sharpe ratio
-1.565
VaR 95%
-1.56%
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
9.02%
Ann. -5.44% (Sharpe / Sortino numerator)
Volatility
12.95%
Sharpe ratio
-0.700
VaR 95%
-1.38%
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
13.60%
Ann. 10.77% (Sharpe / Sortino numerator)
Volatility
15.52%
Sharpe ratio
0.460
VaR 95%
-1.42%
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
25.54%
Ann. 10.65% (Sharpe / Sortino numerator)
Volatility
14.27%
Sharpe ratio
0.492
VaR 95%
-1.52%
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
53.98%
Ann. 17.53% (Sharpe / Sortino numerator)
Volatility
13.81%
Sharpe ratio
1.012
VaR 95%
-1.45%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.054%
Best day
2.407%
Worst day
-2.844%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $47.72 | $48.27 | $47.72 | $48.24 | 30,800 |
| 14/10/2026 | $48.30 | $48.41 | $47.85 | $48.06 | 40,200 |
| 13/10/2026 | $48.60 | $48.62 | $48.42 | $48.55 | 64,900 |
| 12/10/2026 | $48.68 | $48.68 | $48.50 | $48.58 | 46,700 |
| 09/10/2026 | $48.37 | $48.65 | $48.37 | $48.60 | 50,500 |
| 08/10/2026 | $48.26 | $48.45 | $48.06 | $48.06 | 40,100 |
| 07/10/2026 | $48.51 | $48.67 | $48.27 | $48.27 | 70,800 |
| 06/10/2026 | $48.50 | $48.76 | $48.50 | $48.67 | 67,400 |
| 05/10/2026 | $47.86 | $48.42 | $47.86 | $48.32 | 65,600 |
| 02/10/2026 | $48.10 | $48.10 | $47.81 | $47.99 | 97,500 |