PROSHARES S&P 500 HIGH INCOME ETF
Symbol: ISPY
Exchange: BATS
Sector: Technology
Category: Derivative Income
Inception date: 18/12/2023
Latest date: 20/07/2026
Current price: $47.62
Expense ratio: 0.56%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.27%
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
4.81%
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
8.46%
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
16.32%
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
28.99%
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
50.50%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.064%
Best day
2.407%
Worst day
-2.844%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $47.82 | $47.98 | $47.56 | $47.62 | 68,400 |
| 17/07/2026 | $47.69 | $47.98 | $47.51 | $47.51 | 72,200 |
| 16/07/2026 | $48.36 | $48.38 | $48.00 | $48.11 | 83,000 |
| 15/07/2026 | $48.48 | $48.48 | $48.00 | $48.35 | 79,600 |
| 14/07/2026 | $48.07 | $48.39 | $47.90 | $48.18 | 61,400 |
| 13/07/2026 | $48.25 | $48.34 | $47.93 | $48.01 | 63,900 |
| 10/07/2026 | $48.11 | $48.45 | $47.69 | $48.38 | 77,100 |
| 09/07/2026 | $48.03 | $48.24 | $47.85 | $48.24 | 135,800 |
| 08/07/2026 | $47.57 | $47.81 | $47.46 | $47.78 | 155,000 |
| 07/07/2026 | $48.04 | $48.12 | $47.80 | $47.99 | 161,500 |