Summary
ITWO
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 34.34% Volatility 21.88% Sharpe 0.83
Official loaded data — not a live quote.

ProShares Russell 2000 High Income ETF

Symbol: ITWO

Exchange: BATS

Sector: Healthcare

Category: Derivative Income

Inception date: 04/09/2024

Latest date: 16/07/2026

Current price: $46.02

Expense ratio: 0.55%

Assets under management
$197.0M
0.15% 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

1.61%

Ann. -43.47% (Sharpe / Sortino numerator)

Volatility

24.13%

Sharpe ratio

-1.952

VaR 95%

-2.07%

CVaR 95%: -2.17%
Max drawdown: -7.56%
Sortino ratio: -4.331
Calmar ratio: -5.75

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

9.97%

Ann. -2.06% (Sharpe / Sortino numerator)

Volatility

20.44%

Sharpe ratio

-0.278

VaR 95%

-2.01%

CVaR 95%: -2.14%
Max drawdown: -12.05%
Sortino ratio: -0.471
Calmar ratio: -0.17

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

13.14%

Ann. 4.65% (Sharpe / Sortino numerator)

Volatility

20.62%

Sharpe ratio

0.049

VaR 95%

-1.97%

CVaR 95%: -2.40%
Max drawdown: -12.05%
Sortino ratio: 0.081
Calmar ratio: 0.39

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

34.34%

Ann. 21.89% (Sharpe / Sortino numerator)

Volatility

21.88%

Sharpe ratio

0.834

VaR 95%

-1.96%

CVaR 95%: -3.06%
Max drawdown: -12.05%
Sortino ratio: 1.140
Calmar ratio: 1.82

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

43.41%

Ann. 19.25% (Sharpe / Sortino numerator)

Volatility

20.74%

Sharpe ratio

0.755

VaR 95%

-1.93%

CVaR 95%: -2.85%
Max drawdown: -24.77%
Sortino ratio: 1.092
Calmar ratio: 0.78

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.125%

Best day

3.357%

13/10/2025
Worst day

-3.619%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $45.95 $46.30 $45.86 $46.02 38,500
15/07/2026 $45.72 $46.19 $45.72 $46.05 63,100
14/07/2026 $45.94 $46.07 $45.78 $45.81 53,100
13/07/2026 $45.95 $45.99 $45.45 $45.64 18,000
10/07/2026 $46.27 $46.27 $45.65 $46.01 25,300
09/07/2026 $45.89 $46.37 $45.75 $46.21 48,800
08/07/2026 $45.89 $45.91 $45.28 $45.68 21,700
07/07/2026 $46.32 $46.58 $45.98 $46.09 38,900
06/07/2026 $46.45 $46.71 $46.31 $46.48 22,800
02/07/2026 $46.77 $46.93 $45.88 $46.24 20,900