ProShares Russell 2000 High Income ETF
Symbol: ITWO
Exchange: BATS
Sector: Healthcare
Category: Derivative Income
Inception date: 04/09/2024
Latest date: 15/10/2026
Current price: $42.36
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
-3.26%
Ann. -43.47% (Sharpe / Sortino numerator)
Volatility
24.13%
Sharpe ratio
-1.952
VaR 95%
-2.07%
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
-6.59%
Ann. -2.06% (Sharpe / Sortino numerator)
Volatility
20.44%
Sharpe ratio
-0.278
VaR 95%
-2.01%
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
3.00%
Ann. 4.65% (Sharpe / Sortino numerator)
Volatility
20.62%
Sharpe ratio
0.049
VaR 95%
-1.97%
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
12.91%
Ann. 21.89% (Sharpe / Sortino numerator)
Volatility
21.88%
Sharpe ratio
0.834
VaR 95%
-1.96%
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
25.33%
Ann. 19.25% (Sharpe / Sortino numerator)
Volatility
20.74%
Sharpe ratio
0.755
VaR 95%
-1.93%
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
0.055%
Best day
3.03%
Worst day
-3.619%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $41.80 | $42.41 | $41.80 | $42.36 | 25,500 |
| 14/10/2026 | $42.34 | $42.34 | $41.68 | $41.81 | 21,200 |
| 13/10/2026 | $42.91 | $42.99 | $42.52 | $42.68 | 12,600 |
| 12/10/2026 | $42.87 | $42.96 | $42.79 | $42.80 | 23,900 |
| 09/10/2026 | $42.91 | $43.07 | $42.89 | $43.03 | 3,800 |
| 08/10/2026 | $42.53 | $42.84 | $42.31 | $42.65 | 29,100 |
| 07/10/2026 | $43.04 | $43.04 | $42.68 | $42.73 | 37,800 |
| 06/10/2026 | $43.70 | $43.94 | $43.29 | $43.40 | 58,800 |
| 05/10/2026 | $43.38 | $43.75 | $43.15 | $43.60 | 26,600 |
| 02/10/2026 | $43.34 | $43.57 | $43.29 | $43.35 | 15,100 |