ProShares Russell 2000 High Income ETF

Symbol: ITWO

Exchange: BATS

Sector: Healthcare

Category: Derivative Income

Inception Date: 04/09/2024

Latest Date: 02/04/2026

Current Price: $39.67

Expense Ratio: 0.55%

Assets Under Management
$155.3M
2.22% daily change

Period Performance

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

Adjusted Return
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Performance Metrics

Return

-5.07%

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
Return

-0.51%

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
Return

2.28%

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
Return

21.79%

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

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.088%

Best Day

6.258%

09/04/2025
Worst Day

-6.023%

03/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $38.81 $39.69 $38.65 $39.67 21,800
01/04/2026 $39.52 $39.85 $39.32 $39.52 41,100
31/03/2026 $38.93 $40.13 $38.93 $39.78 28,100
30/03/2026 $39.66 $39.66 $38.44 $38.61 15,300
27/03/2026 $39.80 $39.80 $39.00 $39.10 12,900
26/03/2026 $40.00 $40.50 $39.77 $39.79 26,000
25/03/2026 $40.47 $40.56 $40.34 $40.46 18,500
24/03/2026 $39.57 $40.16 $39.46 $39.97 19,200
23/03/2026 $39.57 $40.12 $39.56 $39.78 18,700
20/03/2026 $39.60 $39.60 $38.67 $38.90 11,300