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ISIN
US74347G7960
CUSIP
74347G796
Issuer
ProShares
Inception Date
Oct 14, 2020
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
MSCI Global Transformational Changes Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$8M

Share Price Chart


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Performance

ANEW Performance Chart

ProShares MSCI Transformational Changes ETF (ANEW) is up 0.2% since the beginning of the year. ANEW is currently trading at $50 per share. Investors who bought $1,000 worth of ANEW shares 5 years ago would now be looking at an investment worth $1,153.


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S&P 500 Index

Returns By Period

ProShares MSCI Transformational Changes ETF (ANEW) has returned 0.20% so far this year and 4.63% over the past 12 months.


ProShares MSCI Transformational Changes ETF

1D
-0.69%
1M
-0.41%
YTD
0.20%
6M
-0.83%
1Y
4.63%
3Y*
12.56%
5Y*
2.88%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ANEW Monthly Returns History

Based on dividend-adjusted daily data since Oct 16, 2020, ANEW's average daily return is +0.03%, while the average monthly return is +0.51%. At this rate, an investment would double in approximately 11.4 years.

Historically, 54% of months were positive and 46% were negative. The best month was Nov 2023 with a return of +9.8%, while the worst month was Apr 2022 at -11.0%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, ANEW closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +9.5%, while the worst single day was Apr 4, 2025 at -5.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.51%-1.23%-7.97%6.73%6.12%-2.17%0.20%
20256.50%-0.99%-5.52%2.04%4.83%4.73%0.03%1.19%1.76%-0.22%-0.80%-1.55%12.01%
20240.75%4.41%3.51%-4.85%4.63%2.18%0.49%3.24%3.83%-1.07%4.59%-3.31%19.37%
20239.23%-3.66%5.75%-0.46%0.29%5.93%4.12%-4.56%-6.09%-4.12%9.77%6.25%22.81%
2022-9.35%-4.49%2.35%-11.03%-1.90%-8.44%7.44%-4.58%-10.17%4.89%7.53%-4.33%-29.62%
20212.62%0.25%-2.09%4.82%-1.86%5.71%-0.45%3.41%-6.03%3.51%-2.29%-0.21%6.95%

Benchmark Metrics

ProShares MSCI Transformational Changes ETF has an annualized alpha of -8.39%, beta of 1.02, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since October 16, 2020.

  • This ETF participated in 115.81% of S&P 500 Index downside but only 79.16% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -8.39% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 1.02 and R2 of 0.83, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-8.39%
Beta
1.02
0.83
Upside Capture
79.16%
Downside Capture
115.81%

Expense Ratio

ANEW has an expense ratio of 0.45%, placing it in the medium range.


Return for Risk

Risk / Return Rank

ANEW ranks 12 for risk / return — in the bottom 12% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


ANEW Risk / Return Rank: 1212
Overall Rank
ANEW Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
ANEW Sortino Ratio Rank: 1212
Sortino Ratio Rank
ANEW Omega Ratio Rank: 1212
Omega Ratio Rank
ANEW Calmar Ratio Rank: 1111
Calmar Ratio Rank
ANEW Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for ProShares MSCI Transformational Changes ETF (ANEW) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ANEWBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.69

Sortino ratioReturn per unit of downside risk

-2.19

Omega ratioGain probability vs. loss probability

1.07

1.37

-0.30

Calmar ratioReturn relative to maximum drawdown

0.29

2.78

-2.50

Martin ratioReturn relative to average drawdown

0.81

12.44

-11.62

Dividends

Dividend History

ProShares MSCI Transformational Changes ETF provided a 0.62% dividend yield over the last twelve months, with an annual payout of $0.31 per share.


0.00%0.20%0.40%0.60%0.80%1.00%$0.00$0.10$0.20$0.30$0.40$0.50202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$0.31$0.27$0.49$0.33$0.33$0.11$0.02

Dividend yield

0.62%0.54%1.08%0.87%1.05%0.24%0.04%

Monthly Dividends

The table displays the monthly dividend distributions for ProShares MSCI Transformational Changes ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.04$0.00$0.00$0.00$0.04
2025$0.00$0.00$0.00$0.00$0.00$0.13$0.00$0.00$0.04$0.00$0.00$0.10$0.27
2024$0.00$0.00$0.01$0.00$0.00$0.12$0.00$0.00$0.03$0.00$0.00$0.32$0.49
2023$0.00$0.00$0.07$0.00$0.00$0.13$0.00$0.00$0.05$0.00$0.00$0.09$0.33
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33
2021$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.01$0.00$0.00$0.04$0.11

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the ProShares MSCI Transformational Changes ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the ProShares MSCI Transformational Changes ETF was 39.87%, occurring on Oct 14, 2022. Recovery took 536 trading sessions.

The current ProShares MSCI Transformational Changes ETF drawdown is 4.68%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-39.87%Oct 2022
1y 1mo2y 1mo
3y 2moSep 2021 - Dec 2024
2025 selloff2025
-20.26%Apr 2025
1mo 17d2mo 19d
4mo 6dFeb 2025 - Jun 2025
2026 correction2026
-16.12%Mar 2026
5mo 3d
7mo 28dOct 2025 - now
2021 correction2021
-13.59%Mar 2021
20d5mo 20d
6mo 10dFeb 2021 - Aug 2021
2020 pullback2020
-7.76%Oct 2020
14d1mo 1d
1mo 15dOct 2020 - Nov 2020

Drawdown Indicators


ANEWBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-39.87%

-56.78%

+16.91%

Max Drawdown (1Y)

Largest decline over 1 year

-16.12%

-9.10%

-7.02%

Max Drawdown (3Y)

Largest decline over 3 years

-20.26%

-18.90%

-1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-39.87%

-25.43%

-14.44%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-4.68%

-1.80%

-2.88%

Average Drawdown

Average peak-to-trough decline

-13.29%

-10.71%

-2.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.70%

2.03%

+3.67%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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