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ProShares MSCI Transformational Changes ETF (ANEW)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS74347G7960
CUSIP74347G796
IssuerProShares
Inception DateOct 14, 2020
RegionDeveloped Markets (Broad)
CategoryLarge Cap Growth Equities
Index TrackedMSCI Global Transformational Changes Index
Home Pagewww.proshares.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

ANEW has a high expense ratio of 0.45%, indicating higher-than-average management fees.


Expense ratio chart for ANEW: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ProShares MSCI Transformational Changes ETF

Popular comparisons: ANEW vs. AIQ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ProShares MSCI Transformational Changes ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%50.00%December2024FebruaryMarchAprilMay
7.65%
52.23%
ANEW (ProShares MSCI Transformational Changes ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

ProShares MSCI Transformational Changes ETF had a return of 10.11% year-to-date (YTD) and 21.36% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date10.11%11.18%
1 month7.08%5.60%
6 months18.26%17.48%
1 year21.36%26.33%
5 years (annualized)N/A13.16%
10 years (annualized)N/A10.99%

Monthly Returns

The table below presents the monthly returns of ANEW, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.75%4.42%3.51%-4.85%10.11%
20239.23%-3.66%5.75%-0.46%0.29%5.93%4.12%-4.56%-6.08%-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%0.24%-2.09%4.82%-1.86%5.72%-0.45%3.41%-6.03%3.51%-2.29%-0.21%6.94%
2020-7.44%8.47%5.35%5.77%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ANEW is 58, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ANEW is 5858
ANEW (ProShares MSCI Transformational Changes ETF)
The Sharpe Ratio Rank of ANEW is 6767Sharpe Ratio Rank
The Sortino Ratio Rank of ANEW is 6666Sortino Ratio Rank
The Omega Ratio Rank of ANEW is 6464Omega Ratio Rank
The Calmar Ratio Rank of ANEW is 4343Calmar Ratio Rank
The Martin Ratio Rank of ANEW is 5050Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for ProShares MSCI Transformational Changes ETF (ANEW) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ANEW
Sharpe ratio
The chart of Sharpe ratio for ANEW, currently valued at 1.65, compared to the broader market0.002.004.001.65
Sortino ratio
The chart of Sortino ratio for ANEW, currently valued at 2.37, compared to the broader market0.005.0010.002.37
Omega ratio
The chart of Omega ratio for ANEW, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.28
Calmar ratio
The chart of Calmar ratio for ANEW, currently valued at 0.70, compared to the broader market0.005.0010.0015.000.70
Martin ratio
The chart of Martin ratio for ANEW, currently valued at 4.12, compared to the broader market0.0020.0040.0060.0080.00100.004.12
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market0.002.004.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market0.005.0010.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.005.0010.0015.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0020.0040.0060.0080.00100.009.12

Sharpe Ratio

The current ProShares MSCI Transformational Changes ETF Sharpe ratio is 1.65. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of ProShares MSCI Transformational Changes ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
1.65
2.38
ANEW (ProShares MSCI Transformational Changes ETF)
Benchmark (^GSPC)

Dividends

Dividend History

ProShares MSCI Transformational Changes ETF granted a 0.66% dividend yield in the last twelve months. The annual payout for that period amounted to $0.28 per share.


PeriodTTM2023202220212020
Dividend$0.28$0.33$0.33$0.11$0.02

Dividend yield

0.66%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
2024$0.00$0.00$0.01$0.00$0.00$0.01
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
2020$0.02$0.02

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-10.99%
-0.09%
ANEW (ProShares MSCI Transformational Changes ETF)
Benchmark (^GSPC)

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. The portfolio has not yet recovered.

The current ProShares MSCI Transformational Changes ETF drawdown is 10.99%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.87%Sep 8, 2021279Oct 14, 2022
-13.59%Feb 16, 202115Mar 8, 2021119Aug 25, 2021134
-7.44%Oct 19, 202010Oct 30, 20204Nov 5, 202014
-3.55%Nov 6, 20203Nov 10, 202012Nov 27, 202015
-3.03%Jan 26, 20212Jan 27, 20214Feb 2, 20216

Volatility

Volatility Chart

The current ProShares MSCI Transformational Changes ETF volatility is 3.81%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay
3.81%
3.36%
ANEW (ProShares MSCI Transformational Changes ETF)
Benchmark (^GSPC)