- ISIN
- US74347R2489
- CUSIP
- 74347R248
- Issuer
- ProShares
- Inception Date
- Jul 13, 2009
- Region
- North America (U.S.)
- Category
- Long-Short
- Leveraged
- 1x (No leverage)
- Index Tracked
- Credit Suisse 130/30 Large-Cap Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $516M
Share Price Chart
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Performance
CSM Performance Chart
Proshares Large Cap Core Plus (CSM) is up 7.4% since the beginning of the year. CSM is currently trading at $85 per share. Investors who bought $1,000 worth of CSM shares 5 years ago would now be looking at an investment worth $1,847.
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Returns By Period
Proshares Large Cap Core Plus (CSM) has returned 7.38% so far this year and 26.96% over the past 12 months. Over the last decade, CSM has posted an annualized return of 14.57%, slightly higher than the S&P 500 Index benchmark’s 13.88%.
Proshares Large Cap Core Plus
- 1D
- -0.47%
- 1M
- -0.08%
- YTD
- 7.38%
- 6M
- 7.05%
- 1Y
- 26.96%
- 3Y*
- 21.18%
- 5Y*
- 13.06%
- 10Y*
- 14.57%
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%
CSM Monthly Returns History
Based on dividend-adjusted daily data since Jul 14, 2009, CSM's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, an investment would double in approximately 4.6 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +12.9%, while the worst month was Mar 2020 at -14.1%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, CSM closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.9%, while the worst single day was Mar 16, 2020 at -11.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.32% | -1.28% | -4.91% | 10.31% | 5.47% | -1.98% | 7.38% | ||||||
| 2025 | 3.25% | -1.56% | -4.97% | -0.60% | 6.41% | 4.86% | 1.96% | 3.17% | 3.56% | 2.55% | 0.61% | 1.19% | 21.84% |
| 2024 | 1.52% | 5.54% | 3.76% | -5.02% | 3.65% | 4.03% | 1.24% | 1.78% | 2.54% | -0.98% | 5.86% | -3.16% | 22.09% |
| 2023 | 7.95% | -2.15% | 0.80% | 0.24% | 0.10% | 6.99% | 3.64% | -2.48% | -5.08% | -2.09% | 8.89% | 5.66% | 23.50% |
| 2022 | -4.15% | -2.18% | 3.36% | -7.99% | 0.86% | -10.42% | 8.53% | -3.10% | -9.65% | 9.09% | 4.94% | -6.74% | -18.27% |
| 2021 | 0.85% | 1.83% | 5.59% | 5.39% | 0.87% | 2.53% | 1.94% | 3.61% | -4.32% | 6.38% | -0.55% | 5.36% | 33.13% |
Benchmark Metrics
Proshares Large Cap Core Plus has an annualized alpha of 1.31%, beta of 0.99, and R2 of 0.96 versus S&P 500 Index. Calculated based on daily prices since July 14, 2009.
- This ETF captured 105.82% of S&P 500 Index gains and 100.53% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- With beta of 0.99 and R2 of 0.96, 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
- 1.31%
- Beta
- 0.99
- R²
- 0.96
- Upside Capture
- 105.82%
- Downside Capture
- 100.53%
Expense Ratio
CSM has an expense ratio of 0.45%, placing it in the medium range.
Return for Risk
Risk / Return Rank
CSM ranks 67 for risk / return — better than 67% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Proshares Large Cap Core Plus (CSM) 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.
| CSM | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.37 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | 2.78 | +0.10 |
| Martin ratioReturn relative to average drawdown | 12.13 | 12.44 | -0.30 |
Dividends
Dividend History
Proshares Large Cap Core Plus provided a 1.02% dividend yield over the last twelve months, with an annual payout of $0.87 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.87 | $0.82 | $0.70 | $0.64 | $0.62 | $0.43 | $0.51 | $0.55 | $0.47 | $0.43 | $0.41 | $0.41 |
Dividend yield | 1.02% | 1.04% | 1.06% | 1.17% | 1.37% | 0.78% | 1.21% | 1.41% | 1.54% | 1.28% | 1.49% | 1.67% |
Monthly Dividends
The table displays the monthly dividend distributions for Proshares Large Cap Core Plus. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.00 | $0.21 | ||||||
| 2025 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.26 | $0.82 |
| 2024 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.22 | $0.70 |
| 2023 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.21 | $0.64 |
| 2022 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.20 | $0.62 |
| 2021 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.14 | $0.43 |
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 Large Cap Core Plus. 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 Large Cap Core Plus was 36.11%, occurring on Mar 23, 2020. Recovery took 113 trading sessions.
The current Proshares Large Cap Core Plus drawdown is 2.30%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -36.11%Mar 2020 | 1mo 2d | 5mo 12d | 6mo 14dFeb 2020 - Sep 2020 |
Bear market2022 | -23.82%Sep 2022 | 9mo 4d | 1y 2mo | 1y 11moDec 2021 - Dec 2023 |
Rate-hike selloffLate 2018 | -21.13%Dec 2018 | 3mo 1d | 6mo 11d | 9mo 12dSep 2018 - Jul 2019 |
2011 bear market2011 | -20.00%Oct 2011 | 5mo 4d | 4mo 28d | 10mo 2dMay 2011 - Feb 2012 |
2025 selloff2025 | -18.30%Apr 2025 | 1mo 17d | 2mo 17d | 4mo 4dFeb 2025 - Jun 2025 |
Drawdown Indicators
| CSM | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.11% | -56.78% | +20.67% |
Max Drawdown (1Y)Largest decline over 1 year | -9.40% | -9.10% | -0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -18.30% | -18.90% | +0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -23.82% | -25.43% | +1.61% |
Max Drawdown (10Y)Largest decline over 10 years | -36.11% | -33.92% | -2.19% |
Current DrawdownCurrent decline from peak | -2.30% | -1.80% | -0.50% |
Average DrawdownAverage peak-to-trough decline | -4.03% | -10.71% | +6.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 2.03% | +0.20% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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