- ISIN
- US74347G4579
- Issuer
- ProShares
- Inception Date
- Sep 29, 2021
- Region
- Global (Broad)
- Category
- Technology Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- FactSet Big Data Refiners Index
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $5M
Share Price Chart
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Performance
DAT Performance Chart
ProShares Big Data Refiners ETF (DAT) is down 12.7% since the beginning of the year. DAT is currently trading at $40 per share.
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Returns By Period
ProShares Big Data Refiners ETF (DAT) has returned -12.67% so far this year and -11.07% over the past 12 months.
ProShares Big Data Refiners ETF
- 1D
- -2.02%
- 1M
- -3.57%
- YTD
- -12.67%
- 6M
- -15.01%
- 1Y
- -11.07%
- 3Y*
- 12.94%
- 5Y*
- —
- 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%
DAT Monthly Returns History
Based on dividend-adjusted daily data since Sep 30, 2021, DAT's average daily return is +0.02%, while the average monthly return is +0.30%. At this rate, an investment would double in approximately 19.3 years.
Historically, 48% of months were positive and 52% were negative. The best month was May 2026 with a return of +25.5%, while the worst month was May 2022 at -14.6%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.
On a daily basis, DAT closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +13.8%, while the worst single day was May 9, 2022 at -9.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -14.11% | -6.36% | -6.54% | 3.77% | 25.52% | -10.80% | -12.67% | ||||||
| 2025 | 5.97% | -6.86% | -9.08% | 3.90% | 10.17% | 3.10% | 0.13% | -0.25% | 3.24% | 0.50% | -9.15% | 3.77% | 3.49% |
| 2024 | 0.38% | 11.26% | 1.31% | -8.26% | -1.12% | 3.57% | 2.44% | -0.73% | -0.18% | 5.72% | 21.99% | -4.27% | 33.22% |
| 2023 | 11.05% | 1.84% | -0.07% | -5.16% | 15.87% | 6.64% | 6.96% | -9.00% | -1.57% | -4.27% | 16.65% | 7.10% | 51.76% |
| 2022 | -13.19% | -7.65% | 4.32% | -12.98% | -14.57% | -5.22% | 10.62% | -2.47% | -10.80% | 2.51% | -2.53% | -1.76% | -44.33% |
| 2021 | -0.68% | 5.16% | -5.70% | -2.98% | -4.44% |
Benchmark Metrics
ProShares Big Data Refiners ETF has an annualized alpha of -12.77%, beta of 1.45, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since September 30, 2021.
- This ETF participated in 129.97% of S&P 500 Index downside but only 80.51% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -12.77% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -12.77%
- Beta
- 1.45
- R²
- 0.55
- Upside Capture
- 80.51%
- Downside Capture
- 129.97%
Expense Ratio
DAT has an expense ratio of 0.58%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DAT ranks 6 for risk / return — in the bottom 6% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for ProShares Big Data Refiners ETF (DAT) 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.
| DAT | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.40 | ||
| Sortino ratioReturn per unit of downside risk | -3.09 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.37 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 2.78 | -3.10 |
| Martin ratioReturn relative to average drawdown | -0.72 | 12.44 | -13.16 |
Dividends
Dividend History
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 Big Data Refiners 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 Big Data Refiners ETF was 56.22%, occurring on Nov 9, 2022. Recovery took 512 trading sessions.
The current ProShares Big Data Refiners ETF drawdown is 18.95%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -56.22%Nov 2022 | 12mo 4d | 2y 14d | 3y 13dNov 2021 - Nov 2024 |
2026 bear market2026 | -34.73%Apr 2026 | 1y 1mo | — | 1y 4moFeb 2025 - now |
2025 correction2025 | -11.45%Jan 2025 | 1mo 5d | 28d | 2mo 3dDec 2024 - Feb 2025 |
2021 pullback2021 | -3.58%Oct 2021 | 0s | 9d | 9dOct 2021 - Oct 2021 |
2021 pullback2021 | -3.55%Oct 2021 | 1d | 8d | 9dOct 2021 - Nov 2021 |
Drawdown Indicators
| DAT | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.22% | -56.78% | +0.56% |
Max Drawdown (1Y)Largest decline over 1 year | -34.70% | -9.10% | -25.60% |
Max Drawdown (3Y)Largest decline over 3 years | -34.73% | -18.90% | -15.83% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -18.95% | -1.80% | -17.15% |
Average DrawdownAverage peak-to-trough decline | -26.09% | -10.71% | -15.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.42% | 2.03% | +13.39% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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