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ProShares Decline of the Retail Store ETF (EMTY)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS74347B3675
CUSIP74347B367
IssuerProShares
Inception DateNov 14, 2017
CategoryInverse Equities
Leveraged1x
Index TrackedSolactive-ProShares Bricks and Mortar Retail Store Index (-100%)
Home Pagewww.proshares.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Expense Ratio

EMTY features an expense ratio of 0.66%, falling within the medium range.


Expense ratio chart for EMTY: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%

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.


Popular comparisons: EMTY vs. XRT

Performance

Performance Chart

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


-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%MayJuneJulyAugustSeptemberOctober
-6.84%
16.01%
EMTY (ProShares Decline of the Retail Store ETF)
Benchmark (^GSPC)

Returns By Period

ProShares Decline of the Retail Store ETF had a return of -0.87% year-to-date (YTD) and -17.82% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-0.87%22.85%
1 month1.31%4.16%
6 months-6.60%15.77%
1 year-17.82%35.40%
5 years (annualized)-16.32%14.46%
10 years (annualized)N/A12.04%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.45%-8.08%-0.99%13.06%-11.94%5.44%-1.30%2.14%-3.64%-0.87%
2023-7.02%4.07%1.19%0.34%15.47%-8.31%-2.25%7.13%7.42%3.05%-7.18%-10.41%0.27%
20228.92%3.08%-4.39%0.99%4.28%6.19%-7.58%-2.65%7.78%-10.32%-6.26%6.61%4.32%
2021-12.48%-2.28%-10.62%-4.01%-1.44%-3.41%0.92%-4.36%6.64%-5.65%-5.15%-2.68%-37.39%
20209.70%9.16%25.37%-21.58%-13.11%-7.57%-3.38%-7.75%-0.26%-1.12%-15.18%-3.44%-31.92%
2019-7.11%-3.72%3.78%-0.55%16.05%-3.05%-0.43%6.05%-9.84%-1.36%-3.14%-3.30%-8.64%
2018-0.76%2.27%2.95%-1.57%-1.25%-7.10%0.83%-5.54%0.18%6.00%3.56%12.50%11.16%
2017-9.07%-5.60%-14.16%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EMTY is 2, indicating that it is in the bottom 2% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of EMTY is 22
Combined Rank
The Sharpe Ratio Rank of EMTY is 11Sharpe Ratio Rank
The Sortino Ratio Rank of EMTY is 11Sortino Ratio Rank
The Omega Ratio Rank of EMTY is 11Omega Ratio Rank
The Calmar Ratio Rank of EMTY is 33Calmar Ratio Rank
The Martin Ratio Rank of EMTY is 22Martin 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 Decline of the Retail Store ETF (EMTY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


EMTY
Sharpe ratio
The chart of Sharpe ratio for EMTY, currently valued at -0.84, compared to the broader market0.002.004.006.00-0.84
Sortino ratio
The chart of Sortino ratio for EMTY, currently valued at -1.06, compared to the broader market0.005.0010.00-1.06
Omega ratio
The chart of Omega ratio for EMTY, currently valued at 0.87, compared to the broader market1.001.502.002.503.000.87
Calmar ratio
The chart of Calmar ratio for EMTY, currently valued at -0.24, compared to the broader market0.005.0010.0015.00-0.24
Martin ratio
The chart of Martin ratio for EMTY, currently valued at -1.03, compared to the broader market0.0020.0040.0060.0080.00100.00-1.03
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.70, compared to the broader market0.005.0010.003.70
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market1.001.502.002.503.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.45, compared to the broader market0.005.0010.0015.002.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.98, compared to the broader market0.0020.0040.0060.0080.00100.0016.98

Sharpe Ratio

The current ProShares Decline of the Retail Store ETF Sharpe ratio is -0.84. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of ProShares Decline of the Retail Store 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 Ratio-1.000.001.002.003.00MayJuneJulyAugustSeptemberOctober
-0.84
2.78
EMTY (ProShares Decline of the Retail Store ETF)
Benchmark (^GSPC)

Dividends

Dividend History

ProShares Decline of the Retail Store ETF granted a 5.50% dividend yield in the last twelve months. The annual payout for that period amounted to $0.75 per share.


PeriodTTM2023202220212020201920182017
Dividend$0.75$0.63$0.10$0.00$0.02$0.27$0.23$0.01

Dividend yield

5.50%4.41%0.65%0.00%0.07%0.82%0.62%0.03%

Monthly Dividends

The table displays the monthly dividend distributions for ProShares Decline of the Retail Store 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$0.17$0.00$0.00$0.15$0.00$0.00$0.19$0.00$0.51
2023$0.00$0.00$0.11$0.00$0.00$0.14$0.00$0.00$0.15$0.00$0.00$0.23$0.63
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.10
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02
2019$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.09$0.27
2018$0.00$0.00$0.04$0.00$0.00$0.07$0.00$0.00$0.05$0.00$0.00$0.07$0.23
2017$0.01$0.01

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.


-80.00%-60.00%-40.00%-20.00%0.00%MayJuneJulyAugustSeptemberOctober
-73.73%
0
EMTY (ProShares Decline of the Retail Store ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ProShares Decline of the Retail Store 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 Decline of the Retail Store ETF was 76.30%, occurring on Feb 2, 2023. The portfolio has not yet recovered.

The current ProShares Decline of the Retail Store ETF drawdown is 73.73%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-76.3%Mar 24, 2020722Feb 2, 2023
-23.62%Nov 17, 2017212Sep 26, 201859Dec 21, 2018271
-22.6%Aug 16, 201995Dec 31, 201948Mar 11, 2020143
-15.76%Dec 26, 201845Mar 1, 201960May 29, 2019105
-5.66%Mar 13, 20201Mar 13, 20201Mar 16, 20202

Volatility

Volatility Chart

The current ProShares Decline of the Retail Store ETF volatility is 4.05%, 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%4.00%6.00%8.00%10.00%MayJuneJulyAugustSeptemberOctober
4.05%
2.86%
EMTY (ProShares Decline of the Retail Store ETF)
Benchmark (^GSPC)