PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ProShares Equities for Rising Rates ETF (EQRR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS74347B3915
CUSIP74347B391
IssuerProShares
Inception DateJul 24, 2017
RegionNorth America (U.S.)
CategoryAll Cap Equities
Leveraged1x
Index TrackedNasdaq U.S. Large Cap Equities for Rising Rates Index
Home Pagewww.proshares.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

EQRR features an expense ratio of 0.35%, falling within the medium range.


Expense ratio chart for EQRR: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons: EQRR vs. FDRR, EQRR vs. SWPPX, EQRR vs. SCHG, EQRR vs. VOO, EQRR vs. SPY

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
1.73%
15.77%
EQRR (ProShares Equities for Rising Rates ETF)
Benchmark (^GSPC)

Returns By Period

ProShares Equities for Rising Rates ETF had a return of 12.79% year-to-date (YTD) and 22.52% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date12.79%22.85%
1 month6.05%4.16%
6 months1.73%15.77%
1 year22.52%35.40%
5 years (annualized)12.08%14.46%
10 years (annualized)N/A12.04%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.21%5.52%8.30%-3.94%1.28%-1.80%1.25%-0.21%-1.10%12.79%
20239.89%-3.23%-8.06%-1.03%-6.84%9.21%9.50%-2.84%-2.86%-5.59%6.66%6.56%9.18%
20223.18%1.07%1.85%-5.35%4.94%-15.50%9.00%-0.02%-10.71%18.63%6.49%-6.73%2.20%
20210.92%14.40%4.46%3.63%5.34%-1.49%-1.72%1.70%0.00%5.77%-4.64%4.10%36.11%
2020-8.47%-13.69%-30.01%12.29%6.91%3.79%3.42%3.01%-5.18%-1.46%27.45%2.80%-10.14%
201912.58%1.91%-3.12%4.67%-12.26%9.43%0.24%-9.11%5.35%0.38%7.60%3.24%19.58%
20185.93%-5.20%-0.57%3.66%3.24%-2.98%4.26%0.84%-0.95%-10.95%-1.76%-13.82%-18.60%
2017-0.91%-2.88%8.25%2.40%0.05%8.35%15.64%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EQRR is 41, 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 EQRR is 4141
Combined Rank
The Sharpe Ratio Rank of EQRR is 4242Sharpe Ratio Rank
The Sortino Ratio Rank of EQRR is 4141Sortino Ratio Rank
The Omega Ratio Rank of EQRR is 3939Omega Ratio Rank
The Calmar Ratio Rank of EQRR is 5757Calmar Ratio Rank
The Martin Ratio Rank of EQRR is 2727Martin 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 Equities for Rising Rates ETF (EQRR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


EQRR
Sharpe ratio
The chart of Sharpe ratio for EQRR, currently valued at 1.54, compared to the broader market0.002.004.006.001.54
Sortino ratio
The chart of Sortino ratio for EQRR, currently valued at 2.20, compared to the broader market-2.000.002.004.006.008.0010.0012.002.20
Omega ratio
The chart of Omega ratio for EQRR, currently valued at 1.27, compared to the broader market1.001.502.002.503.001.27
Calmar ratio
The chart of Calmar ratio for EQRR, currently valued at 1.55, compared to the broader market0.005.0010.0015.001.55
Martin ratio
The chart of Martin ratio for EQRR, currently valued at 4.89, compared to the broader market0.0020.0040.0060.0080.00100.004.89
^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 market-2.000.002.004.006.008.0010.0012.003.70
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 Equities for Rising Rates ETF Sharpe ratio is 1.54. 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 Equities for Rising Rates 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 Ratio0.501.001.502.002.50MayJuneJulyAugustSeptemberOctober
1.54
2.78
EQRR (ProShares Equities for Rising Rates ETF)
Benchmark (^GSPC)

Dividends

Dividend History

ProShares Equities for Rising Rates ETF granted a 2.41% dividend yield in the last twelve months. The annual payout for that period amounted to $1.44 per share.


PeriodTTM2023202220212020201920182017
Dividend$1.44$1.49$1.19$0.87$0.83$0.89$0.92$0.32

Dividend yield

2.41%2.77%2.34%1.71%2.17%2.05%2.47%0.69%

Monthly Dividends

The table displays the monthly dividend distributions for ProShares Equities for Rising Rates 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$0.27$0.00$0.00$0.33$0.00$0.00$0.32$0.00$0.93
2023$0.00$0.00$0.28$0.00$0.00$0.40$0.00$0.00$0.29$0.00$0.00$0.51$1.49
2022$0.00$0.00$0.13$0.00$0.00$0.37$0.00$0.00$0.32$0.00$0.00$0.37$1.19
2021$0.00$0.00$0.12$0.00$0.00$0.19$0.00$0.00$0.26$0.00$0.00$0.30$0.87
2020$0.00$0.00$0.22$0.00$0.00$0.17$0.00$0.00$0.17$0.00$0.00$0.27$0.83
2019$0.00$0.00$0.22$0.00$0.00$0.18$0.00$0.00$0.23$0.00$0.00$0.26$0.89
2018$0.00$0.00$0.16$0.00$0.00$0.15$0.00$0.00$0.32$0.00$0.00$0.28$0.92
2017$0.14$0.00$0.00$0.18$0.32

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-2.58%
0
EQRR (ProShares Equities for Rising Rates ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ProShares Equities for Rising Rates 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 Equities for Rising Rates ETF was 57.92%, occurring on Mar 18, 2020. Recovery took 243 trading sessions.

The current ProShares Equities for Rising Rates ETF drawdown is 2.58%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.92%Aug 30, 2018356Mar 18, 2020243Apr 29, 2021599
-21.75%Jun 8, 202225Jul 14, 2022127Jan 13, 2023152
-18.8%Feb 8, 202368May 16, 2023177Jan 30, 2024245
-11.77%Jun 9, 202128Jul 19, 202162Oct 15, 202190
-10.79%Apr 8, 202482Aug 5, 2024

Volatility

Volatility Chart

The current ProShares Equities for Rising Rates ETF volatility is 3.17%, 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%6.00%MayJuneJulyAugustSeptemberOctober
3.17%
2.86%
EQRR (ProShares Equities for Rising Rates ETF)
Benchmark (^GSPC)