PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

ProShares Equities for Rising Rates ETF (EQRR) Sharpe Ratio: 3.29

ETF · Currency in USD · Last updated Jun 3, 2026

ProShares Equities for Rising Rates ETF tracks the Nasdaq US Large Cap Equity Rising Rates Index, investing in 50 U.S. large-cap stocks anticipated to perform favorably during periods of rising interest rates.

EQRR's Sharpe Ratio of 3.29 indicates that for each unit of volatility, it generates 3.29 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

EQRR Sharpe Ratio Rank

EQRR Sharpe Ratio Rank: 91.491
Exceptional

EQRR ranks above 91.4% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

EQRR Sharpe Ratio Market Positioning

The chart shows EQRR's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.91 or lower
  • Yellow zone (middle 50%): 0.91 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 7.86+
  • Median: 1.78 — half of all investments score higher

How it compares to other similar ETFs

The table compares ProShares Equities for Rising Rates ETF's Sharpe Ratio with other ETFs in the Mid Cap Value Equities category across multiple time periods, showing how EQRR's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
EQRRProShares Equities for Rising Rates ETF3.29
DXUVDimensional US Vector Equity ETF2.34
DVLUFirst Trust Dorsey Wright Momentum & Value ETF2.28
RDIVInvesco S&P Ultra Dividend Revenue ETF2.27
COWZPacer US Cash Cows 100 ETF2.17
QVALAlpha Architect U.S. Quantitative Value ETF2.16
IWSiShares Russell Mid-Cap Value ETF2.15
RNINBushido Capital US SMID Cap Equity ETF2.14
VFVAVanguard U.S. Value Factor ETF2.12
FABFirst Trust Multi Cap Value AlphaDEX Fund2.11

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows EQRR's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when EQRR consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does EQRR fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio