- Issuer
- ProShares
- Inception Date
- Jun 24, 2025
- Region
- North America (United States)
- Category
- Defined Outcome, S&P 500
- Leveraged
- 1x (No leverage)
- Index Tracked
- S&P 500
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $2M
Highlights
- Avg. Volume (1M)
- 2K
- Avg. Volume Value (1M)
- $99.51K
Share Price Chart
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Performance
FB Performance Chart
ProShares S&P 500 Dynamic Daily Buffer ETF (FB) is up 6.8% since the beginning of the year. FB is currently trading at $45 per share.
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Returns By Period
ProShares S&P 500 Dynamic Daily Buffer ETF (FB) has returned 6.83% so far this year and 13.01% over the past 12 months.
ProShares S&P 500 Dynamic Daily Buffer ETF
- 1D
- 0.26%
- 1M
- 0.45%
- 6M
- 6.69%
- YTD
- 6.83%
- 1Y
- 13.01%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.13%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
FB Monthly Returns History
Based on dividend-adjusted daily data since Jun 26, 2025, FB's average daily return is +0.05%, while the average monthly return is +0.90%. At this rate, an investment would double in approximately 6.4 years.
Historically, 93% of months were positive and 7% were negative. The best month was Apr 2026 with a return of +3.2%, while the worst month was Mar 2026 at -0.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 1 months.
On a daily basis, FB closed higher 48% of trading days. The best single day was Jun 29, 2026 with a return of +1.2%, while the worst single day was Jun 5, 2026 at -1.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.13% | 0.85% | -0.17% | 3.19% | 1.90% | 0.50% | 0.28% | 6.83% | |||||
| 2025 | 0.83% | 0.23% | 0.58% | 1.72% | 1.55% | 0.77% | 0.29% | 6.10% |
Benchmark Metrics
ProShares S&P 500 Dynamic Daily Buffer ETF has an annualized alpha of 5.62%, beta of 0.31, and R2 of 0.59 versus S&P 500 Index. Calculated based on daily prices since June 26, 2025.
- This ETF captured 34.17% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -26.50%) - a profile typical of hedging or uncorrelated assets.
- This ETF generated an annualized alpha of 5.62% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.31 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 5.62%
- Beta
- 0.31
- R²
- 0.59
- Upside Capture
- 34.17%
- Downside Capture
- -26.50%
Expense Ratio
FB has an expense ratio of 0.58%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FB ranks 95 for risk / return — above 95% of ETFs peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for ProShares S&P 500 Dynamic Daily Buffer ETF (FB) 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.
| FB | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.01 | ||
| Sortino ratioReturn per unit of downside risk | +1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.25 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 6.95 | 2.00 | +4.95 |
| Martin ratioReturn relative to average drawdown | 24.49 | 8.49 | +16.00 |
Dividends
Dividend History
ProShares S&P 500 Dynamic Daily Buffer ETF provided a 1.99% dividend yield over the last twelve months, with an annual payout of $0.89 per share.
| Period | TTM | 2025 |
|---|---|---|
| Dividend | $0.89 | $0.39 |
Dividend yield | 1.99% | 0.92% |
Monthly Dividends
The table displays the monthly dividend distributions for ProShares S&P 500 Dynamic Daily Buffer ETF. 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 | $0.16 | $0.00 | $0.00 | $0.34 | $0.00 | $0.50 | |||||
| 2025 | $0.14 | $0.00 | $0.00 | $0.24 | $0.39 |
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 S&P 500 Dynamic Daily Buffer 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 S&P 500 Dynamic Daily Buffer ETF was 1.76%, occurring on Jun 10, 2026. Recovery took 6 trading sessions.
The current ProShares S&P 500 Dynamic Daily Buffer ETF drawdown is 0.36%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-1.76%Jun 2026 | 7d | 8d | 15dJun 2026 - Jun 2026 | — |
-1.38%Oct 2025 | 1d | 13d | 13dOct 2025 - Oct 2025 | — |
-1.38%Jan 2026 | 8d | 1mo 6d | 1mo 14dJan 2026 - Feb 2026 | — |
-1.24%Jul 2026 | 16d | — | 21dJul 2026 - now | — |
-1.24%Mar 2026 | 1mo 2d | 9d | 1mo 11dFeb 2026 - Apr 2026 | — |
Drawdown Indicators
| FB | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.76% | -56.78% | +55.02% |
Max Drawdown (1Y)Largest decline over 1 year | -1.76% | -9.10% | +7.34% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
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 | -0.36% | -1.58% | +1.22% |
Average DrawdownAverage peak-to-trough decline | -0.33% | -10.70% | +10.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.50% | 2.14% | -1.64% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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