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ProShares Online Retail ETF (ONLN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US74347B1695

CUSIP

74347B169

Issuer

ProShares

Inception Date

Jul 13, 2018

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

ProShares Online Retail Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Growth

Expense Ratio

ONLN features an expense ratio of 0.58%, falling within the medium range.


Expense ratio chart for ONLN: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%

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:
ONLN vs. CHIQ ONLN vs. FSRPX ONLN vs. IYC ONLN vs. EBIZ ONLN vs. SHOP.TO ONLN vs. SPLG ONLN vs. VONG ONLN vs. HYG ONLN vs. RTH ONLN vs. XLC
Popular comparisons:
ONLN vs. CHIQ ONLN vs. FSRPX ONLN vs. IYC ONLN vs. EBIZ ONLN vs. SHOP.TO ONLN vs. SPLG ONLN vs. VONG ONLN vs. HYG ONLN vs. RTH ONLN vs. XLC

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ProShares Online Retail 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%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.78%
7.29%
ONLN (ProShares Online Retail ETF)
Benchmark (^GSPC)

Returns By Period

ProShares Online Retail ETF had a return of 26.71% year-to-date (YTD) and 24.60% in the last 12 months.


ONLN

YTD

26.71%

1M

2.43%

6M

13.56%

1Y

24.60%

5Y*

5.22%

10Y*

N/A

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-9.23%16.16%3.43%-2.51%5.69%0.53%1.72%-3.12%13.16%-4.39%6.78%26.71%
202327.19%-11.98%-0.07%-6.69%-0.53%11.45%11.48%-7.95%-8.04%-4.29%10.06%10.74%27.37%
2022-10.21%-6.66%-3.45%-17.93%-7.43%-6.83%9.11%-1.55%-14.50%-4.79%12.88%-11.69%-50.07%
20219.07%0.24%-5.40%2.84%-6.15%6.80%-10.10%-1.82%-8.04%3.88%-7.08%-10.48%-25.22%
20202.97%-2.11%-9.08%28.30%10.67%9.28%19.34%7.70%-4.81%1.29%14.29%5.17%111.82%
201918.41%5.70%1.05%2.41%-10.13%8.08%-1.77%-7.87%-1.97%0.32%4.48%2.53%19.93%
2018-4.63%3.63%-3.24%-15.51%4.67%-11.00%-24.73%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ONLN is 51, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ONLN is 5151
Overall Rank
The Sharpe Ratio Rank of ONLN is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of ONLN is 5858
Sortino Ratio Rank
The Omega Ratio Rank of ONLN is 5454
Omega Ratio Rank
The Calmar Ratio Rank of ONLN is 2828
Calmar Ratio Rank
The Martin Ratio Rank of ONLN is 5858
Martin 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 Online Retail ETF (ONLN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for ONLN, currently valued at 1.24, compared to the broader market0.002.004.001.241.90
The chart of Sortino ratio for ONLN, currently valued at 1.82, compared to the broader market-2.000.002.004.006.008.0010.001.822.54
The chart of Omega ratio for ONLN, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.35
The chart of Calmar ratio for ONLN, currently valued at 0.43, compared to the broader market0.005.0010.0015.000.432.81
The chart of Martin ratio for ONLN, currently valued at 6.38, compared to the broader market0.0020.0040.0060.0080.00100.006.3812.39
ONLN
^GSPC

The current ProShares Online Retail ETF Sharpe ratio is 1.24. 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 Online Retail 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.24
1.90
ONLN (ProShares Online Retail ETF)
Benchmark (^GSPC)

Dividends

Dividend History

ProShares Online Retail ETF provided a 0.20% dividend yield over the last twelve months, with an annual payout of $0.09 per share.


0.00%0.20%0.40%0.60%0.80%1.00%1.20%$0.00$0.20$0.40$0.60$0.80$1.002020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020
Dividend$0.09$0.00$0.00$0.00$0.94

Dividend yield

0.20%0.00%0.00%0.00%1.24%

Monthly Dividends

The table displays the monthly dividend distributions for ProShares Online Retail 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$0.05$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.00$0.00$0.09
2023$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
2022$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
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$0.37$0.00$0.00$0.57$0.94

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-50.60%
-3.58%
ONLN (ProShares Online Retail ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ProShares Online Retail 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 Online Retail ETF was 71.77%, occurring on Nov 9, 2022. The portfolio has not yet recovered.

The current ProShares Online Retail ETF drawdown is 50.60%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-71.77%Feb 16, 2021439Nov 9, 2022
-31.77%Jul 18, 2018111Dec 24, 2018290Feb 20, 2020401
-29.12%Feb 21, 202017Mar 16, 202028Apr 24, 202045
-11.76%Aug 27, 202015Sep 17, 202017Oct 12, 202032
-10.82%Nov 9, 20202Nov 10, 202010Nov 24, 202012

Volatility

Volatility Chart

The current ProShares Online Retail ETF volatility is 6.83%, 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%JulyAugustSeptemberOctoberNovemberDecember
6.83%
3.64%
ONLN (ProShares Online Retail ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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