- ISIN
- US69367H8591
- Issuer
- PGIM
- Inception Date
- May 1, 2024
- Category
- Defined Outcome
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Alternatives
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
PBMY Performance Chart
PGIM S&P 500 Buffer 20 ETF - May (PBMY) is up 3.8% since the beginning of the year. PBMY is currently trading at $31 per share.
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Returns By Period
PGIM S&P 500 Buffer 20 ETF - May (PBMY) has returned 3.80% so far this year and 10.11% over the past 12 months.
PGIM S&P 500 Buffer 20 ETF - May
- 1D
- -0.19%
- 1M
- 1.80%
- YTD
- 3.80%
- 6M
- 4.61%
- 1Y
- 10.11%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
PBMY Monthly Returns History
Based on dividend-adjusted daily data since May 1, 2024, PBMY's average daily return is +0.04%, while the average monthly return is +0.86%. At this rate, an investment would double in approximately 6.7 years.
Historically, 85% of months were positive and 15% were negative. The best month was May 2024 with a return of +2.8%, while the worst month was Mar 2025 at -1.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 1 months.
On a daily basis, PBMY closed higher 61% of trading days. The best single day was Apr 9, 2025 with a return of +5.3%, while the worst single day was Apr 4, 2025 at -3.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.45% | -0.16% | 0.54% | 1.30% | 1.73% | -0.10% | 3.80% | ||||||
| 2025 | 1.26% | 0.02% | -1.13% | 0.47% | 2.57% | 1.95% | 0.72% | 0.92% | 0.84% | 0.49% | 0.45% | 0.97% | 9.89% |
| 2024 | 2.75% | 1.50% | 0.75% | 1.37% | 0.88% | 0.13% | 1.86% | -0.11% | 9.46% |
Benchmark Metrics
PGIM S&P 500 Buffer 20 ETF - May has an annualized alpha of 2.65%, beta of 0.40, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since May 02, 2024.
- This ETF captured 31.84% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -3.75%) - a profile typical of hedging or uncorrelated assets.
- This ETF generated an annualized alpha of 2.65% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.40 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
- 2.65%
- Beta
- 0.40
- R²
- 0.79
- Upside Capture
- 31.84%
- Downside Capture
- -3.75%
Expense Ratio
PBMY has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Risk / Return Rank
PBMY ranks 96 for risk / return — in the top 96% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for PGIM S&P 500 Buffer 20 ETF - May (PBMY) and compare them to S&P 500 Index.
| PBMY | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.18 | ||
| Sortino ratioReturn per unit of downside risk | +2.35 | ||
| Omega ratioGain probability vs. loss probability | 1.80 | 1.41 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 9.00 | 2.93 | +6.07 |
| Martin ratioReturn relative to average drawdown | 50.32 | 13.52 | +36.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
PGIM S&P 500 Buffer 20 ETF - May provided a 0.07% dividend yield over the last twelve months, with an annual payout of $0.02 per share.
| Period | TTM | 2025 |
|---|---|---|
| Dividend | $0.02 | $0.02 |
Dividend yield | 0.07% | 0.08% |
Monthly Dividends
The table displays the monthly dividend distributions for PGIM S&P 500 Buffer 20 ETF - May. 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 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.02 | $0.02 |
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 PGIM S&P 500 Buffer 20 ETF - May. 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 PGIM S&P 500 Buffer 20 ETF - May was 8.11%, occurring on Apr 8, 2025. Recovery took 23 trading sessions.
The current PGIM S&P 500 Buffer 20 ETF - May drawdown is 0.19%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -8.11%Apr 2025 | 1mo 17d | 1mo 4d | 2mo 21dFeb 2025 - May 2025 |
2024 pullback2024 | -3.10%Aug 2024 | 19d | 10d | 29dJul 2024 - Aug 2024 |
2024 pullback2024 | -1.52%Sep 2024 | 3d | 7d | 10dSep 2024 - Sep 2024 |
2026 pullback2026 | -1.13%Mar 2026 | 29d | 5d | 1mo 4dFeb 2026 - Apr 2026 |
2024 pullback2024 | -0.85%Dec 2024 | 3d | 7d | 10dDec 2024 - Dec 2024 |
Drawdown Indicators
| PBMY | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.11% | -56.78% | +48.67% |
Max Drawdown (1Y)Largest decline over 1 year | -1.13% | -9.10% | +7.97% |
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 | -0.19% | -0.74% | +0.55% |
Average DrawdownAverage peak-to-trough decline | -0.39% | -10.72% | +10.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.20% | 1.97% | -1.77% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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