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ISIN
US74347R8189
CUSIP
74347R818
Issuer
ProShares
Inception Date
Jan 25, 2007
Region
North America (U.S.)
Leveraged
2x
Index Tracked
S&P SmallCap 600 Index (200%)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$27M

Share Price Chart


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Performance

SAA Performance Chart

ProShares Ultra SmallCap600 (SAA) is up 30.4% since the beginning of the year. SAA is currently trading at $34 per share. Investors who bought $1,000 worth of SAA shares 5 years ago would now be looking at an investment worth $1,086.


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S&P 500 Index

Returns By Period

ProShares Ultra SmallCap600 (SAA) has returned 30.42% so far this year and 66.46% over the past 12 months. Over the last ten years, SAA has returned 11.62% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


ProShares Ultra SmallCap600

1D
1.62%
1M
2.29%
YTD
30.42%
6M
31.77%
1Y
66.46%
3Y*
18.34%
5Y*
1.66%
10Y*
11.62%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SAA Monthly Returns History

Based on dividend-adjusted daily data since Jan 25, 2007, SAA's average daily return is +0.08%, while the average monthly return is +1.44%. At this rate, an investment would double in approximately 4.0 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +38.9%, while the worst month was Mar 2020 at -45.6%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SAA closed higher 50% of trading days. The best single day was Apr 9, 2025 with a return of +18.2%, while the worst single day was Mar 16, 2020 at -25.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202610.79%3.87%-9.03%21.18%1.33%1.45%30.42%
20255.20%-10.57%-13.76%-10.65%9.69%7.45%0.31%14.27%1.28%-2.75%4.62%-0.61%0.29%
2024-8.93%5.84%5.77%-11.12%8.53%-5.09%21.93%-4.36%1.04%-5.73%21.33%-16.05%5.60%
202318.73%-2.90%-11.45%-6.13%-4.09%15.99%10.21%-8.78%-12.15%-12.05%16.07%26.21%21.32%
2022-14.14%2.07%-0.14%-15.56%2.89%-17.50%20.54%-9.23%-19.39%24.87%7.02%-13.66%-36.17%
202113.14%15.37%5.37%3.44%3.72%0.62%-5.63%3.77%-4.99%6.68%-5.08%8.50%51.77%

Benchmark Metrics

ProShares Ultra SmallCap600 has an annualized alpha of -1.74%, beta of 2.09, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since January 26, 2007.

  • This ETF captured 249.11% of S&P 500 Index gains and 184.45% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • Beta of 2.09 means this ETF moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.

Alpha
-1.74%
Beta
2.09
0.73
Upside Capture
249.11%
Downside Capture
184.45%

Expense Ratio

SAA has a high expense ratio of 0.95%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

SAA ranks 57 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


SAA Risk / Return Rank: 5757
Overall Rank
SAA Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SAA Sortino Ratio Rank: 5151
Sortino Ratio Rank
SAA Omega Ratio Rank: 4646
Omega Ratio Rank
SAA Calmar Ratio Rank: 7272
Calmar Ratio Rank
SAA Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for ProShares Ultra SmallCap600 (SAA) and compare them to S&P 500 Index.


SAABenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.86

2.39

-0.53

Sortino ratio

Return per unit of downside risk

2.54

3.25

-0.71

Omega ratio

Gain probability vs. loss probability

1.30

1.43

-0.13

Calmar ratio

Return relative to maximum drawdown

3.67

3.11

+0.56

Martin ratio

Return relative to average drawdown

11.84

14.38

-2.54

Dividends

Dividend History

ProShares Ultra SmallCap600 provided a 0.77% dividend yield over the last twelve months, with an annual payout of $0.26 per share.


0.00%0.20%0.40%0.60%0.80%1.00%1.20%1.40%$0.00$0.10$0.20$0.30$0.402016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.26$0.27$0.35$0.22$0.10$0.00$0.01$0.08$0.04$0.00$0.02

Dividend yield

0.77%1.05%1.36%0.88%0.46%0.00%0.03%0.35%0.27%0.00%0.14%

Monthly Dividends

The table displays the monthly dividend distributions for ProShares Ultra SmallCap600. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.04$0.00$0.00$0.00$0.04
2025$0.00$0.00$0.05$0.00$0.00$0.01$0.00$0.00$0.08$0.00$0.00$0.13$0.27
2024$0.00$0.00$0.04$0.00$0.00$0.08$0.00$0.00$0.09$0.00$0.00$0.14$0.35
2023$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.11$0.22
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.07$0.10
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

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 Ultra SmallCap600. 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 Ultra SmallCap600 was 87.39%, occurring on Mar 9, 2009. Recovery took 1091 trading sessions.

The current ProShares Ultra SmallCap600 drawdown is 2.71%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-87.39%Mar 2009
1y 9mo4y 4mo
6y 1moJun 2007 - Jul 2013
COVID crash2020
-74.54%Mar 2020
1y 6mo10mo 19d
2y 5moSep 2018 - Feb 2021
2025 selloff2025
-55.37%Apr 2025
3y 5mo
4y 6moNov 2021 - now
2016 bear market2016
-37.45%Feb 2016
7mo 23d6mo 6d
1y 1moJun 2015 - Aug 2016
2014 bear market2014
-22.75%Oct 2014
3mo 13d2mo 12d
5mo 25dJul 2014 - Dec 2014

Drawdown Indicators


SAABenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-87.39%

-56.78%

-30.61%

Max Drawdown (1Y)

Largest decline over 1 year

-18.21%

-9.10%

-9.11%

Max Drawdown (3Y)

Largest decline over 3 years

-50.84%

-18.90%

-31.94%

Max Drawdown (5Y)

Largest decline over 5 years

-55.37%

-25.43%

-29.94%

Max Drawdown (10Y)

Largest decline over 10 years

-74.54%

-33.92%

-40.62%

Current Drawdown

Current decline from peak

-2.71%

0.00%

-2.71%

Average Drawdown

Average peak-to-trough decline

-27.43%

-10.72%

-16.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.63%

1.97%

+3.66%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with SAA

Add ProShares Ultra SmallCap600 to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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