ProShares UltraShort SmallCap600 (SDD)
SDD is a passive ETF by ProShares tracking the investment results of the S&P Small Cap 600 (-200%). SDD launched on Jan 23, 2007 and has a 0.95% expense ratio.
ETF Info
ISIN | US74348A3279 |
---|---|
CUSIP | 74347G572 |
Issuer | ProShares |
Inception Date | Jan 23, 2007 |
Region | North America (U.S.) |
Category | Inverse Equities, Leveraged |
Leveraged | 2x |
Index Tracked | S&P Small Cap 600 (-200%) |
Home Page | www.proshares.com |
Asset Class | Equity |
Asset Class Size | Micro-Cap |
Asset Class Style | Blend |
Expense Ratio
The ProShares UltraShort SmallCap600 has a high expense ratio of 0.95%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ProShares UltraShort SmallCap600, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
ProShares UltraShort SmallCap600 had a return of -3.95% year-to-date (YTD) and -27.45% in the last 12 months. Over the past 10 years, ProShares UltraShort SmallCap600 had an annualized return of -28.88%, while the S&P 500 had an annualized return of 10.89%, indicating that ProShares UltraShort SmallCap600 did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | -3.95% | 10.16% |
1 month | -5.48% | 3.47% |
6 months | -27.37% | 22.20% |
1 year | -27.45% | 30.45% |
5 years (annualized) | -30.45% | 13.16% |
10 years (annualized) | -28.88% | 10.89% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 8.31% | -6.16% | ||||||||||
2023 | 9.37% | 13.72% | 12.75% | -15.15% | -22.02% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
This table presents risk-adjusted performance metrics for ProShares UltraShort SmallCap600 (SDD) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
ProShares UltraShort SmallCap600 | -0.72 | ||||
S&P 500 | 2.79 |
Dividends
Dividend History
ProShares UltraShort SmallCap600 granted a 3.93% dividend yield in the last twelve months. The annual payout for that period amounted to $0.69 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
---|---|---|---|---|---|---|---|
Dividend | $0.69 | $0.71 | $0.09 | $0.00 | $0.00 | $1.07 | $0.74 |
Dividend yield | 3.93% | 3.84% | 0.33% | 0.00% | 0.00% | 1.20% | 0.52% |
Monthly Dividends
The table displays the monthly dividend distributions for ProShares UltraShort SmallCap600. 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.00 | ||||||||||
2023 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.24 |
2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 |
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 |
2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
2019 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.11 |
2018 | $0.10 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.32 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the ProShares UltraShort 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 UltraShort SmallCap600 was 99.88%, occurring on Mar 28, 2024. The portfolio has not yet recovered.
The current ProShares UltraShort SmallCap600 drawdown is 99.88%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-99.88% | Mar 10, 2009 | 3466 | Mar 28, 2024 | — | — | — |
-50.18% | Nov 21, 2008 | 30 | Jan 6, 2009 | 42 | Mar 9, 2009 | 72 |
-33.41% | Oct 28, 2008 | 6 | Nov 4, 2008 | 11 | Nov 19, 2008 | 17 |
-30.83% | Jan 23, 2008 | 168 | Sep 19, 2008 | 11 | Oct 6, 2008 | 179 |
-21.81% | Mar 6, 2007 | 63 | Jun 4, 2007 | 118 | Nov 19, 2007 | 181 |
Volatility
Volatility Chart
The current ProShares UltraShort SmallCap600 volatility is 8.54%, 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.