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ProShares UltraPro Short Dow30 (SDOW)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US74347G3092

CUSIP

74347G648

Issuer

ProShares

Inception Date

Feb 11, 2010

Region

North America (U.S.)

Leveraged

3x

Index Tracked

Dow Jones Industrial Average (-300%)

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

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:
SDOW vs. ^DJI SDOW vs. UDOW SDOW vs. SPXU SDOW vs. TQQQ SDOW vs. SQQQ SDOW vs. DIA SDOW vs. QQQ SDOW vs. SPY SDOW vs. SPXS SDOW vs. SPXL
Popular comparisons:
SDOW vs. ^DJI SDOW vs. UDOW SDOW vs. SPXU SDOW vs. TQQQ SDOW vs. SQQQ SDOW vs. DIA SDOW vs. QQQ SDOW vs. SPY SDOW vs. SPXS SDOW vs. SPXL

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ProShares UltraPro Short Dow30, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-22.22%
11.50%
SDOW (ProShares UltraPro Short Dow30)
Benchmark (^GSPC)

Returns By Period

ProShares UltraPro Short Dow30 had a return of -31.50% year-to-date (YTD) and -44.24% in the last 12 months. Over the past 10 years, ProShares UltraPro Short Dow30 had an annualized return of -36.88%, while the S&P 500 had an annualized return of 11.13%, indicating that ProShares UltraPro Short Dow30 did not perform as well as the benchmark.


SDOW

YTD

-31.50%

1M

-3.40%

6M

-22.79%

1Y

-44.24%

5Y (annualized)

-39.69%

10Y (annualized)

-36.88%

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.50%-5.63%-5.50%17.21%-6.45%-2.11%-11.55%-5.17%-5.90%4.82%-31.50%
2023-8.09%13.81%-5.79%-6.57%10.89%-11.64%-8.71%7.71%12.46%4.86%-22.21%-12.48%-28.78%
20229.77%8.62%-8.93%13.99%-3.88%19.59%-18.49%11.34%29.60%-34.10%-16.81%13.37%4.00%
20214.94%-10.31%-19.17%-8.14%-7.18%-0.48%-4.83%-4.69%12.56%-16.45%10.51%-16.18%-49.00%
20202.70%31.17%-5.92%-33.85%-15.62%-10.67%-8.78%-20.57%4.02%12.47%-30.67%-9.77%-66.48%
2019-20.00%-10.68%-0.35%-7.12%21.43%-18.90%-2.82%2.39%-5.96%-1.73%-11.31%-4.99%-49.54%
2018-15.44%9.10%8.97%-1.43%-4.15%1.55%-12.81%-7.04%-5.36%14.74%-6.76%25.95%-0.30%
2017-1.52%-14.16%1.65%-4.30%-2.14%-4.89%-7.54%-1.73%-6.16%-12.14%-11.48%-5.94%-52.26%
201615.74%-4.09%-19.21%-2.26%-1.93%-4.13%-8.69%-0.75%0.30%2.26%-16.35%-10.04%-42.36%
20159.82%-16.21%4.18%-1.73%-4.39%5.99%-2.45%17.28%1.91%-22.72%-2.88%3.20%-13.76%
201416.45%-12.75%-3.20%-3.03%-3.81%-2.37%3.79%-10.25%0.20%-7.42%-8.63%-1.39%-30.28%
2013-16.27%-5.18%-11.18%-5.99%-7.42%3.76%-12.68%13.24%-7.17%-8.97%-10.57%-9.48%-56.93%

Expense Ratio

SDOW has a high expense ratio of 0.95%, indicating higher-than-average management fees.


Expense ratio chart for SDOW: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SDOW is 1, indicating that it is in the bottom 1% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of SDOW is 11
Combined Rank
The Sharpe Ratio Rank of SDOW is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of SDOW is 00
Sortino Ratio Rank
The Omega Ratio Rank of SDOW is 00
Omega Ratio Rank
The Calmar Ratio Rank of SDOW is 11
Calmar Ratio Rank
The Martin Ratio Rank of SDOW is 00
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 UltraPro Short Dow30 (SDOW) 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 SDOW, currently valued at -1.34, compared to the broader market0.002.004.00-1.342.46
The chart of Sortino ratio for SDOW, currently valued at -2.11, compared to the broader market-2.000.002.004.006.008.0010.0012.00-2.113.31
The chart of Omega ratio for SDOW, currently valued at 0.76, compared to the broader market0.501.001.502.002.503.000.761.46
The chart of Calmar ratio for SDOW, currently valued at -0.44, compared to the broader market0.005.0010.0015.00-0.443.55
The chart of Martin ratio for SDOW, currently valued at -1.56, compared to the broader market0.0020.0040.0060.0080.00100.00-1.5615.76
SDOW
^GSPC

The current ProShares UltraPro Short Dow30 Sharpe ratio is -1.34. 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 UltraPro Short Dow30 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 Ratio-2.00-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-1.34
2.46
SDOW (ProShares UltraPro Short Dow30)
Benchmark (^GSPC)

Dividends

Dividend History

ProShares UltraPro Short Dow30 provided a 8.34% dividend yield over the last twelve months, with an annual payout of $4.05 per share.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$5.00$10.00$15.002017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$4.05$3.96$0.39$0.00$1.06$13.23$15.13$1.10

Dividend yield

8.34%5.38%0.36%0.00%0.52%2.17%1.23%0.09%

Monthly Dividends

The table displays the monthly dividend distributions for ProShares UltraPro Short Dow30. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$1.01$0.00$0.00$1.10$0.00$0.00$0.93$0.00$0.00$3.04
2023$0.00$0.00$0.88$0.00$0.00$1.03$0.00$0.00$1.03$0.00$0.00$1.01$3.96
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.39$0.39
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$0.00$0.00$1.06$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.06
2019$0.00$0.00$2.73$0.00$0.00$4.55$0.00$0.00$3.69$0.00$0.00$2.27$13.23
2018$0.00$0.00$2.04$0.00$0.00$2.87$0.00$0.00$3.60$0.00$0.00$6.62$15.13
2017$1.10$1.10

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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-99.93%
-1.40%
SDOW (ProShares UltraPro Short Dow30)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ProShares UltraPro Short Dow30. 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 UltraPro Short Dow30 was 99.94%, occurring on Nov 11, 2024. The portfolio has not yet recovered.

The current ProShares UltraPro Short Dow30 drawdown is 99.93%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.94%Jul 6, 20103614Nov 11, 2024
-29.11%Feb 16, 201049Apr 26, 201048Jul 2, 201097

Volatility

Volatility Chart

The current ProShares UltraPro Short Dow30 volatility is 13.99%, 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.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.99%
4.07%
SDOW (ProShares UltraPro Short Dow30)
Benchmark (^GSPC)