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Issuer
ProShares
Inception Date
Nov 1, 2023
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
Bloomberg Galaxy Ethereum (--100%)
Distribution Policy
Distributing
Asset Class
Cryptocurrency
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$20M

Share Price Chart


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Performance

SETH Performance Chart

ProShares Short Ether Strategy ETF (SETH) is up 59.0% since the beginning of the year. SETH is currently trading at $60 per share.


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S&P 500 Index

Returns By Period

ProShares Short Ether Strategy ETF (SETH) has returned 59.02% so far this year and 7.07% over the past 12 months.


ProShares Short Ether Strategy ETF

1D
11.12%
1M
45.89%
YTD
59.02%
6M
59.29%
1Y
7.07%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SETH Monthly Returns History

Based on dividend-adjusted daily data since Nov 2, 2023, SETH's average daily return is -0.03%, while the average monthly return is -0.66%.

Historically, 47% of months were positive and 53% were negative. The best month was Feb 2025 with a return of +42.3%, while the worst month was Jul 2025 at -34.6%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SETH closed higher 51% of trading days. The best single day was Aug 5, 2024 with a return of +19.7%, while the worst single day was May 8, 2025 at -18.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.49%28.42%-11.44%-8.16%11.69%25.65%59.02%
2025-1.49%42.25%16.73%-3.82%-34.42%-0.14%-34.55%-18.24%2.40%3.51%22.24%-1.19%-29.41%
2024-1.15%-33.78%-7.66%19.28%-24.87%11.91%0.76%22.76%-4.89%1.91%-34.03%5.14%-49.59%
2023-12.32%-11.95%-22.80%

Benchmark Metrics

ProShares Short Ether Strategy ETF has an annualized alpha of 159.65%, beta of -3.06, and R2 of 0.29 versus S&P 500 Index. Calculated based on daily prices since November 03, 2023.

  • This ETF tended to rise when S&P 500 Index fell (downside capture of -784.11%), but participation in market rallies was also limited (-67.07%) - a profile typical of counter-cyclical assets.
  • Beta of -3.06 may look defensive, but with R2 of 0.29 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.29 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
159.65%
Beta
-3.06
0.29
Upside Capture
-67.07%
Downside Capture
-784.11%

Expense Ratio

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


Return for Risk

Risk / Return Rank

SETH ranks 12 for risk / return — in the bottom 12% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


SETH Risk / Return Rank: 1212
Overall Rank
SETH Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SETH Sortino Ratio Rank: 1515
Sortino Ratio Rank
SETH Omega Ratio Rank: 1515
Omega Ratio Rank
SETH Calmar Ratio Rank: 1111
Calmar Ratio Rank
SETH Martin Ratio Rank: 1010
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 Short Ether Strategy ETF (SETH) and compare them to S&P 500 Index.


SETHBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.08

Calmar ratioReturn relative to maximum drawdown

0.13

Martin ratioReturn relative to average drawdown

0.20

Dividends

Dividend History

ProShares Short Ether Strategy ETF provided a 9.67% dividend yield over the last twelve months, with an annual payout of $5.78 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%2.00%4.00%6.00%8.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$5.78$2.94$2.12$0.47

Dividend yield

9.67%7.01%3.44%0.38%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.60$2.19$1.15$0.53$1.05$5.53
2025$0.00$0.15$0.13$1.26$1.07$0.07$0.06$0.07$0.03$0.02$0.02$0.06$2.94
2024$0.00$0.18$0.22$0.12$0.13$0.09$0.29$0.26$0.25$0.30$0.14$0.13$2.12
2023$0.47$0.47

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 Short Ether Strategy 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 Short Ether Strategy ETF was 80.74%, occurring on Oct 6, 2025. The portfolio has not yet recovered.

The current ProShares Short Ether Strategy ETF drawdown is 56.32%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 bear market2025
-80.74%Oct 2025
1y 11mo
2y 7moNov 2023 - now

Drawdown Indicators


SETHBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-80.74%

-9.10%

-71.64%

Max Drawdown (1Y)

Largest decline over 1 year

-56.01%

Current Drawdown

Current decline from peak

-56.32%

-2.97%

-53.35%

Average Drawdown

Average peak-to-trough decline

-54.80%

-1.13%

-53.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.78%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with SETH

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