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ISIN
US74347B4251
CUSIP
74347B425
Issuer
ProShares
Inception Date
Jun 19, 2006
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
S&P 500 (-100%)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$1B

Share Price Chart


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Performance

SH Performance Chart

ProShares Short S&P500 (SH) is down 6.3% since the beginning of the year. SH is currently trading at $34 per share. Investors who bought $1,000 worth of SH shares 5 years ago would now be looking at an investment worth $624.


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S&P 500 Index

Returns By Period

ProShares Short S&P500 (SH) has returned -6.30% so far this year and -15.72% over the past 12 months. Over the last ten years, SH has returned -12.83% per year, falling short of the S&P 500 Index benchmark, which averaged 13.61% annually.


ProShares Short S&P500

1D
1.27%
1M
-0.03%
YTD
-6.30%
6M
-7.79%
1Y
-15.72%
3Y*
-11.69%
5Y*
-8.99%
10Y*
-12.83%

Benchmark (S&P 500 Index)

1D
-1.21%
1M
0.23%
YTD
8.39%
6M
10.39%
1Y
24.03%
3Y*
18.94%
5Y*
12.24%
10Y*
13.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SH Monthly Returns History

Based on dividend-adjusted daily data since Jun 21, 2006, SH's average daily return is -0.04%, while the average monthly return is -0.90%.

Historically, 33% of months were positive and 67% were negative. The best month was Oct 2008 with a return of +13.2%, while the worst month was Apr 2020 at -12.5%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 15 months.

On a daily basis, SH closed higher 44% of trading days. The best single day was Mar 16, 2020 with a return of +11.5%, while the worst single day was Oct 28, 2008 at -11.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.97%1.18%5.57%-9.17%-4.56%2.19%-6.30%
2025-2.10%1.81%6.25%-0.38%-5.54%-4.39%-1.59%-1.46%-2.88%-1.87%0.22%0.44%-11.35%
2024-1.00%-4.28%-2.52%4.81%-3.94%-2.77%-0.44%-1.85%-1.43%1.47%-5.04%3.04%-13.52%
2023-5.61%3.04%-3.02%-1.13%0.20%-5.43%-2.52%2.44%5.64%2.83%-7.80%-3.60%-14.80%
20225.14%2.58%-4.08%9.08%-1.04%8.48%-8.61%4.24%10.76%-7.70%-5.33%6.50%18.98%
20210.72%-2.87%-4.66%-5.07%-0.88%-2.41%-2.53%-3.07%4.75%-6.76%0.56%-4.62%-24.21%

Benchmark Metrics

ProShares Short S&P500 has an annualized alpha of 0.53%, beta of -0.98, and R2 of 0.99 versus S&P 500 Index. Calculated based on daily prices since June 21, 2006.

  • This ETF tended to rise when S&P 500 Index fell (downside capture of -135.89%), but participation in market rallies was also limited (-69.85%) - a profile typical of counter-cyclical assets.
  • Beta of -0.98 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
0.53%
Beta
-0.98
0.99
Upside Capture
-69.85%
Downside Capture
-135.89%

Expense Ratio

SH has an expense ratio of 0.90%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SH ranks 1 for risk / return — in the bottom 1% 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.


SH Risk / Return Rank: 11
Overall Rank
SH Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SH Sortino Ratio Rank: 11
Sortino Ratio Rank
SH Omega Ratio Rank: 11
Omega Ratio Rank
SH Calmar Ratio Rank: 11
Calmar Ratio Rank
SH Martin Ratio Rank: 11
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 S&P500 (SH) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SHBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-3.22

Sortino ratioReturn per unit of downside risk

-4.48

Omega ratioGain probability vs. loss probability

0.80

1.35

-0.55

Calmar ratioReturn relative to maximum drawdown

-0.87

2.65

-3.52

Martin ratioReturn relative to average drawdown

-1.53

11.88

-13.41

Dividends

Dividend History

ProShares Short S&P500 provided a 4.42% dividend yield over the last twelve months, with an annual payout of $1.49 per share.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.50$2.00$2.50201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$1.49$1.62$2.63$2.79$0.69$0.00$0.11$1.69$1.26$0.07

Dividend yield

4.42%4.49%6.20%5.37%1.08%0.00%0.16%1.76%1.01%0.06%

Monthly Dividends

The table displays the monthly dividend distributions for ProShares Short S&P500. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.18$0.00$0.00$0.00$0.18
2025$0.00$0.00$0.31$0.00$0.00$0.42$0.00$0.00$0.41$0.00$0.00$0.48$1.62
2024$0.00$0.00$0.57$0.00$0.00$0.79$0.00$0.00$0.56$0.00$0.00$0.70$2.63
2023$0.00$0.00$0.49$0.00$0.00$0.70$0.00$0.00$0.66$0.00$0.00$0.94$2.79
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.49$0.00$0.00$0.20$0.69
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 Short S&P500. 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 S&P500 was 94.66%, occurring on Jun 2, 2026. The portfolio has not yet recovered.

The current ProShares Short S&P500 drawdown is 94.52%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 bear market2026
-94.66%Jun 2026
17y 2mo
17y 3moMar 2009 - now
Financial crisis2007–2009
-22.07%Jan 2009
1mo 16d1mo 25d
3mo 11dNov 2008 - Mar 2009
Financial crisis2007–2009
-17.15%Nov 2008
7d15d
22dOct 2008 - Nov 2008
Financial crisis2007–2009
-15.21%Oct 2007
1y 2mo3mo 11d
1y 6moJul 2006 - Jan 2008
Financial crisis2007–2009
-11.46%May 2008
2mo 9d1mo 15d
3mo 24dMar 2008 - Jul 2008

Drawdown Indicators


SHBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-94.66%

-56.78%

-37.88%

Max Drawdown (1Y)

Largest decline over 1 year

-18.16%

-9.10%

-9.06%

Max Drawdown (3Y)

Largest decline over 3 years

-38.82%

-18.90%

-19.92%

Max Drawdown (5Y)

Largest decline over 5 years

-44.53%

-25.43%

-19.10%

Max Drawdown (10Y)

Largest decline over 10 years

-76.12%

-33.92%

-42.20%

Current Drawdown

Current decline from peak

-94.52%

-2.49%

-92.03%

Average Drawdown

Average peak-to-trough decline

-67.77%

-10.72%

-57.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.29%

2.03%

+8.26%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with SH

Add ProShares Short S&P500 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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