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ProShares S&P 500 Ex-Energy ETF (SPXE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US74347B5811

CUSIP

74347B581

Issuer

ProShares

Inception Date

Sep 22, 2015

Region

North America (U.S.)

Leveraged

1x

Index Tracked

S&P 500 Ex-Energy Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

SPXE has an expense ratio of 0.27%, which is considered low compared to other funds.


Expense ratio chart for SPXE: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%

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:
SPXE vs. SPXL SPXE vs. SPXU SPXE vs. ^GSPC SPXE vs. VGT SPXE vs. VTSAX SPXE vs. VTI SPXE vs. SPY SPXE vs. VOO SPXE vs. QQQ SPXE vs. XLG
Popular comparisons:
SPXE vs. SPXL SPXE vs. SPXU SPXE vs. ^GSPC SPXE vs. VGT SPXE vs. VTSAX SPXE vs. VTI SPXE vs. SPY SPXE vs. VOO SPXE vs. QQQ SPXE vs. XLG

Performance

Performance Chart

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


160.00%180.00%200.00%220.00%240.00%260.00%280.00%JulyAugustSeptemberOctoberNovemberDecember
266.71%
206.94%
SPXE (ProShares S&P 500 Ex-Energy ETF)
Benchmark (^GSPC)

Returns By Period

ProShares S&P 500 Ex-Energy ETF had a return of 26.88% year-to-date (YTD) and 27.39% in the last 12 months.


SPXE

YTD

26.88%

1M

0.19%

6M

9.67%

1Y

27.39%

5Y*

14.73%

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.90%5.44%2.90%-4.18%4.93%3.95%1.11%2.53%2.32%-0.78%5.70%26.88%
20236.40%-1.90%3.63%1.48%1.05%6.57%2.82%-1.55%-5.17%-1.87%9.58%4.68%27.71%
2022-5.99%-3.34%3.86%-9.34%-0.47%-8.05%9.45%-4.23%-9.22%7.18%5.56%-5.76%-20.58%
2021-0.88%2.52%4.08%5.20%0.64%2.29%2.57%3.11%-4.75%6.65%-0.53%4.52%27.93%
20200.73%-8.96%-10.53%12.39%4.74%1.98%5.63%7.73%-3.49%-3.10%10.74%3.92%20.62%
20197.21%4.77%1.15%4.98%-6.04%6.76%1.82%-1.44%1.83%2.17%3.91%2.52%33.07%
20184.25%-1.70%-5.03%1.30%1.77%1.26%2.44%4.25%0.31%-5.89%1.50%-9.53%-5.95%
20172.25%4.49%0.18%1.53%1.24%1.05%2.14%-0.02%1.48%3.20%1.87%3.19%24.99%
2016-6.74%2.40%5.76%-0.52%1.51%-0.76%5.29%0.68%-1.15%-1.06%3.15%1.72%10.10%
2015-1.06%8.71%0.63%-0.95%7.22%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 87, SPXE is among the top 13% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SPXE is 8787
Overall Rank
The Sharpe Ratio Rank of SPXE is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of SPXE is 8686
Sortino Ratio Rank
The Omega Ratio Rank of SPXE is 8686
Omega Ratio Rank
The Calmar Ratio Rank of SPXE is 8585
Calmar Ratio Rank
The Martin Ratio Rank of SPXE is 8787
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 S&P 500 Ex-Energy ETF (SPXE) 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 SPXE, currently valued at 2.29, compared to the broader market0.002.004.002.292.10
The chart of Sortino ratio for SPXE, currently valued at 3.05, compared to the broader market-2.000.002.004.006.008.0010.003.052.80
The chart of Omega ratio for SPXE, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.421.39
The chart of Calmar ratio for SPXE, currently valued at 3.30, compared to the broader market0.005.0010.0015.003.303.09
The chart of Martin ratio for SPXE, currently valued at 14.61, compared to the broader market0.0020.0040.0060.0080.00100.0014.6113.49
SPXE
^GSPC

The current ProShares S&P 500 Ex-Energy ETF Sharpe ratio is 2.29. 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 S&P 500 Ex-Energy ETF 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.29
2.10
SPXE (ProShares S&P 500 Ex-Energy ETF)
Benchmark (^GSPC)

Dividends

Dividend History

ProShares S&P 500 Ex-Energy ETF provided a 0.78% dividend yield over the last twelve months, with an annual payout of $0.50 per share. The fund has been increasing its distributions for 5 consecutive years.


0.60%0.80%1.00%1.20%1.40%1.60%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.70201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018201720162015
Dividend$0.50$0.66$0.60$0.49$0.47$0.47$0.42$0.47$0.35$0.11

Dividend yield

0.78%1.29%1.49%0.94%1.16%1.38%1.61%1.65%1.53%0.51%

Monthly Dividends

The table displays the monthly dividend distributions for ProShares S&P 500 Ex-Energy ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.14$0.00$0.00$0.19$0.00$0.00$0.17$0.00$0.00$0.00$0.50
2023$0.00$0.00$0.13$0.00$0.00$0.15$0.00$0.00$0.17$0.00$0.00$0.21$0.66
2022$0.00$0.00$0.12$0.00$0.00$0.14$0.00$0.00$0.15$0.00$0.00$0.19$0.60
2021$0.00$0.00$0.10$0.00$0.00$0.14$0.00$0.00$0.12$0.00$0.00$0.14$0.49
2020$0.00$0.00$0.10$0.00$0.00$0.12$0.00$0.00$0.10$0.00$0.00$0.15$0.47
2019$0.00$0.00$0.11$0.00$0.00$0.13$0.00$0.00$0.12$0.00$0.00$0.11$0.47
2018$0.00$0.00$0.09$0.00$0.00$0.11$0.00$0.00$0.09$0.00$0.00$0.13$0.42
2017$0.00$0.00$0.13$0.00$0.00$0.10$0.00$0.00$0.12$0.00$0.00$0.11$0.47
2016$0.00$0.00$0.08$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.09$0.35
2015$0.11$0.11

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.37%
-2.62%
SPXE (ProShares S&P 500 Ex-Energy ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ProShares S&P 500 Ex-Energy 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 S&P 500 Ex-Energy ETF was 32.27%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current ProShares S&P 500 Ex-Energy ETF drawdown is 2.37%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.27%Feb 20, 202023Mar 23, 202094Aug 5, 2020117
-26.5%Dec 30, 2021198Oct 12, 2022297Dec 18, 2023495
-18.59%Oct 4, 201839Dec 24, 201840Apr 5, 201979
-11.93%Dec 7, 201543Feb 11, 201639Apr 14, 201682
-9.17%Sep 3, 202015Sep 24, 202036Nov 13, 202051

Volatility

Volatility Chart

The current ProShares S&P 500 Ex-Energy ETF volatility is 3.45%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.45%
3.79%
SPXE (ProShares S&P 500 Ex-Energy ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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