ProShares Ultra S&P 500 (SSO)
SSO is a passive ETF by ProShares tracking the investment results of the S&P 500 Index (200%). SSO launched on Jun 21, 2006 and has a 0.90% expense ratio.
ETF Info
| ISIN | US74347R1077 |
|---|---|
| CUSIP | 74347R107 |
| Issuer | ProShares |
| Inception Date | Jun 21, 2006 |
| Region | North America (U.S.) |
| Category | Leveraged Equities, Leveraged |
| Leveraged | 2x |
| Index Tracked | S&P 500 Index (200%) |
| Home Page | www.proshares.com |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
SSO features an expense ratio of 0.90%, falling within the medium range.
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: SSO vs. UPRO, SSO vs. SPY, SSO vs. SPUU, SSO vs. QLD, SSO vs. VOO, SSO vs. SPXL, SSO vs. QQQ, SSO vs. TQQQ, SSO vs. TSM, SSO vs. SPXS
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ProShares Ultra S&P 500, 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 Ultra S&P 500 had a return of 24.07% year-to-date (YTD) and 32.31% in the last 12 months. Over the past 10 years, ProShares Ultra S&P 500 had an annualized return of 19.08%, outperforming the S&P 500 benchmark which had an annualized return of 10.58%.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 24.07% | 13.20% |
| 1 month | -3.07% | -1.28% |
| 6 months | 18.38% | 10.32% |
| 1 year | 32.31% | 18.23% |
| 5 years (annualized) | 19.74% | 12.31% |
| 10 years (annualized) | 19.08% | 10.58% |
Monthly Returns
The table below presents the monthly returns of SSO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.49% | 9.90% | 6.02% | -8.58% | 9.59% | 6.59% | 24.07% | ||||||
| 2023 | 12.22% | -5.63% | 6.65% | 2.57% | 0.29% | 12.61% | 6.09% | -4.02% | -9.85% | -5.00% | 18.26% | 8.70% | 46.66% |
| 2022 | -10.60% | -6.28% | 7.06% | -17.39% | -0.52% | -16.73% | 18.69% | -8.69% | -18.37% | 15.74% | 10.12% | -11.84% | -38.98% |
| 2021 | -2.30% | 5.29% | 8.95% | 10.61% | 1.09% | 4.37% | 4.67% | 5.92% | -9.41% | 14.28% | -1.72% | 8.84% | 60.57% |
| 2020 | -0.44% | -15.46% | -29.80% | 25.18% | 9.16% | 2.95% | 11.69% | 14.29% | -7.97% | -5.38% | 22.51% | 7.36% | 21.54% |
| 2019 | 15.73% | 6.21% | 3.44% | 7.72% | -12.78% | 14.09% | 2.52% | -4.04% | 3.62% | 4.00% | 7.07% | 5.65% | 63.44% |
| 2018 | 11.17% | -8.07% | -5.54% | 0.20% | 4.41% | 1.02% | 7.09% | 6.15% | 0.89% | -14.01% | 3.15% | -17.70% | -14.60% |
| 2017 | 3.47% | 7.83% | -0.02% | 1.85% | 2.55% | 1.04% | 3.95% | 0.31% | 3.82% | 4.53% | 5.87% | 2.36% | 44.35% |
| 2016 | -10.36% | -0.62% | 13.98% | 0.60% | 3.18% | 0.16% | 7.40% | 0.10% | -0.28% | -3.68% | 7.23% | 4.00% | 21.54% |
| 2015 | -6.15% | 11.40% | -3.44% | 1.84% | 2.31% | -4.09% | 4.21% | -12.48% | -5.54% | 17.45% | 0.60% | -3.79% | -1.20% |
| 2014 | -7.23% | 9.06% | 1.52% | 1.23% | 4.41% | 4.10% | -2.88% | 7.87% | -2.93% | 4.38% | 5.54% | -0.84% | 25.53% |
| 2013 | 10.28% | 2.16% | 7.39% | 3.86% | 4.55% | -3.11% | 10.41% | -6.07% | 6.48% | 9.07% | 5.77% | 5.13% | 70.47% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SSO is 67, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for ProShares Ultra S&P 500 (SSO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
ProShares Ultra S&P 500 granted a 0.61% dividend yield in the last twelve months. The annual payout for that period amounted to $0.49 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.49 | $0.12 | $0.22 | $0.13 | $0.09 | $0.19 | $0.17 | $0.11 | $0.10 | $0.10 | $0.05 | $0.03 |
Dividend yield | 0.61% | 0.18% | 0.50% | 0.18% | 0.20% | 0.50% | 0.75% | 0.39% | 0.50% | 0.63% | 0.33% | 0.26% |
Monthly Dividends
The table displays the monthly dividend distributions for ProShares Ultra S&P 500. 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.19 | $0.00 | $0.37 | |||||
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.12 |
| 2022 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.18 | $0.22 |
| 2021 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.05 | $0.13 |
| 2020 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.09 |
| 2019 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.19 |
| 2018 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.06 | $0.17 |
| 2017 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.04 | $0.11 |
| 2016 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.10 |
| 2015 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.10 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.03 | $0.05 |
| 2013 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.01 | $0.03 |
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 Ultra S&P 500. 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 Ultra S&P 500 was 84.67%, occurring on Mar 9, 2009. Recovery took 1165 trading sessions.
The current ProShares Ultra S&P 500 drawdown is 9.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -84.67% | Oct 10, 2007 | 355 | Mar 9, 2009 | 1165 | Oct 22, 2013 | 1520 |
| -59.34% | Feb 20, 2020 | 23 | Mar 23, 2020 | 114 | Sep 2, 2020 | 137 |
| -46.73% | Jan 4, 2022 | 195 | Oct 12, 2022 | 347 | Mar 1, 2024 | 542 |
| -36.57% | Sep 21, 2018 | 65 | Dec 24, 2018 | 129 | Jul 1, 2019 | 194 |
| -26.68% | May 22, 2015 | 183 | Feb 11, 2016 | 103 | Jul 11, 2016 | 286 |
Volatility
Volatility Chart
The current ProShares Ultra S&P 500 volatility is 7.58%, 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.