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CSM vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CSM and SPY is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

CSM vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Proshares Large Cap Core Plus (CSM) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

600.00%650.00%700.00%750.00%800.00%December2025FebruaryMarchAprilMay
667.28%
723.18%
CSM
SPY

Key characteristics

Sharpe Ratio

CSM:

0.57

SPY:

0.60

Sortino Ratio

CSM:

0.93

SPY:

0.98

Omega Ratio

CSM:

1.14

SPY:

1.15

Calmar Ratio

CSM:

0.62

SPY:

0.64

Martin Ratio

CSM:

2.50

SPY:

2.53

Ulcer Index

CSM:

4.52%

SPY:

4.77%

Daily Std Dev

CSM:

19.90%

SPY:

20.03%

Max Drawdown

CSM:

-36.12%

SPY:

-55.19%

Current Drawdown

CSM:

-7.67%

SPY:

-8.56%

Returns By Period

In the year-to-date period, CSM achieves a -3.50% return, which is significantly higher than SPY's -4.37% return. Over the past 10 years, CSM has underperformed SPY with an annualized return of 11.05%, while SPY has yielded a comparatively higher 12.15% annualized return.


CSM

YTD

-3.50%

1M

11.01%

6M

-2.78%

1Y

8.87%

5Y*

15.41%

10Y*

11.05%

SPY

YTD

-4.37%

1M

10.59%

6M

-2.49%

1Y

9.55%

5Y*

15.94%

10Y*

12.15%

*Annualized

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CSM vs. SPY - Expense Ratio Comparison

CSM has a 0.45% expense ratio, which is higher than SPY's 0.09% expense ratio.


Risk-Adjusted Performance

CSM vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSM
The Risk-Adjusted Performance Rank of CSM is 5858
Overall Rank
The Sharpe Ratio Rank of CSM is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of CSM is 5555
Sortino Ratio Rank
The Omega Ratio Rank of CSM is 5858
Omega Ratio Rank
The Calmar Ratio Rank of CSM is 6262
Calmar Ratio Rank
The Martin Ratio Rank of CSM is 6262
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 5959
Overall Rank
The Sharpe Ratio Rank of SPY is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5757
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6363
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6161
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.

CSM vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Proshares Large Cap Core Plus (CSM) and SPDR S&P 500 ETF (SPY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current CSM Sharpe Ratio is 0.57, which is comparable to the SPY Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of CSM and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.57
0.60
CSM
SPY

Dividends

CSM vs. SPY - Dividend Comparison

CSM's dividend yield for the trailing twelve months is around 1.14%, less than SPY's 1.28% yield.


TTM20242023202220212020201920182017201620152014
CSM
Proshares Large Cap Core Plus
1.14%1.06%1.17%1.37%0.78%1.21%1.41%1.54%1.28%1.49%1.67%1.39%
SPY
SPDR S&P 500 ETF
1.28%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

CSM vs. SPY - Drawdown Comparison

The maximum CSM drawdown since its inception was -36.12%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CSM and SPY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.67%
-8.56%
CSM
SPY

Volatility

CSM vs. SPY - Volatility Comparison

The current volatility for Proshares Large Cap Core Plus (CSM) is 11.72%, while SPDR S&P 500 ETF (SPY) has a volatility of 12.57%. This indicates that CSM experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
11.72%
12.57%
CSM
SPY