Performance analysis of ITWO (ProShares Russell 2000 High Income ETF)
Annual Return
Since Sep 5, 2024, ITWO has had an average annual return of +20.90%, outperforming the benchmark SPY, which returned +18.88% annual.
| 2026 | 2025 | 2024 | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +20.40% | +14.27% | +3.68% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +5.16% | +0.68% | -4.05% | +11.47% | +4.52% | +4.35% | -2.52% | +20.40% | |||||
| 2025 | +2.79% | -5.07% | -5.05% | -2.65% | +5.40% | +5.83% | +1.97% | +4.20% | +3.99% | +1.95% | +1.17% | -0.34% | +14.27% |
| 2024 | +5.87% | -1.21% | +7.76% | -8.01% | +3.68% |
Drawdown analysis of ITWO (ProShares Russell 2000 High Income ETF)
The maximum drawdown for the ITWO was -24.75%, occurring on Apr 8, 2025. Recovery took 107 trading sessions.
The current ITWO drawdown is -2.52%.
Since Sep 5, 2024 ITWO has experienced the following drawdowns:
- 20% or more: 1 time
- 10% or more: 1 time
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.75% | Nov 25, 2024 | 90 | Apr 8, 2025 | 107 | Sep 11, 2025 | 197 |
| -9.81% | Jan 22, 2026 | 46 | Mar 30, 2026 | 10 | Apr 14, 2026 | 56 |
| -8.22% | Oct 27, 2025 | 18 | Nov 20, 2025 | 8 | Dec 3, 2025 | 26 |
| -5.00% | Nov 11, 2024 | 4 | Nov 15, 2024 | 6 | Nov 25, 2024 | 10 |
| -4.62% | May 6, 2026 | 9 | May 19, 2026 | 4 | May 26, 2026 | 13 |
| -3.93% | Dec 11, 2025 | 13 | Dec 31, 2025 | 5 | Jan 8, 2026 | 18 |
| -3.84% | Oct 8, 2025 | 2 | Oct 10, 2025 | 2 | Oct 14, 2025 | 4 |
| -3.72% | Oct 16, 2024 | 11 | Oct 31, 2024 | 4 | Nov 6, 2024 | 15 |
| -3.62% | Jun 4, 2026 | 1 | Jun 5, 2026 | 5 | Jun 12, 2026 | 6 |
| -3.00% | Sep 19, 2024 | 10 | Oct 3, 2024 | 7 | Oct 14, 2024 | 17 |
| -2.73% | Oct 15, 2025 | 5 | Oct 22, 2025 | 3 | Oct 27, 2025 | 8 |
| -2.52% | Jun 30, 2026 | 13 | Jul 20, 2026 | Ongoing | Ongoing | Ongoing |
| -2.13% | Sep 19, 2025 | 4 | Sep 25, 2025 | 6 | Oct 3, 2025 | 10 |
| -1.81% | Apr 27, 2026 | 2 | Apr 29, 2026 | 2 | May 1, 2026 | 4 |
| -1.80% | Jun 15, 2026 | 2 | Jun 17, 2026 | 1 | Jun 18, 2026 | 3 |
| -1.62% | Sep 5, 2024 | 1 | Sep 6, 2024 | 4 | Sep 12, 2024 | 5 |
| -1.47% | Jan 15, 2026 | 2 | Jan 20, 2026 | 1 | Jan 21, 2026 | 3 |
| -1.42% | May 28, 2026 | 4 | Jun 3, 2026 | 1 | Jun 4, 2026 | 5 |
| -1.00% | Oct 6, 2025 | 1 | Oct 7, 2025 | 1 | Oct 8, 2025 | 2 |
| -0.99% | Apr 20, 2026 | 1 | Apr 21, 2026 | 4 | Apr 27, 2026 | 5 |
| -0.84% | Sep 11, 2025 | 1 | Sep 12, 2025 | 3 | Sep 17, 2025 | 4 |
| -0.81% | Jun 22, 2026 | 1 | Jun 23, 2026 | 2 | Jun 25, 2026 | 3 |
| -0.59% | May 1, 2026 | 1 | May 4, 2026 | 1 | May 5, 2026 | 2 |
| -0.39% | Dec 4, 2025 | 2 | Dec 8, 2025 | 2 | Dec 10, 2025 | 4 |
| -0.31% | May 26, 2026 | 1 | May 27, 2026 | 1 | May 28, 2026 | 2 |