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ISPYProShares S&P 500 High Income ETF

Get income2y track recordRanked #571 of 1,622 in this goal

Seeks investment results that correspond to the performance of the S&P 500 Daily Covered Call Index - Income Only.

By ProShares · Launched 2023

Annual Cost

0.56%

#2,867 of 5,562 · average

Fund Size

$1.3B

#972 of 5,562 · large

Dividend YieldGoal

4.62%

Track Record

2 years

#3,353 of 5,562 · seasoned

Performance

Total-return NAV · USD
Growth of $10,000
$12,242+22.4%

Total-return NAV, USD. Net of fund fees, before tax.

Classification

How Beacon categorizes this fund

Asset class

Alternative

Strategy

Option income

Index tracked

S&P 500 Daily Covered Call Index - Income Only

What it actually holds

By weight

Concentration

Top 10 holdings = 38.8% of fundwell diversified

NVIDIA Corp.
7.2%
Apple, Inc.
6.9%
Microsoft Corp.
6.1%
Amazon.com, Inc.
3.8%
Broadcom, Inc.
3.2%
Alphabet, Inc.
3.1%
Alphabet, Inc.
2.5%
Meta Platforms, Inc.
2.3%
Tesla, Inc.
2.0%
Berkshire Hathaway, Inc.
1.6%

Asset allocation

Stocks
86.0%
Cash
10.4%
Other
3.6%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years
Volatility (1Y)
12.0%Moderate

Year-on-year price swings

Max drawdown
-16.9%Moderate

Worst peak-to-trough loss

Sharpe (3Y)
Unavailable

Needs 3+ years of history

Sortino (3Y)
Not yet

Needs 3+ years of history

Where to buy

Listing

Exchange
Cboe BZX

Full fund details

Objective
Seeks investment results that correspond to the performance of the S&P 500 Daily Covered Call Index - Income Only.
Strategy
Invests primarily in financial instruments to track a covered call strategy on the S&P 500 Index. Uses swap agreements to gain exposure to the index and aims to generate high income through dividends and call premiums.
Inception date
December 18, 2023
Fund family
ProShares

Our take

Structural notes on how this fund behaves. Read our guide on the 6 warning signs.

Covered call
Warning

Covered call ETF — yield ≠ total return

The high distribution yield is not free income — it comes from selling upside via call options. Research finds these strategies systematically underperform their underlying index over full cycles, typically by 100–300 basis points per year depending on the option-overlay design. The monthly distributions make the shortfall hard to see in return summaries.

Source: Israelov & Ndong, 'A Devil's Bargain: When Generating Income Undermines Investment Returns' (NDVR, 2023)

Why we flagged this: strategy=option_income + option_income_strategy

Educational analysis of structural product characteristics. Not investment advice. Always read the fund prospectus and consult a qualified advisor before investing. More

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Data updated on 2026-06-20