ITWOProShares Russell 2000 High Income ETF
Tracks the performance of the Cboe Russell 2000 Daily Covered Call Index.
By ProShares · Launched 2024
Annual Cost
0.55%
#3,020 of 6,040 · average
Fund Size
$198M
#2,466 of 6,040 · mid-size
Return (1Y)
+23.2%
Track Record
2 years
#3,697 of 6,040 · seasoned
Performance
Total-return NAV · USDGrowth of $10,000
$12,244+22.4%
Total-return NAV, USD. Net of fund fees, before tax.
What's inside
How Beacon categorizes this fundAsset class
AlternativeRegion
North americaStrategy
Option income
Index tracked
Cboe Russell 2000 Daily Covered Call Index
Holdings
By weightConcentration
Top 10 holdings = 15.7% of funddiversified
Repurchase Agreement
4.0%
Repurchase Agreement
2.0%
Repurchase Agreement
2.0%
INVESCO GOVT AND AGCY LEX
1.7%
Repurchase Agreement
1.2%
Repurchase Agreement
1.2%
Repurchase Agreement
1.0%
Bloom Energy Corp.
1.0%
Repurchase Agreement
0.8%
Repurchase Agreement
0.8%
Asset allocation
Stocks
91.0%
Cash
9.0%
Risk profile
Last 12 months · Sharpe & Sortino need 3+ yearsVolatility (1Y)
18.6%Moderate
Year-on-year price swings
Max drawdown
-24.8%Moderate
Worst peak-to-trough loss
Sharpe (3Y)
Unavailable
Needs 3+ years of history
Sortino (3Y)
Not yet
Needs 3+ years of history
Listing
- Exchange
- Cboe BZX
Full fund details
- Objective
- Tracks the performance of the Cboe Russell 2000 Daily Covered Call Index.
- Strategy
- Invests in a covered call strategy combining a long position in the Russell 2000 Index with a short position in Russell 2000 Index call options. Seeks high income with total return similar to the Russell 2000 over the long term.
- Inception date
- September 4, 2024
- Fund family
- ProShares
Similar funds
Same asset class, closest by strategy & exposureNext steps
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Data updated on 2026-09-18