(ITWO) Proshares Russell 2000 High - Ratings and Ratios
Equity, Options, Income, Small-Cap
Dividends
| Dividend Yield | 13.34% |
| Yield on Cost 5y | 14.35% |
| Yield CAGR 5y | 195.64% |
| Payout Consistency | 100.0% |
| Payout Ratio | - |
| Risk via 5d forecast | |
|---|---|
| Volatility | 16.7% |
| Value at Risk 5%th | 27.9% |
| Relative Tail Risk | 1.80% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.85 |
| Alpha | 2.84 |
| CAGR/Max DD | 0.73 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.380 |
| Beta | 0.941 |
| Beta Downside | 1.013 |
| Drawdowns 3y | |
|---|---|
| Max DD | 24.77% |
| Mean DD | 5.81% |
| Median DD | 3.94% |
Description: ITWO Proshares Russell 2000 High December 22, 2025
The ProShares Russell 2000 High Income ETF (ITWO) seeks to track a strategy that holds a long position in the Russell 2000 Index while simultaneously shorting at-the-money Russell 2000 call options, effectively creating a covered-call overlay that generates income but limits upside participation. By design, at least 80% of assets are invested in the index constituents or economically equivalent securities.
Key metrics (as of the latest filing): an expense ratio of 0.45%, a 30-day SEC-yield of roughly 5.6%, and an average daily trading volume of about 200,000 shares. The fund’s sector tilt leans toward financials and industrials, reflecting the broader small-cap composition of the Russell 2000, and its performance is sensitive to U.S. small-cap earnings trends and interest-rate-driven option premium levels.
For a deeper dive into how ITWO’s covered-call approach compares to other income-focused small-cap ETFs, you might explore additional analysis on ValueRay.
What is the price of ITWO shares?
Over the past week, the price has changed by +1.90%, over one month by +3.73%, over three months by +6.80% and over the past year by +22.25%.
Is ITWO a buy, sell or hold?
What are the forecasts/targets for the ITWO price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 58.6 | 39.9% |
ITWO Fundamental Data Overview January 14, 2026
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 114.2m USD (114.2m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 114.2m)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 114.2m / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 9.38% (E(114.2m)/V(114.2m) * Re(9.38%) + (debt-free company))
Discount Rate = 9.38% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for ITWO ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle