{"schemaVersion":1,"ticker":"ITWO","asOf":"2026-10-26","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/itwo/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, ITWO against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/itwo/"},"benchmark":{"ticker":"IWM","name":"Russell 2000 (IWM)","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":81.0,"date":"2026-10-07","url":"https://www.proshares.com/globalassets/proshares/documents/19a1/2026-10-01-itwo_19a-1.pdf"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":88.7,"from":"2026-02-06","to":"2026-10-07","notices":9,"distributions":12,"full":false}},"kind":"benchmark","a":"ITWO","b":"IWM","window":{"from":"2024-09-13","to":"2026-10-23","firstReturn":"2024-09-20","weeklyReturns":110,"years":2.11,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04071973,"perWeek":0.0007830718,"days":527,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.31757339,"b":0.30313108,"edge":"ITWO (slight)","lead":"ITWO"},"annualised":{"a":0.13925468,"b":0.13333425,"edge":"ITWO (slight)","lead":"ITWO"},"price":{"a":0.04185532,"b":0.27173362,"edge":"IWM","lead":"IWM"},"volatility":{"a":0.17666913,"b":0.18858018,"edge":"ITWO (slight)","lead":"ITWO"},"downsideDeviation":{"a":0.11894491,"b":0.12519087,"edge":"ITWO (slight)","lead":"ITWO"},"maxDrawdown":{"a":-0.22211481,"b":-0.24692832,"edge":"ITWO","lead":"ITWO","aPeak":"2024-11-29","aTrough":"2025-04-11","bPeak":"2024-11-29","bTrough":"2025-04-04"},"excess":{"a":0.10532801,"b":0.10222268,"edge":"ITWO (slight)","lead":"ITWO"},"sharpe":{"a":0.59618795,"b":0.54206482,"edge":"ITWO (slight)","lead":"ITWO"},"sortino":{"a":0.88551923,"b":0.81653463,"edge":"ITWO (slight)","lead":"ITWO"},"calmar":{"a":0.62694912,"b":0.53997147,"edge":"ITWO","lead":"ITWO"}},"relative":{"ITWO":{"on":"IWM","beta":0.91637463,"r2":0.95679051,"alpha":0.01165374,"alphaT":0.45811392,"alphaLow":-0.03876981,"alphaHigh":0.06207728,"upsideCapture":0.94551282,"downsideCapture":0.96739177,"treynor":0.1149399,"trackingError":0.03996685,"informationRatio":0.07769756,"upWeeks":60,"downWeeks":50,"treynorReference":0.10222268,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"IWM (slight)","lead":"IWM"},"downsideCapture":{"edge":"ITWO (slight)","lead":"ITWO"},"treynor":{"edge":"ITWO","lead":"ITWO"},"informationRatio":{"edge":null,"lead":"ITWO","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"ITWO":{"kept":"2026-10-26","distributions":24,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":110,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.31757339}},"IWM":{"kept":"2026-10-26","distributions":9,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":110,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.30313108}}}}