UltraShort Russell2000 ETF (TWM)
Description
The investment seeks to track the performance of the Russell 2000 Index. The TWM ETF contains constituents. It is focused on blend holdings in the region.
Price $18.28 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | |
| Expense ratio | 0.95% |
| Average spread | 0.055% |
| 1Y roundtrip cost | 1.005% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 20.1% | -3.5% | -4.6% | 21.0% | -3.3% | 15.8% | -19.0% | 3.1% | 20.3% | -6.2% | 43.8% | ||
| 2021 | -10.3% | -13.0% | -5.4% | -4.4% | -1.8% | -4.5% | 6.3% | -5.3% | 4.9% | -8.7% | 7.9% | -6.2% | -40.5% |
| 2020 | 6.5% | 17.7% | 24.4% | -29.7% | -15.4% | -10.8% | -6.9% | -10.7% | 4.6% | -5.4% | -30.0% | -16.1% | -71.8% |
| 2019 | -19.8% | -9.5% | 3.9% | -6.3% | 16.7% | -12.6% | -1.2% | 9.2% | -4.2% | -5.2% | -7.7% | -5.4% | -42.2% |
| 2018 | -5.2% | 7.2% | -3.1% | -2.4% | -11.1% | -1.4% | -3.3% | -8.1% | 5.0% | 24.2% | -3.8% | 26.7% | 24.8% |
| 2017 | -0.9% | -4.3% | -0.6% | -2.6% | 3.7% | -6.7% | -1.8% | 2.1% | -11.5% | -1.6% | -5.8% | 0.7% | -29.2% |
| 2016 | 17.3% | -0.8% | -15.2% | -4.0% | -5.0% | -1.4% | -11.4% | -3.9% | -2.9% | 9.3% | -19.8% | -6.2% | -43.9% |
| 2015 | 5.6% | -11.1% | -4.1% | 4.7% | -4.6% | -2.3% | 1.8% | 12.4% | 9.1% | -11.5% | -6.8% | 9.8% | 2.9% |
| 2014 | 4.9% | -9.6% | 0.5% | 7.0% | -2.4% | -10.2% | 12.6% | -9.6% | 12.3% | -13.2% | -0.9% | -6.4% | -15.0% |
| 2013 | -12.0% | -2.7% | -9.0% | -0.9% | -8.0% | 0.3% | -13.5% | 5.6% | -12.1% | -5.7% | -7.9% | -4.4% | -70.4% |
| 2012 | -13.6% | -5.8% | -5.8% | 2.0% | 13.5% | -11.5% | 2.5% | -7.4% | -6.7% | 3.9% | -2.3% | -7.1% | -38.2% |
| 2011 | -0.2% | -11.2% | -6.2% | -5.7% | 2.6% | 3.3% | 6.0% | 8.6% | 21.4% | -29.0% | -3.8% | -3.1% | -17.3% |
| -7.6% | -46.6% | -25.3% | -21.2% | -15.2% | -42.0% | -27.7% | -3.8% | 40.1% | -49.0% | -80.9% | -17.8% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | 0.08 | 0.08 | |||||||||||
| 2019 | 0.14 | 0.26 | 0.20 | 0.15 | 0.74 | ||||||||
| 2018 | 0.10 | 0.12 | 0.14 | 0.24 | 0.60 | ||||||||
| 2017 | 0.03 | 0.03 | |||||||||||
| 0.00 | 0.00 | 0.32 | 0.00 | 0.00 | 0.38 | 0.00 | 0.00 | 0.34 | 0.00 | 0.00 | 0.42 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| U.S. Dollar | 70.93% |
| United States Treasury Bills 0.0% 10-MAR-2022 | 9.69% |
| Top 2 Weights | 80.62% |
Compare with similar ETFs
| TWM | MZZ | QID | REW | SPXS | SPXU | |
|---|---|---|---|---|---|---|
| Product name | UltraShort Russell2000 ETF | UltraShort MidCap400 ETF | UltraShort QQQ ETF | UltraShort Technology ETF | Direxion Daily S&P 500 Bear 3x Shares ETF | UltraPro Short S&P500 ETF |
| Issuer | ProShares | ProShares | ProShares | ProShares | Direxion | ProShares |
| Price | $18.28 | $20.2 | $26.67 | $23.19 | $26.94 | $20.43 |
| Expense Ratio | 0.95% | 0.95% | 0.95% | 0.95% |  1.07% |  0.93% |
| Average Spread | 0.055% | 0.248% | 0.037% | 0.172% | 0.037% | 0.049% |
| AUM | $110,313,000 | $2,357,990 | $322,282,000 | $11,741,800 | $560,444,000 | $935,844,000 |
| Shares | 6,034,625 | 116,732 | 12,084,073 | 506,329 | 20,803,428 | 45,807,365 |
| Average Daily Volume | 3,442,920 | 3,630 | 12,313,597 | 75,583 | 29,991,607 | 38,045,470 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2007-01-23 | 2006-07-11 | 2006-07-11 | 2007-01-30 | 2008-11-05 | 2009-06-25 |
| Index Tracked | Russell 2000 Index | S&P Mid Cap 400 | NASDAQ-100 Index | DJ Global United States (All) / Technology -IND | S&P 500 | S&P 500 |
| Category | Leveraged Equities | Leveraged Equities | Leveraged Equities | Leveraged Equities | Leveraged Equities | Leveraged Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | ||||||
| Value or Growth | Blend | Blend | Growth | Growth | Blend | Blend |
| Region | ||||||
| Countries | U.S. | U.S. | U.S. | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $0 | $0 | $0 | $0 | $0 | $0 |
| Annual Dividend Yield | 0.000% | 0.000% | 0.000% | 0.000% | 0.000% | 0.000% |
| Number of Holdings | ||||||
| YTD Return | 41.27% | 32.98% | 70.52% | 73.84% | 64.47% | 64.10% |
| Beta | -1.34 | -1.26 | -1.27 | -1.29 | -1.48 | -1.81 |
| Upside Beta | -0.34 | -0.38 | -0.36 | -0.30 | -0.04 | 0.13 |
| Downside Beta | -0.41 | -0.43 | -0.42 | -0.32 | -0.11 | 0.02 |
| Volatility 1Y | 55.00% | 49.07% | 60.54% | 64.97% | 67.98% | 67.88% |
| Sharpe Ratio 3Y | -0.70 | -0.74 | -0.81 | -0.84 | -0.70 | -0.70 |
| Treynor Ratio 3Y | 0.02 | 0.02 | 0.02 | 0.02 | 0.02 | 0.02 |