ITWO vs EHI

Comparison between ProShares Russell 2000 High Income ETF (ITWO, ETF) and Western Asset Global High Income Fund Inc (EHI, ETF).

ITWO vs EHI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ITWO(ETF)	EHI(ETF)
Net Assets	$197M	$197M
Expense Ratio	0.55%	N/A
Max Drawdown	29.46%	66.09%
Sharpe Ratio	1.44	0.07
5Y Beta	1.00	0.29
P/E Ratio	-77.81	N/A
Forward P/E	15.13	N/A
5Y Dividends CAGR	N/A	2.51%
5Y EPS CAGR	12.67%	N/A
Debt to Equity	37.40%	N/A
P/S Ratio	1.24	N/A
P/B Ratio	2.13	N/A

Net Assets

Winner

ITWO

$197M

EHI

$197M

Expense Ratio

ITWO

0.55%

EHI

N/A

Max Drawdown

Winner

ITWO

29.46%

EHI

66.09%

Sharpe Ratio

Winner

ITWO

1.44

EHI

0.07

5Y Beta

ITWO

1.00

Winner

EHI

0.29

P/E Ratio

ITWO

-77.81

EHI

N/A

Forward P/E

ITWO

15.13

EHI

N/A

5Y Dividends CAGR

ITWO

N/A

EHI

2.51%

5Y EPS CAGR

ITWO

12.67%

EHI

N/A

Debt to Equity

ITWO

37.40%

EHI

N/A

P/S Ratio

ITWO

1.24

EHI

N/A

P/B Ratio

ITWO

2.13

EHI

N/A

ITWO vs EHI - Historical Returns

Returns include dividend reinvestment.

Period	ITWO	EHI
1 month	-0.25%	+0.51%
3 months	+8.99%	-0.47%
6 months	+12.70%	-1.42%
1 year	+34.98%	+3.74%
5 years(CAGR)	N/A	+0.29%
10 years(CAGR)	N/A	+4.87%
Max(CAGR)	+21.83%	+6.06%

ITWO

-0.25%

Winner

EHI

+0.51%

Winner

ITWO

+8.99%

EHI

-0.47%

Winner

ITWO

+12.70%

EHI

-1.42%

Winner

ITWO

+34.98%

EHI

+3.74%

5Y(CAGR)

ITWO

N/A

EHI

+0.29%

10Y(CAGR)

ITWO

N/A

EHI

+4.87%

Max(CAGR)

Winner

ITWO

+21.83%

EHI

+6.06%

ITWO vs EHI - Annual Returns (2003 - 2026)

Returns include dividend reinvestment.

Year	ITWO	EHI
2026	+20.96%	-0.65%
2025	+14.22%	+9.30%
2024	+3.68%	+5.01%
2023	N/A	+18.04%
2022	N/A	-25.35%
2021	N/A	+9.80%
2020	N/A	+8.56%
2019	N/A	+29.08%
2018	N/A	-13.67%
2017	N/A	+13.18%
2016	N/A	+27.05%
2015	N/A	-12.42%
2014	N/A	-0.29%
2013	N/A	-3.39%
2012	N/A	+19.34%
2011	N/A	+6.78%
2010	N/A	+26.51%
2009	N/A	+63.38%
2008	N/A	-31.42%
2007	N/A	-8.14%
2006	N/A	+18.47%
2005	N/A	+0.13%
2004	N/A	+3.89%
2003	N/A	+4.75%

ITWO vs EHI Drawdown Comparison

The maximum drawdown for ITWO was -24.74%, occurring on Apr 8, 2025. Recovery took 197 trading sessions.

The maximum drawdown for EHI was -58.39%, occurring on Nov 21, 2008. Recovery took 663 trading sessions.

The current ITWO drawdown is -1.08%. The current EHI drawdown is -4.12%.

Rank	ITWO	EHI
#1	-24.74% Nov 25, 2024 - Sep 11, 2025	-58.39% May 17, 2007 - Jan 4, 2010
#2	-9.81% Jan 22, 2026 - Apr 14, 2026	-36.30% Feb 21, 2020 - Sep 14, 2020
#3	-8.21% Oct 27, 2025 - Dec 3, 2025	-33.79% Jul 2, 2021 - Jan 20, 2026
#4	-5.00% Nov 11, 2024 - Nov 25, 2024	-29.27% Sep 3, 2014 - Aug 12, 2016
#5	-4.62% May 6, 2026 - May 26, 2026	-19.83% Jul 22, 2011 - Jan 24, 2012
#6	-3.94% Dec 11, 2025 - Jan 8, 2026	-18.31% Jan 9, 2004 - Nov 1, 2004
#7	-3.84% Oct 8, 2025 - Oct 14, 2025	-16.18% Jan 2, 2018 - Feb 28, 2019
#8	-3.72% Oct 16, 2024 - Nov 6, 2024	-16.13% May 20, 2013 - May 22, 2014
#9	-3.62% Jun 4, 2026 - Jun 12, 2026	-12.91% Feb 8, 2005 - Feb 24, 2006
#10	-3.01% Sep 19, 2024 - Oct 14, 2024	-12.35% Apr 30, 2010 - Jul 15, 2010
#11	-2.73% Oct 15, 2025 - Oct 27, 2025	-9.73% Sep 8, 2016 - Jan 18, 2017
#12	-2.51% Jun 30, 2026 - Jul 20, 2026	-9.15% Nov 5, 2010 - Feb 8, 2011
#13	-2.13% Sep 19, 2025 - Oct 3, 2025	-9.13% Feb 9, 2026 - Mar 30, 2026
#14	-1.81% Apr 27, 2026 - May 1, 2026	-7.27% Feb 3, 2010 - Mar 2, 2010
#15	-1.81% Jun 15, 2026 - Jun 18, 2026	-6.98% Oct 17, 2012 - Dec 3, 2012

Correlation

Correlation between ITWO and EHI is 0.71 which considered as a strong positive correlation - the stocks tend to move together.

0.71

-101

Dividend Comparison (2003 - 2026)

ITWO vs EHI dividend yield comparison.

Year	ITWO	EHI
2026	4.44%	7.08%
2025	12.12%	13.10%
2024	4.11%	12.49%
2023	0.00%	11.12%
2022	0.00%	11.82%
2021	0.00%	7.95%
2020	0.00%	8.02%
2019	0.00%	7.52%
2018	0.00%	8.91%
2017	0.00%	8.32%
2016	0.00%	11.59%
2015	0.00%	13.25%
2014	0.00%	10.41%
2013	0.00%	9.44%
2012	0.00%	8.39%
2011	0.00%	9.17%
2010	0.00%	8.34%
2009	0.00%	9.23%
2008	0.00%	14.03%
2007	0.00%	8.72%
2006	0.00%	8.58%
2005	0.00%	13.50%
2004	0.00%	8.83%
2003	0.00%	3.28%