ITWO vs GLDI

Comparison between ProShares Russell 2000 High Income ETF (ITWO, ETF) and Credit Suisse AG Nassau Branch (GLDI, ETF).

ITWO vs GLDI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ITWO(ETF)	GLDI(ETF)
Net Assets	$179M	$178M
Expense Ratio	0.55%	0.65%
Max Drawdown	29.46%	67.52%
Sharpe Ratio	1.53	0.91
5Y Beta	1.00	0.13
P/E Ratio	-21963.97	N/A
Forward P/E	14.70	N/A
5Y Dividends CAGR	N/A	7.82%
5Y EPS CAGR	13.47%	N/A
Debt to Equity	38.04%	N/A
P/S Ratio	1.29	N/A
P/B Ratio	2.08	N/A

Net Assets

Winner

ITWO

$179M

GLDI

$178M

Expense Ratio

Winner

ITWO

0.55%

GLDI

0.65%

Max Drawdown

Winner

ITWO

29.46%

GLDI

67.52%

Sharpe Ratio

Winner

ITWO

1.53

GLDI

0.91

5Y Beta

ITWO

1.00

Winner

GLDI

0.13

P/E Ratio

ITWO

-21963.97

GLDI

N/A

Forward P/E

ITWO

14.70

GLDI

N/A

5Y Dividends CAGR

ITWO

N/A

GLDI

7.82%

5Y EPS CAGR

ITWO

13.47%

GLDI

N/A

Debt to Equity

ITWO

38.04%

GLDI

N/A

P/S Ratio

ITWO

1.29

GLDI

N/A

P/B Ratio

ITWO

2.08

GLDI

N/A

ITWO vs GLDI - Historical Returns

Returns include dividend reinvestment.

Period	ITWO	GLDI
1 month	+0.00%	-2.32%
3 months	+10.53%	-7.24%
6 months	+13.36%	+1.41%
1 year	+36.22%	+18.06%
5 years(CAGR)	N/A	+10.56%
10 years(CAGR)	N/A	+8.66%
Max(CAGR)	+19.30%	+4.23%

Winner

ITWO

+0.00%

GLDI

-2.32%

Winner

ITWO

+10.53%

GLDI

-7.24%

Winner

ITWO

+13.36%

GLDI

+1.41%

Winner

ITWO

+36.22%

GLDI

+18.06%

5Y(CAGR)

ITWO

N/A

GLDI

+10.56%

10Y(CAGR)

ITWO

N/A

GLDI

+8.66%

Max(CAGR)

Winner

ITWO

+19.30%

GLDI

+4.23%

ITWO vs GLDI - Annual Returns (2013 - 2026)

Returns include dividend reinvestment.

Year	ITWO	GLDI
2026	+13.74%	-0.70%
2025	+14.22%	+33.40%
2024	+3.68%	+17.73%
2023	N/A	+8.46%
2022	N/A	-0.29%
2021	N/A	-4.54%
2020	N/A	+23.24%
2019	N/A	+14.24%
2018	N/A	-1.08%
2017	N/A	+8.12%
2016	N/A	-0.44%
2015	N/A	-6.67%
2014	N/A	-4.81%
2013	N/A	-24.04%

ITWO vs GLDI Drawdown Comparison

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

The maximum drawdown for GLDI was -32.30%, occurring on Dec 2, 2015. Recovery took 1863 trading sessions.

The current ITWO drawdown is -3.62%. The current GLDI drawdown is -9.66%.

Rank	ITWO	GLDI
#1	-24.74% Nov 25, 2024 - Sep 11, 2025	-32.30% Feb 6, 2013 - Jul 1, 2020
#2	-9.81% Jan 22, 2026 - Apr 14, 2026	-14.26% Aug 18, 2020 - Nov 27, 2023
#3	-8.21% Oct 27, 2025 - Dec 3, 2025	-13.69% Mar 2, 2026 - Mar 26, 2026
#4	-5.00% Nov 11, 2024 - Nov 25, 2024	-5.78% Oct 30, 2024 - Dec 11, 2024
#5	-4.62% May 6, 2026 - May 26, 2026	-3.91% May 20, 2024 - Jul 16, 2024
#6	-3.94% Dec 11, 2025 - Jan 8, 2026	-3.71% Oct 20, 2025 - Nov 11, 2025
#7	-3.84% Oct 8, 2025 - Oct 14, 2025	-3.64% Dec 11, 2024 - Jan 17, 2025
#8	-3.72% Oct 16, 2024 - Nov 6, 2024	-3.46% May 6, 2025 - May 23, 2025
#9	-3.62% Jun 4, 2026 - Jun 5, 2026	-3.01% Apr 19, 2024 - May 15, 2024
#10	-3.01% Sep 19, 2024 - Oct 14, 2024	-2.89% Feb 24, 2025 - Mar 13, 2025
#11	-2.73% Oct 15, 2025 - Oct 27, 2025	-2.76% Feb 1, 2024 - Feb 29, 2024
#12	-2.13% Sep 19, 2025 - Oct 3, 2025	-2.76% Jun 13, 2025 - Jul 21, 2025
#13	-1.81% Apr 27, 2026 - May 1, 2026	-2.38% Jul 22, 2025 - Aug 5, 2025
#14	-1.62% Sep 5, 2024 - Sep 12, 2024	-2.32% Dec 27, 2023 - Feb 1, 2024
#15	-1.47% Jan 15, 2026 - Jan 21, 2026	-2.26% Dec 1, 2023 - Dec 19, 2023

Correlation

Correlation between ITWO and GLDI is 0.82 which considered as a strong positive correlation - the stocks tend to move together.

0.82

-101

Dividend Comparison (2013 - 2026)

ITWO vs GLDI dividend yield comparison.

Year	ITWO	GLDI
2026	4.13%	12.04%
2025	12.12%	16.15%
2024	4.11%	10.45%
2023	0.00%	10.02%
2022	0.00%	13.73%
2021	0.00%	10.65%
2020	0.00%	14.25%
2019	0.00%	7.25%
2018	0.00%	5.33%
2017	0.00%	7.77%
2016	0.00%	17.26%
2015	0.00%	10.07%
2014	0.00%	12.35%
2013	0.00%	11.33%