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YieldMax AI Option Income Strategy ETF (AIYY)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
YieldMax
Inception Date
Nov 27, 2023
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in YieldMax AI Option Income Strategy ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

YieldMax AI Option Income Strategy ETF (AIYY) has returned -34.26% so far this year and -59.12% over the past 12 months.


YieldMax AI Option Income Strategy ETF

1D
4.30%
1M
1.87%
YTD
-34.26%
6M
-47.05%
1Y
-59.12%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 28, 2023, AIYY's average daily return is -0.20%, while the average monthly return is -4.29%.

Historically, 28% of months were positive and 72% were negative. The best month was Nov 2024 with a return of +28.5%, while the worst month was Aug 2025 at -25.8%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 5 months.

On a daily basis, AIYY closed higher 49% of trading days. The best single day was Nov 19, 2024 with a return of +16.0%, while the worst single day was Aug 11, 2025 at -24.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-15.12%-23.98%1.87%-34.26%
2025-8.70%-22.20%-7.13%4.39%9.92%-4.69%-6.39%-25.81%1.66%1.12%-16.75%-4.32%-58.98%
2024-9.18%17.16%-17.49%-13.10%11.88%-4.97%-3.45%-7.73%-0.44%-2.11%28.53%-5.80%-14.74%
2023-0.80%-0.84%-1.63%

Benchmark Metrics

YieldMax AI Option Income Strategy ETF has an annualized alpha of -54.15%, beta of 1.61, and R² of 0.25 versus S&P 500 Index. Calculated based on daily prices since November 29, 2023.

  • This ETF participated in 258.03% of S&P 500 Index downside but only -80.71% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.25 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-54.15%
Beta
1.61
0.25
Upside Capture
-80.71%
Downside Capture
258.03%

Expense Ratio

AIYY has a high expense ratio of 0.99%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

AIYY ranks 1 for risk / return — in the bottom 1% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


AIYY Risk / Return Rank: 11
Overall Rank
AIYY Sharpe Ratio Rank: 00
Sharpe Ratio Rank
AIYY Sortino Ratio Rank: 11
Sortino Ratio Rank
AIYY Omega Ratio Rank: 00
Omega Ratio Rank
AIYY Calmar Ratio Rank: 11
Calmar Ratio Rank
AIYY Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for YieldMax AI Option Income Strategy ETF (AIYY) and compare them to a chosen benchmark (S&P 500 Index).


AIYYBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-1.07

0.90

-1.96

Sortino ratio

Return per unit of downside risk

-1.64

1.39

-3.03

Omega ratio

Gain probability vs. loss probability

0.78

1.21

-0.43

Calmar ratio

Return relative to maximum drawdown

-0.88

1.40

-2.28

Martin ratio

Return relative to average drawdown

-1.54

6.61

-8.15

Explore AIYY risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

YieldMax AI Option Income Strategy ETF provided a 206.09% dividend yield over the last twelve months, with an annual payout of $20.49 per share.


100.00%120.00%140.00%160.00%$0.00$20.00$40.00$60.00$80.0020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$20.49$29.26$83.91

Dividend yield

206.09%168.33%98.26%

Monthly Dividends

The table displays the monthly dividend distributions for YieldMax AI Option Income Strategy ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.85$0.59$0.49$1.92
2025$3.76$3.71$3.22$2.30$3.25$3.21$3.41$1.18$1.39$1.54$1.13$1.16$29.26
2024$13.49$4.02$10.63$7.25$4.08$8.75$3.97$3.57$3.60$7.24$8.60$8.72$83.91

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the YieldMax AI Option Income Strategy ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the YieldMax AI Option Income Strategy ETF was 79.48%, occurring on Mar 27, 2026. The portfolio has not yet recovered.

The current YieldMax AI Option Income Strategy ETF drawdown is 78.53%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-79.48%Dec 20, 2023568Mar 27, 2026
-10.61%Dec 4, 20234Dec 7, 20238Dec 19, 202312
-2.11%Nov 30, 20231Nov 30, 20231Dec 1, 20232

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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