- CUSIP
- 88636R107
- Issuer
- YieldMax
- Inception Date
- Aug 7, 2024
- Category
- Derivative Income
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $18M
Highlights
- Avg. Volume (1M)
- 34K
- Avg. Volume Value (1M)
- $279.41K
Share Price Chart
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Performance
BABO Performance Chart
YieldMax BABA Option Income Strategy ETF (BABO) is down 15.9% since the beginning of the year. BABO is currently trading at $8 per share.
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Returns By Period
YieldMax BABA Option Income Strategy ETF (BABO) has returned -15.94% so far this year and 1.60% over the past 12 months.
YieldMax BABA Option Income Strategy ETF
- 1D
- 3.50%
- 1M
- 21.29%
- 6M
- -25.18%
- YTD
- -15.94%
- 1Y
- 1.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 11.61%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
BABO Monthly Returns History
Based on dividend-adjusted daily data since Aug 8, 2024, BABO's average daily return is +0.07%, while the average monthly return is +1.57%. At this rate, an investment would double in approximately 3.7 years.
Historically, 50% of months were positive and 50% were negative. The best month was Feb 2025 with a return of +24.3%, while the worst month was Jun 2026 at -18.9%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 3 months.
On a daily basis, BABO closed higher 47% of trading days. The best single day was Jul 8, 2026 with a return of +9.2%, while the worst single day was Apr 4, 2025 at -9.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 12.36% | -13.39% | -10.26% | 3.31% | -5.21% | -18.91% | 21.22% | -15.94% | |||||
| 2025 | 10.38% | 24.28% | 0.24% | -12.43% | -2.51% | 1.97% | 4.24% | 8.71% | 23.94% | -4.32% | -4.58% | -4.34% | 46.84% |
| 2024 | 1.23% | 19.23% | -5.72% | -7.46% | -4.42% | 0.65% |
Benchmark Metrics
YieldMax BABA Option Income Strategy ETF has an annualized alpha of 2.12%, beta of 0.79, and R2 of 0.12 versus S&P 500 Index. Calculated based on daily prices since August 08, 2024.
- This ETF participated in 160.65% of S&P 500 Index downside but only 98.36% of its upside - more exposed to losses than it benefited from rallies.
- R2 of 0.12 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
- 2.12%
- Beta
- 0.79
- R²
- 0.12
- Upside Capture
- 98.36%
- Downside Capture
- 160.65%
Expense Ratio
BABO has a high expense ratio of 0.99%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
BABO ranks 11 for risk / return — above 11% of ETFs peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for YieldMax BABA Option Income Strategy ETF (BABO) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BABO | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.45 | ||
| Sortino ratioReturn per unit of downside risk | -1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.25 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 2.00 | -2.03 |
| Martin ratioReturn relative to average drawdown | -0.05 | 8.49 | -8.55 |
Dividends
Dividend History
YieldMax BABA Option Income Strategy ETF provided a 95.83% dividend yield over the last twelve months, with an annual payout of $8.13 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $8.13 | $11.30 | $3.55 |
Dividend yield | 95.83% | 85.50% | 20.65% |
Monthly Dividends
The table displays the monthly dividend distributions for YieldMax BABA Option Income Strategy ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.59 | $0.43 | $0.36 | $0.45 | $0.36 | $0.31 | $0.39 | $2.89 | |||||
| 2025 | $0.91 | $1.92 | $0.76 | $0.66 | $1.00 | $0.43 | $0.38 | $0.75 | $0.80 | $2.59 | $0.55 | $0.55 | $11.30 |
| 2024 | $0.70 | $1.29 | $0.83 | $0.73 | $3.55 |
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 BABA 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 BABA Option Income Strategy ETF was 42.63%, occurring on Jun 26, 2026. The portfolio has not yet recovered.
The current YieldMax BABA Option Income Strategy ETF drawdown is 29.38%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-42.63%Jun 2026 | 8mo 26d | — | 10mo 3dOct 2025 - now | — |
-29.26%Apr 2025 | 21d | 5mo 6d | 5mo 27dMar 2025 - Sep 2025 | 2025 selloff2025 |
-26.06%Jan 2025 | 3mo 4d | 1mo 5d | 4mo 9dOct 2024 - Feb 2025 | — |
-9.05%Feb 2025 | 1d | 21d | 21dFeb 2025 - Mar 2025 | 2025 selloff2025 |
-6.11%Aug 2024 | 2d | 15d | 17dAug 2024 - Sep 2024 | — |
Drawdown Indicators
| BABO | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.63% | -56.78% | +14.15% |
Max Drawdown (1Y)Largest decline over 1 year | -42.63% | -9.10% | -33.53% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -29.38% | -1.58% | -27.80% |
Average DrawdownAverage peak-to-trough decline | -15.33% | -10.70% | -4.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.00% | 2.14% | +17.86% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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