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YieldMax MSFT Option Income Strategy ETF (MSFO)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

CUSIP
88634T428
Issuer
YieldMax
Inception Date
Aug 24, 2023
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Alternatives

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in YieldMax MSFT 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 MSFT Option Income Strategy ETF (MSFO) has returned -20.13% so far this year and 0.94% over the past 12 months.


YieldMax MSFT Option Income Strategy ETF

1D
3.31%
1M
-5.14%
YTD
-20.13%
6M
-23.41%
1Y
0.94%
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 Aug 25, 2023, MSFO's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, your investment would double in approximately 7.9 years.

Historically, 56% of months were positive and 44% were negative. The best month was May 2025 with a return of +13.2%, while the worst month was Jan 2026 at -9.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.

On a daily basis, MSFO closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +7.7%, while the worst single day was Jan 29, 2026 at -8.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-9.81%-6.65%-5.14%-20.13%
2025-1.78%-3.08%-3.85%5.57%13.16%6.38%5.62%-3.53%1.79%1.21%-4.43%-0.86%15.69%
20244.31%2.90%2.84%-5.27%5.91%6.60%-6.98%0.52%2.21%-4.62%4.02%-1.42%10.34%
20231.73%-2.89%8.49%8.83%1.49%18.38%

Benchmark Metrics

YieldMax MSFT Option Income Strategy ETF has an annualized alpha of -3.84%, beta of 0.79, and R² of 0.41 versus S&P 500 Index. Calculated based on daily prices since August 28, 2023.

  • This ETF participated in 74.92% of S&P 500 Index downside but only 53.24% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.41 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
-3.84%
Beta
0.79
0.41
Upside Capture
53.24%
Downside Capture
74.92%

Expense Ratio

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


Return for Risk

Risk / Return Rank

MSFO ranks 12 for risk / return — in the bottom 12% 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.


MSFO Risk / Return Rank: 1212
Overall Rank
MSFO Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
MSFO Sortino Ratio Rank: 1212
Sortino Ratio Rank
MSFO Omega Ratio Rank: 1313
Omega Ratio Rank
MSFO Calmar Ratio Rank: 1212
Calmar Ratio Rank
MSFO Martin Ratio Rank: 1212
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 MSFT Option Income Strategy ETF (MSFO) and compare them to a chosen benchmark (S&P 500 Index).


MSFOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.04

0.90

-0.85

Sortino ratio

Return per unit of downside risk

0.22

1.39

-1.17

Omega ratio

Gain probability vs. loss probability

1.03

1.21

-0.18

Calmar ratio

Return relative to maximum drawdown

-0.00

1.40

-1.40

Martin ratio

Return relative to average drawdown

-0.00

6.61

-6.61

Explore MSFO 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 MSFT Option Income Strategy ETF provided a 44.19% dividend yield over the last twelve months, with an annual payout of $5.10 per share.


10.00%15.00%20.00%25.00%30.00%35.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.00202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$5.10$5.24$6.39$1.44

Dividend yield

44.19%33.91%35.15%6.44%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.30$0.28$0.30$0.88
2025$0.37$0.36$0.28$0.33$1.08$0.48$0.41$0.32$0.32$0.46$0.44$0.38$5.24
2024$0.51$0.68$0.76$0.73$0.57$0.48$0.38$0.41$0.43$0.51$0.51$0.41$6.39
2023$0.28$0.38$0.78$1.44

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 MSFT 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 MSFT Option Income Strategy ETF was 29.29%, occurring on Mar 27, 2026. The portfolio has not yet recovered.

The current YieldMax MSFT Option Income Strategy ETF drawdown is 26.82%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.29%Oct 30, 2025102Mar 27, 2026
-19.16%Jul 8, 2024190Apr 8, 202529May 20, 2025219
-7.3%Apr 12, 202413Apr 30, 202414May 20, 202427
-6.81%Sep 15, 20238Sep 26, 202320Oct 24, 202328
-6.35%Aug 5, 202523Sep 5, 202536Oct 27, 202559

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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