- Issuer
- VegaShares
- Inception Date
- Apr 2, 2026
- Category
- Derivative Income
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Assets Under Management
- $2M
Share Price Chart
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Performance
ODTE Performance Chart
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Returns By Period
VegaShares SPX NDX RTY Premium Income ETF
- 1D
- 0.20%
- 1M
- 0.70%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.42%
- 1M
- 1.94%
- 6M
- 8.74%
- YTD
- 10.66%
- 1Y
- 21.02%
- 3Y*
- 19.50%
- 5Y*
- 11.63%
- 10Y*
- 13.41%
ODTE Monthly Returns History
Based on dividend-adjusted daily data since Apr 2, 2026, ODTE's average daily return is +0.17%, while the average monthly return is +2.97%. At this rate, an investment would double in approximately 2.0 years.
Historically, 50% of months were positive and 50% were negative. The best month was Apr 2026 with a return of +9.3%, while the worst month was Jul 2026 at -0.8%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 2 months.
On a daily basis, ODTE closed higher 63% of trading days. The best single day was Apr 8, 2026 with a return of +2.4%, while the worst single day was Jun 5, 2026 at -3.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 9.33% | 4.09% | -0.74% | -0.80% | 12.05% |
Benchmark Metrics
VegaShares SPX NDX RTY Premium Income ETF has an annualized alpha of -11.70%, beta of 1.05, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since April 02, 2026.
- This ETF had an annualized alpha of -11.70% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 1.05 and R2 of 0.82, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -11.70%
- Beta
- 1.05
- R²
- 0.82
- Upside Capture
- 74.38%
Expense Ratio
ODTE has an expense ratio of 0.76%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for VegaShares SPX NDX RTY Premium Income ETF (ODTE) 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.
| ODTE | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.28 | — |
| Martin ratioReturn relative to average drawdown | — | 9.88 | — |
Dividends
Dividend History
VegaShares SPX NDX RTY Premium Income ETF provided a 3.53% dividend yield over the last twelve months, with an annual payout of $0.95 per share.
| Period | TTM |
|---|---|
| Dividend | $0.95 |
Dividend yield | 3.53% |
Monthly Dividends
The table displays the monthly dividend distributions for VegaShares SPX NDX RTY Premium Income 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 | $0.22 | $0.29 | $0.29 | $0.15 | $0.95 |
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 VegaShares SPX NDX RTY Premium Income 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 VegaShares SPX NDX RTY Premium Income ETF was 4.67%, occurring on Jun 10, 2026. The portfolio has not yet recovered.
The current VegaShares SPX NDX RTY Premium Income ETF drawdown is 2.27%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 pullback2026 | -4.67%Jun 2026 | 7d | — | 1mo 10dJun 2026 - now |
2026 pullback2026 | -2.73%May 2026 | 4d | 7d | 11dMay 2026 - May 2026 |
2026 pullback2026 | -1.04%May 2026 | 0s | 7d | 7dMay 2026 - May 2026 |
2026 pullback2026 | -0.91%Apr 2026 | 0s | 2d | 2dApr 2026 - Apr 2026 |
2026 pullback2026 | -0.64%Apr 2026 | 1d | 1d | 2dApr 2026 - Apr 2026 |
Drawdown Indicators
| ODTE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.67% | -56.78% | +52.11% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
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 | -2.27% | -0.45% | -1.82% |
Average DrawdownAverage peak-to-trough decline | -1.17% | -10.71% | +9.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.09% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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