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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in YieldMax Nasdaq 100 0DTE Covered Call 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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Returns By Period
YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF (QDTY) has returned -6.47% so far this year and 17.03% over the past 12 months.
YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF
- 1D
- 1.86%
- 1M
- -4.80%
- YTD
- -6.47%
- 6M
- -2.12%
- 1Y
- 17.03%
- 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%
Monthly Returns
Based on dividend-adjusted daily data since Feb 13, 2025, QDTY's average daily return is +0.03%, while the average monthly return is +0.41%. At this rate, your investment would double in approximately 14.1 years.
Historically, 50% of months were positive and 50% were negative. The best month was May 2025 with a return of +7.9%, while the worst month was Mar 2025 at -8.7%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 3 months.
On a daily basis, QDTY closed higher 59% of trading days. The best single day was Apr 9, 2025 with a return of +15.6%, while the worst single day was Apr 10, 2025 at -12.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.46% | -3.17% | -4.80% | -6.47% | |||||||||
| 2025 | -2.55% | -8.66% | -5.33% | 7.89% | 7.47% | 3.74% | -0.27% | 5.27% | 5.06% | -1.18% | 0.80% | 11.37% |
Benchmark Metrics
YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF has an annualized alpha of -2.61%, beta of 1.31, and R² of 0.81 versus S&P 500 Index. Calculated based on daily prices since February 14, 2025.
- This ETF participated in 145.13% of S&P 500 Index downside but only 136.35% of its upside — more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -2.61% versus S&P 500 Index — delivering less than market exposure alone would predict.
- Alpha
- -2.61%
- Beta
- 1.31
- R²
- 0.81
- Upside Capture
- 136.35%
- Downside Capture
- 145.13%
Expense Ratio
QDTY has a high expense ratio of 1.01%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
QDTY ranks 39 for risk / return — below 39% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF (QDTY) and compare them to a chosen benchmark (S&P 500 Index).
| QDTY | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 0.90 | -0.26 |
Sortino ratioReturn per unit of downside risk | 1.04 | 1.39 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.40 | -0.29 |
Martin ratioReturn relative to average drawdown | 3.99 | 6.61 | -2.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore QDTY 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 Nasdaq 100 0DTE Covered Call Strategy ETF provided a 36.68% dividend yield over the last twelve months, with an annual payout of $13.66 per share.
| Period | TTM | 2025 |
|---|---|---|
| Dividend | $13.66 | $11.60 |
Dividend yield | 36.68% | 26.82% |
Monthly Dividends
The table displays the monthly dividend distributions for YieldMax Nasdaq 100 0DTE Covered Call 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 | $0.93 | $1.18 | $1.26 | $3.37 | |||||||||
| 2025 | $0.32 | $0.99 | $1.14 | $1.49 | $0.84 | $0.91 | $0.94 | $0.82 | $1.33 | $1.40 | $1.43 | $11.60 |
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 Nasdaq 100 0DTE Covered Call 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 Nasdaq 100 0DTE Covered Call Strategy ETF was 23.45%, occurring on Apr 21, 2025. Recovery took 65 trading sessions.
The current YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF drawdown is 9.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.45% | Feb 20, 2025 | 42 | Apr 21, 2025 | 65 | Jul 24, 2025 | 107 |
| -11.1% | Jan 29, 2026 | 42 | Mar 30, 2026 | — | — | — |
| -6.64% | Oct 30, 2025 | 16 | Nov 20, 2025 | 13 | Dec 10, 2025 | 29 |
| -4.03% | Dec 11, 2025 | 5 | Dec 17, 2025 | 5 | Dec 24, 2025 | 10 |
| -3.63% | Oct 9, 2025 | 2 | Oct 10, 2025 | 6 | Oct 20, 2025 | 8 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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