QDTY's Sortino Ratio of 2.52 indicates that for each unit of downside volatility, it generates 2.52 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
QDTY Sortino Ratio Rank
QDTY ranks above 55.2% of all investments in our database based on Sortino Ratio over the past 12 months, indicating moderate downside protection relative to peers. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Returns are proportional to downside risk—neither strong nor weak
- Evaluate whether downside volatility aligns with your risk tolerance
- Review higher-ranked alternatives in the same category
- Monitor rank direction to identify improving or deteriorating trends
QDTY Sortino Ratio Market Positioning
The chart shows QDTY's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.29 or lower
- Yellow zone (middle 50%): 1.29 to 3.01
- Green zone (top 25%): 3.01 or higher
- Top 1%: 15.12+
- Median: 2.25 — half of all investments score higher
How it compares to other similar ETFs
The table compares YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF's Sortino Ratio with other ETFs in the Nasdaq-100, Derivative Income category across multiple time periods, showing how QDTY's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 24, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| NAPR | Innovator Nasdaq-100 Power Buffer ETF - April | 6.03 | |||
| PQAP | PGIM Nasdaq-100 Buffer 12 ETF - April | 6.02 | |||
| QMAR | FT Cboe Vest Nasdaq-100 Buffer ETF - March | 4.77 | |||
| GOOY | YieldMax GOOGL Option Income Strategy ETF | 4.67 | |||
| CHPY | YieldMax Semiconductor Portfolio Option Income ETF | 4.30 | |||
| THTA | SoFi Enhanced Yield ETF | 4.29 | |||
| GOOP | Kurv Yield Premium Strategy Google ETF | 4.09 | |||
| PBQQ | PGIM Laddered Nasdaq-100 Buffer 12 ETF | 3.85 | |||
| AMDY | YieldMax AMD Option Income Strategy ETF | 3.82 | |||
| QCAP | FT Vest NASDAQ-100 Conservative Buffer ETF - April | 3.76 | |||
| QDTY | YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF | 2.52 |
Historical Sortino Ratio
The chart shows QDTY's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when QDTY consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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