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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in YieldMax S&P 500 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 S&P 500 0DTE Covered Call Strategy ETF (SDTY) has returned -4.13% so far this year and 13.67% over the past 12 months.
YieldMax S&P 500 0DTE Covered Call Strategy ETF
- 1D
- 1.89%
- 1M
- -4.59%
- YTD
- -4.13%
- 6M
- -0.63%
- 1Y
- 13.67%
- 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 6, 2025, SDTY's average daily return is +0.02%, while the average monthly return is +0.44%. At this rate, your investment would double in approximately 13.2 years.
Historically, 64% of months were positive and 36% were negative. The best month was May 2025 with a return of +7.8%, while the worst month was Apr 2025 at -5.6%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SDTY closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +8.2%, while the worst single day was Apr 4, 2025 at -6.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.84% | -1.33% | -4.59% | -4.13% | |||||||||
| 2025 | -2.10% | -5.38% | -5.59% | 7.80% | 5.43% | 2.35% | 0.75% | 3.39% | 2.67% | 0.49% | 0.46% | 9.83% |
Benchmark Metrics
YieldMax S&P 500 0DTE Covered Call Strategy ETF has an annualized alpha of -1.10%, beta of 0.91, and R² of 0.91 versus S&P 500 Index. Calculated based on daily prices since February 07, 2025.
- This ETF participated in 122.04% of S&P 500 Index downside but only 111.41% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 0.91 and R² of 0.91, 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
- -1.10%
- Beta
- 0.91
- R²
- 0.91
- Upside Capture
- 111.41%
- Downside Capture
- 122.04%
Expense Ratio
SDTY has a high expense ratio of 1.01%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
SDTY ranks 42 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for YieldMax S&P 500 0DTE Covered Call Strategy ETF (SDTY) and compare them to a chosen benchmark (S&P 500 Index).
| SDTY | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 0.90 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.13 | 1.39 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.12 | 1.40 | -0.28 |
Martin ratioReturn relative to average drawdown | 4.40 | 6.61 | -2.20 |
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 SDTY 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 S&P 500 0DTE Covered Call Strategy ETF provided a 28.16% dividend yield over the last twelve months, with an annual payout of $11.23 per share.
| Period | TTM | 2025 |
|---|---|---|
| Dividend | $11.23 | $9.77 |
Dividend yield | 28.16% | 22.00% |
Monthly Dividends
The table displays the monthly dividend distributions for YieldMax S&P 500 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 | $0.72 | $0.96 | $1.12 | $2.80 | |||||||||
| 2025 | $0.42 | $0.92 | $1.11 | $1.36 | $0.78 | $0.76 | $0.77 | $0.64 | $0.88 | $1.09 | $1.04 | $9.77 |
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 S&P 500 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 S&P 500 0DTE Covered Call Strategy ETF was 18.63%, occurring on Apr 21, 2025. Recovery took 62 trading sessions.
The current YieldMax S&P 500 0DTE Covered Call Strategy ETF drawdown is 6.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.63% | Feb 19, 2025 | 43 | Apr 21, 2025 | 62 | Jul 21, 2025 | 105 |
| -8.02% | Jan 29, 2026 | 42 | Mar 30, 2026 | — | — | — |
| -4.19% | Nov 13, 2025 | 6 | Nov 20, 2025 | 8 | Dec 3, 2025 | 14 |
| -2.78% | Oct 9, 2025 | 2 | Oct 10, 2025 | 6 | Oct 20, 2025 | 8 |
| -2.5% | Dec 11, 2025 | 5 | Dec 17, 2025 | 4 | Dec 23, 2025 | 9 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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