- CUSIP
- 88636J774
- Issuer
- YieldMax
- Inception Date
- Jun 10, 2024
- Category
- Derivative Income
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $41M
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
SNOY Performance Chart
YieldMax SNOW Option Income Strategy ETF (SNOY) is up 7.8% since the beginning of the year. SNOY is currently trading at $10 per share.
Loading charts...
Returns By Period
YieldMax SNOW Option Income Strategy ETF (SNOY) has returned 7.77% so far this year and 8.45% over the past 12 months.
YieldMax SNOW Option Income Strategy ETF
- 1D
- -2.00%
- 1M
- 37.61%
- YTD
- 7.77%
- 6M
- 5.51%
- 1Y
- 8.45%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
SNOY Monthly Returns History
Based on dividend-adjusted daily data since Jun 11, 2024, SNOY's average daily return is +0.16%, while the average monthly return is +3.49%. At this rate, an investment would double in approximately 1.7 years.
Historically, 48% of months were positive and 52% were negative. The best month was May 2026 with a return of +72.6%, while the worst month was Mar 2025 at -13.5%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 6 months.
On a daily basis, SNOY closed higher 56% of trading days. The best single day was May 28, 2026 with a return of +36.6%, while the worst single day was Apr 9, 2026 at -11.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -10.83% | -12.61% | -8.23% | -7.79% | 72.60% | -5.32% | 7.77% | ||||||
| 2025 | 12.15% | 1.39% | -13.49% | 3.65% | 23.42% | 8.13% | 0.74% | 3.53% | -4.00% | 13.87% | -7.44% | -9.00% | 30.66% |
| 2024 | 4.65% | -3.00% | -7.15% | 3.63% | -0.26% | 39.22% | -10.57% | 21.28% |
Benchmark Metrics
YieldMax SNOW Option Income Strategy ETF has an annualized alpha of 18.77%, beta of 1.23, and R2 of 0.15 versus S&P 500 Index. Calculated based on daily prices since June 11, 2024.
- This ETF captured 271.13% of S&P 500 Index gains and 237.92% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- R2 of 0.15 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 18.77%
- Beta
- 1.23
- R²
- 0.15
- Upside Capture
- 271.13%
- Downside Capture
- 237.92%
Expense Ratio
SNOY has a high expense ratio of 0.99%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
SNOY 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for YieldMax SNOW Option Income Strategy ETF (SNOY) 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.
| SNOY | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.88 | ||
| Sortino ratioReturn per unit of downside risk | -2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.37 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | 2.78 | -2.62 |
| Martin ratioReturn relative to average drawdown | 0.37 | 12.44 | -12.07 |
Dividends
Dividend History
YieldMax SNOW Option Income Strategy ETF provided a 74.29% dividend yield over the last twelve months, with an annual payout of $7.29 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $7.29 | $10.38 | $5.93 |
Dividend yield | 74.29% | 84.96% | 33.32% |
Monthly Dividends
The table displays the monthly dividend distributions for YieldMax SNOW Option Income 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 | $0.41 | $0.32 | $0.39 | $0.41 | $0.49 | $0.63 | $2.65 | ||||||
| 2025 | $0.74 | $0.92 | $0.81 | $0.69 | $1.31 | $1.28 | $0.47 | $0.46 | $1.13 | $1.28 | $0.70 | $0.60 | $10.38 |
| 2024 | $0.93 | $0.78 | $0.86 | $1.07 | $1.71 | $0.57 | $5.93 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the YieldMax SNOW 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 SNOW Option Income Strategy ETF was 50.90%, occurring on Apr 10, 2026. Recovery took 35 trading sessions.
The current YieldMax SNOW Option Income Strategy ETF drawdown is 12.54%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 bear market2026 | -50.90%Apr 2026 | 5mo 7d | 1mo 22d | 6mo 29dNov 2025 - Jun 2026 |
2025 selloff2025 | -26.18%Apr 2025 | 1mo 17d | 1mo 15d | 3mo 2dFeb 2025 - May 2025 |
2024 correction2024 | -17.35%Aug 2024 | 28d | 3mo 10d | 4mo 8dJul 2024 - Nov 2024 |
2024 correction2024 | -14.41%Dec 2024 | 26d | 1mo 14d | 2mo 10dDec 2024 - Feb 2025 |
2025 correction2025 | -12.67%Aug 2025 | 10d | 17d | 27dAug 2025 - Aug 2025 |
Drawdown Indicators
| SNOY | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.90% | -56.78% | +5.88% |
Max Drawdown (1Y)Largest decline over 1 year | -50.90% | -9.10% | -41.80% |
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 | -12.54% | -1.80% | -10.74% |
Average DrawdownAverage peak-to-trough decline | -12.67% | -10.71% | -1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.07% | 2.03% | +21.04% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with SNOY
Add YieldMax SNOW Option Income Strategy ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with SNOY