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YieldMax SQ Option Income Strategy ETF (SQY)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

YieldMax

Inception Date

Oct 10, 2023

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Expense Ratio

SQY has a high expense ratio of 1.01%, indicating higher-than-average management fees.


Expense ratio chart for SQY: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
SQY vs. MSTY SQY vs. SQ SQY vs. CONY SQY vs. TSLY SQY vs. NVDY SQY vs. APLY SQY vs. BITO SQY vs. FTHI SQY vs. SPY SQY vs. VGT
Popular comparisons:
SQY vs. MSTY SQY vs. SQ SQY vs. CONY SQY vs. TSLY SQY vs. NVDY SQY vs. APLY SQY vs. BITO SQY vs. FTHI SQY vs. SPY SQY vs. VGT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in YieldMax SQ Option Income 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.


20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
81.93%
35.50%
SQY (YieldMax SQ Option Income Strategy ETF)
Benchmark (^GSPC)

Returns By Period

YieldMax SQ Option Income Strategy ETF had a return of 25.95% year-to-date (YTD) and 27.85% in the last 12 months.


SQY

YTD

25.95%

1M

-3.34%

6M

36.32%

1Y

27.85%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of SQY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-16.46%18.99%10.13%-10.12%-7.48%4.51%-3.88%10.27%0.98%5.05%18.08%25.95%
2023-11.70%39.35%17.39%44.45%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SQY is 47, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SQY is 4747
Overall Rank
The Sharpe Ratio Rank of SQY is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of SQY is 4545
Sortino Ratio Rank
The Omega Ratio Rank of SQY is 4747
Omega Ratio Rank
The Calmar Ratio Rank of SQY is 5959
Calmar Ratio Rank
The Martin Ratio Rank of SQY is 3838
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for YieldMax SQ Option Income Strategy ETF (SQY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for SQY, currently valued at 0.80, compared to the broader market0.002.004.000.802.10
The chart of Sortino ratio for SQY, currently valued at 1.28, compared to the broader market-2.000.002.004.006.008.0010.001.282.80
The chart of Omega ratio for SQY, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.39
The chart of Calmar ratio for SQY, currently valued at 1.42, compared to the broader market0.005.0010.0015.001.423.09
The chart of Martin ratio for SQY, currently valued at 2.86, compared to the broader market0.0020.0040.0060.0080.00100.002.8613.49
SQY
^GSPC

The current YieldMax SQ Option Income Strategy ETF Sharpe ratio is 0.80. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of YieldMax SQ Option Income Strategy ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
0.80
2.10
SQY (YieldMax SQ Option Income Strategy ETF)
Benchmark (^GSPC)

Dividends

Dividend History

YieldMax SQ Option Income Strategy ETF provided a 60.43% dividend yield over the last twelve months, with an annual payout of $11.33 per share.


9.85%$0.00$0.50$1.00$1.50$2.00$2.502023
Dividends
Dividend Yield
PeriodTTM2023
Dividend$11.33$2.58

Dividend yield

60.43%9.85%

Monthly Dividends

The table displays the monthly dividend distributions for YieldMax SQ Option Income Strategy ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$1.62$0.38$0.65$0.64$1.12$0.96$0.70$0.64$1.28$1.02$1.67$0.65$11.33
2023$0.44$2.15$2.58

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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.93%
-2.62%
SQY (YieldMax SQ Option Income Strategy ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the YieldMax SQ 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 SQ Option Income Strategy ETF was 20.92%, occurring on Aug 6, 2024. Recovery took 65 trading sessions.

The current YieldMax SQ Option Income Strategy ETF drawdown is 7.93%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.92%Apr 1, 202489Aug 6, 202465Nov 6, 2024154
-18.35%Dec 29, 202317Jan 24, 202432Mar 11, 202449
-13.26%Oct 12, 202313Oct 30, 20234Nov 3, 202317
-9.86%Dec 5, 202410Dec 18, 2024
-4.61%Nov 13, 20242Nov 14, 20242Nov 18, 20244

Volatility

Volatility Chart

The current YieldMax SQ Option Income Strategy ETF volatility is 12.52%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
12.52%
3.79%
SQY (YieldMax SQ Option Income Strategy ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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