YieldMax SQ Option Income Strategy ETF (SQY) Sharpe Ratio

Sharpe ratio is not yet available for SQY. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares YieldMax SQ Option Income Strategy ETF's Sharpe Ratio with other ETFs in the Derivative Income category across multiple time periods, showing how SQY'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 5, 2026.

Symbol	Name	1Y Sharpe Ratio
CHPY	YieldMax Semiconductor Portfolio Option Income ETF	5.23
GOOY	YieldMax GOOGL Option Income Strategy ETF	3.98
GOOP	Kurv Yield Premium Strategy Google ETF	3.53
TSMY	YieldMax TSM Option Income Strategy ETF	3.19
TYLG	Global X Information Technology Covered Call & Growth ETF	3.04
THTA	SoFi Enhanced Yield ETF	2.87
TDVI	FT Vest Technology Dividend Target Income ETF	2.83
QYLD	Global X NASDAQ 100 Covered Call ETF	2.78
IVVW	iShares S&P 500 BuyWrite ETF	2.76
XYLD	Global X S&P 500 Covered Call ETF	2.74
SQY	YieldMax SQ Option Income Strategy ETF	—

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Historical Sharpe Ratio

The chart shows SQY's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when SQY consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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