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YieldMax TSM Option Income Strategy ETF (TSMY)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

CUSIP
88636J451
Issuer
YieldMax
Inception Date
Aug 20, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Alternatives

Share Price Chart


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Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

YieldMax TSM Option Income Strategy ETF (TSMY) has returned 10.01% so far this year and 81.49% over the past 12 months.


YieldMax TSM Option Income Strategy ETF

1D
6.41%
1M
-7.42%
YTD
10.01%
6M
17.90%
1Y
81.49%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 21, 2024, TSMY's average daily return is +0.15%, while the average monthly return is +2.87%. At this rate, your investment would double in approximately 2.0 years.

Historically, 65% of months were positive and 35% were negative. The best month was Sep 2025 with a return of +15.7%, while the worst month was Feb 2025 at -10.7%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 2 months.

On a daily basis, TSMY closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +8.9%, while the worst single day was Jan 27, 2025 at -13.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.99%11.06%-7.42%10.01%
20250.65%-10.65%-4.96%1.00%13.91%13.18%5.36%-3.02%15.70%7.00%-2.83%3.07%41.00%
20241.10%-3.66%7.82%-2.20%5.30%8.15%

Benchmark Metrics

YieldMax TSM Option Income Strategy ETF has an annualized alpha of 27.14%, beta of 1.30, and R² of 0.43 versus S&P 500 Index. Calculated based on daily prices since August 22, 2024.

  • This ETF captured 161.29% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -20.70%) — a profile typical of hedging or uncorrelated assets.
  • R² of 0.43 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
27.14%
Beta
1.30
0.43
Upside Capture
161.29%
Downside Capture
-20.70%

Expense Ratio

TSMY has a high expense ratio of 0.99%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

TSMY ranks 96 for risk / return — in the top 96% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


TSMY Risk / Return Rank: 9696
Overall Rank
TSMY Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
TSMY Sortino Ratio Rank: 9595
Sortino Ratio Rank
TSMY Omega Ratio Rank: 9393
Omega Ratio Rank
TSMY Calmar Ratio Rank: 9797
Calmar Ratio Rank
TSMY Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for YieldMax TSM Option Income Strategy ETF (TSMY) and compare them to a chosen benchmark (S&P 500 Index).


TSMYBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.64

0.90

+1.74

Sortino ratio

Return per unit of downside risk

3.15

1.39

+1.76

Omega ratio

Gain probability vs. loss probability

1.43

1.21

+0.22

Calmar ratio

Return relative to maximum drawdown

5.28

1.40

+3.88

Martin ratio

Return relative to average drawdown

18.28

6.61

+11.68

Explore TSMY 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 TSM Option Income Strategy ETF provided a 57.85% dividend yield over the last twelve months, with an annual payout of $8.83 per share.


10.00%20.00%30.00%40.00%50.00%60.00%$0.00$2.00$4.00$6.00$8.0020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$8.83$8.82$2.61

Dividend yield

57.85%56.76%13.71%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.66$0.55$0.63$1.84
2025$0.64$0.60$0.58$0.56$0.79$0.90$0.64$0.95$0.38$1.73$0.53$0.52$8.82
2024$1.26$0.54$0.81$2.61

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 TSM 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 TSM Option Income Strategy ETF was 31.15%, occurring on Apr 8, 2025. Recovery took 52 trading sessions.

The current YieldMax TSM Option Income Strategy ETF drawdown is 10.08%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.15%Jan 7, 202563Apr 8, 202552Jun 24, 2025115
-15.5%Feb 26, 202623Mar 30, 2026
-9.11%Oct 18, 202429Nov 27, 202417Dec 23, 202446
-8.8%Dec 11, 20255Dec 17, 202510Jan 2, 202615
-8.41%Nov 4, 202514Nov 21, 202512Dec 10, 202526

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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