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Issuer
Defiance
Inception Date
May 9, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Commodity
Assets Under Management
$62M

Share Price Chart


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Performance

USOY Performance Chart

Defiance Oil Enhanced Options Income ETF (USOY) is up 56.6% since the beginning of the year. USOY is currently trading at $8 per share.


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S&P 500 Index

Returns By Period

Defiance Oil Enhanced Options Income ETF (USOY) has returned 56.61% so far this year and 50.96% over the past 12 months.


Defiance Oil Enhanced Options Income ETF

1D
-1.67%
1M
0.26%
YTD
56.61%
6M
52.27%
1Y
50.96%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-2.64%
1M
-0.21%
YTD
7.86%
6M
7.47%
1Y
23.05%
3Y*
19.90%
5Y*
11.79%
10Y*
13.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USOY Monthly Returns History

Based on dividend-adjusted daily data since May 10, 2024, USOY's average daily return is +0.10%, while the average monthly return is +1.99%. At this rate, an investment would double in approximately 2.9 years.

Historically, 58% of months were positive and 42% were negative. The best month was Mar 2026 with a return of +34.0%, while the worst month was Apr 2025 at -13.5%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 5 months.

On a daily basis, USOY closed higher 59% of trading days. The best single day was Apr 13, 2026 with a return of +7.4%, while the worst single day was Apr 8, 2026 at -8.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.53%9.13%34.04%4.02%-9.27%3.57%56.61%
20253.34%-1.83%0.80%-13.45%4.81%2.31%5.64%-1.75%-3.63%-1.91%-0.03%-1.10%-7.93%
20240.02%3.20%-2.21%-4.02%-2.77%3.63%3.85%5.81%7.27%

Benchmark Metrics

Defiance Oil Enhanced Options Income ETF has an annualized alpha of 24.70%, beta of 0.14, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since May 13, 2024.

  • This ETF captured 14.54% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -241.96%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.14 may look defensive, but with R2 of 0.01 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.01 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
24.70%
Beta
0.14
0.01
Upside Capture
14.54%
Downside Capture
-241.96%

Expense Ratio

USOY has a high expense ratio of 1.22%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

USOY ranks 57 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.


USOY Risk / Return Rank: 5757
Overall Rank
USOY Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
USOY Sortino Ratio Rank: 4747
Sortino Ratio Rank
USOY Omega Ratio Rank: 5757
Omega Ratio Rank
USOY Calmar Ratio Rank: 7878
Calmar Ratio Rank
USOY Martin Ratio Rank: 4747
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 Defiance Oil Enhanced Options Income ETF (USOY) and compare them to S&P 500 Index.


USOYBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.59

Omega ratioGain probability vs. loss probability

1.32

1.36

-0.05

Calmar ratioReturn relative to maximum drawdown

3.65

2.69

+0.96

Martin ratioReturn relative to average drawdown

6.98

12.34

-5.36

Dividends

Dividend History

Defiance Oil Enhanced Options Income ETF provided a 57.61% dividend yield over the last twelve months, with an annual payout of $4.70 per share.


50.00%60.00%70.00%80.00%90.00%100.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.00$7.0020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$4.70$6.79$6.83

Dividend yield

57.61%104.32%48.60%

Monthly Dividends

The table displays the monthly dividend distributions for Defiance Oil Enhanced Options Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.25$0.28$0.37$0.43$0.34$0.08$1.74
2025$0.00$1.01$0.71$0.80$0.54$1.12$0.72$0.48$0.36$0.44$0.31$0.30$6.79
2024$0.72$2.01$0.00$1.06$0.61$0.78$1.66$6.83

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 Defiance Oil Enhanced Options Income 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 Defiance Oil Enhanced Options Income ETF was 17.46%, occurring on Apr 8, 2025. Recovery took 217 trading sessions.

The current Defiance Oil Enhanced Options Income ETF drawdown is 8.37%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-17.46%Apr 2025
2mo 17d10mo 17d
1y 29dJan 2025 - Feb 2026
2024 correction2024
-14.34%Sep 2024
2mo 4d3mo 21d
5mo 25dJul 2024 - Dec 2024
2026 correction2026
-13.85%Apr 2026
10d12d
22dApr 2026 - Apr 2026
2026 correction2026
-11.53%May 2026
9d
19d 12hMay 2026 - now
2026 pullback2026
-8.87%May 2026
6d13d
19dApr 2026 - May 2026

Drawdown Indicators


USOYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-17.46%

-56.78%

+39.32%

Max Drawdown (1Y)

Largest decline over 1 year

-14.29%

-9.10%

-5.19%

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 Drawdown

Current decline from peak

-8.37%

-2.97%

-5.40%

Average Drawdown

Average peak-to-trough decline

-6.47%

-10.72%

+4.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.45%

1.97%

+5.48%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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