SDTY vs. BAMU

Last updated Jun 24, 2026

SDTY (YieldMax S&P 500 0DTE Covered Call Strategy ETF) and BAMU (Brookstone Ultra-Short Bond ETF) are both exchange-traded funds - SDTY is a Derivative Income fund actively managed by YieldMax, while BAMU is a Ultrashort Bond fund actively managed by Brookstone. Both are actively managed. Over the past year, SDTY returned 22.10% vs 2.87% for BAMU. At a correlation of -0.04, they often move in opposite directions. SDTY charges 1.01%/yr vs 1.09%/yr for BAMU.

Performance

SDTY vs. BAMU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax S&P 500 0DTE Covered Call Strategy ETF (SDTY) and Brookstone Ultra-Short Bond ETF (BAMU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SDTY achieves a 6.44% return, which is significantly higher than BAMU's 1.18% return.

SDTY

• 1D: -1.37%
• 1M: -0.84%
• YTD: 6.44%
• 6M: 5.67%
• 1Y: 22.10%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BAMU

• 1D: 0.00%
• 1M: 0.16%
• YTD: 1.18%
• 6M: 1.29%
• 1Y: 2.87%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SDTY vs. BAMU - Yearly Performance Comparison

	2026 (YTD)	2025
SDTY YieldMax S&P 500 0DTE Covered Call Strategy ETF	6.44%	9.67%
BAMU Brookstone Ultra-Short Bond ETF	1.18%	2.86%

Correlation

The correlation between SDTY and BAMU is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.12
Correlation (All Time) Calculated using the full available price history since Feb 6, 2025	-0.04

Return for Risk

SDTY vs. BAMU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SDTY

SDTY Risk / Return Rank: 61
SDTY Sharpe Ratio Rank: 61
SDTY Sortino Ratio Rank: 58
SDTY Omega Ratio Rank: 62
SDTY Calmar Ratio Rank: 59
SDTY Martin Ratio Rank: 66

BAMU

BAMU Risk / Return Rank: 98
BAMU Sharpe Ratio Rank: 98
BAMU Sortino Ratio Rank: 98
BAMU Omega Ratio Rank: 98
BAMU Calmar Ratio Rank: 99
BAMU Martin Ratio Rank: 99

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.

SDTY vs. BAMU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax S&P 500 0DTE Covered Call Strategy ETF (SDTY) and Brookstone Ultra-Short Bond ETF (BAMU). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.

	SDTY	BAMU	Difference
Sharpe ratio: Return per unit of total volatility	1.91	4.94	-3.03
Sortino ratio: Return per unit of downside risk	2.61	8.71	-6.11
Omega ratio: Gain probability vs. loss probability	1.35	2.41	-1.06
Calmar ratio: Return relative to maximum drawdown	2.77	24.37	-21.60
Martin ratio: Return relative to average drawdown	11.26	96.52	-85.26

SDTY vs. BAMU - Sharpe Ratio Comparison

The current SDTY Sharpe Ratio is 1.91, which is lower than the BAMU Sharpe Ratio of 4.94. The chart below compares the historical Sharpe Ratios of SDTY and BAMU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SDTY vs. BAMU - Drawdown Comparison

The maximum SDTY drawdown since its inception was -18.63%, which is greater than BAMU's maximum drawdown of -0.36%. Use the drawdown chart below to compare losses from any high point for SDTY and BAMU.

Drawdown Indicators

	SDTY	BAMU	Difference
Max Drawdown Largest peak-to-trough decline	-18.63%	-0.36%	-18.27%
Max Drawdown (1Y) Largest decline over 1 year	-8.02%	-0.12%	-7.90%
Current Drawdown Current decline from peak	-2.47%	0.00%	-2.47%
Average Drawdown Average peak-to-trough decline	-2.99%	-0.02%	-2.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.97%	0.03%	+1.94%

Volatility

SDTY vs. BAMU - Volatility Comparison

YieldMax S&P 500 0DTE Covered Call Strategy ETF (SDTY) has a higher volatility of 4.37% compared to Brookstone Ultra-Short Bond ETF (BAMU) at 0.09%. This indicates that SDTY's price experiences larger fluctuations and is considered to be riskier than BAMU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SDTY	BAMU	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.37%	0.09%	+4.28%
Volatility (6M) Calculated over the trailing 6-month period	9.14%	0.39%	+8.75%
Volatility (1Y) Calculated over the trailing 1-year period	11.64%	0.58%	+11.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.82%	0.87%	+15.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.82%	0.87%	+15.95%

SDTY vs. BAMU - Expense Ratio Comparison

SDTY has a 1.01% expense ratio, which is lower than BAMU's 1.09% expense ratio.

Dividends

SDTY vs. BAMU - Dividend Comparison

SDTY's dividend yield for the trailing twelve months is around 26.11%, more than BAMU's 3.05% yield.

Position	TTM	2025	2024	2023
BAMU Brookstone Ultra-Short Bond ETF	3.05%	3.20%	3.97%	0.84%
SDTY YieldMax S&P 500 0DTE Covered Call Strategy ETF	26.11%	22.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SDTY and BAMU in my portfolio?

SDTY and BAMU have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SDTY or BAMU?

SDTY has higher volatility (4.37%) compared to BAMU (0.09%). In terms of maximum drawdown, SDTY dropped -18.63% vs BAMU's -0.36%.

Which ETF is better, SDTY or BAMU?

On 1-year performance, SDTY leads with 22.10% vs 2.87% for BAMU. On fees, SDTY is cheaper at 1.01% per year. On volatility, BAMU has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SDTY or BAMU?

Over the 1-year period, SDTY has performed better with a 22.10% return vs 2.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SDTY or BAMU?

SDTY is cheaper with a 1.01% expense ratio, compared with 1.09% for BAMU.

Which ETF pays a higher dividend yield, SDTY or BAMU?

SDTY has the higher dividend yield at 26.11%, compared with 3.05% for BAMU.

What is the main difference between SDTY and BAMU?

SDTY is categorized as Derivative Income, while BAMU is Ultrashort Bond. They also come from different issuers: YieldMax and Brookstone. Their fees differ too: 1.01% for SDTY and 1.09% for BAMU.

Which has better risk-adjusted returns?

BAMU currently has the higher Sharpe Ratio (4.94 vs 1.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.