Summary
QDTY
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 21.51% Volatility 26.93% Sharpe 0.34
Official loaded data — not a live quote.

YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF

Symbol: QDTY

Exchange: NASDAQ

Sector: Technology

Category: Derivative Income

Inception date: 12/02/2025

Latest date: 20/07/2026

Current price: $39.53

Expense ratio: 1.17%

Assets under management
$46.6M
-0.48% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-4.93%

Ann. -45.95% (Sharpe / Sortino numerator)

Volatility

20.33%

Sharpe ratio

-2.439

VaR 95%

-2.16%

CVaR 95%: -2.31%
Max drawdown: -7.06%
Sortino ratio: -4.201
Calmar ratio: -6.50

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

7.42%

Ann. -33.54% (Sharpe / Sortino numerator)

Volatility

17.54%

Sharpe ratio

-2.119

VaR 95%

-2.00%

CVaR 95%: -2.17%
Max drawdown: -14.54%
Sortino ratio: -3.392
Calmar ratio: -2.31

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

10.23%

Ann. -11.47% (Sharpe / Sortino numerator)

Volatility

17.63%

Sharpe ratio

-0.857

VaR 95%

-2.06%

CVaR 95%: -2.40%
Max drawdown: -14.54%
Sortino ratio: -1.205
Calmar ratio: -0.79

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

21.51%

Ann. 12.84% (Sharpe / Sortino numerator)

Volatility

26.93%

Sharpe ratio

0.342

VaR 95%

-1.96%

CVaR 95%: -3.80%
Max drawdown: -14.88%
Sortino ratio: 0.354
Calmar ratio: 0.86

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.084%

Best day

3.239%

14/04/2026
Worst day

-4.581%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $39.72 $40.06 $39.53 $39.53 13,500
17/07/2026 $39.32 $39.90 $39.05 $39.47 24,700
16/07/2026 $40.45 $40.45 $39.91 $39.98 14,000
15/07/2026 $40.97 $40.97 $40.32 $40.55 8,700
14/07/2026 $41.04 $41.26 $40.77 $41.16 19,700
13/07/2026 $40.81 $40.81 $40.42 $40.43 14,000
10/07/2026 $41.13 $41.24 $40.77 $41.18 10,900
09/07/2026 $40.84 $41.17 $40.46 $41.05 10,100
08/07/2026 $40.04 $40.31 $39.67 $40.31 11,200
07/07/2026 $40.89 $40.89 $40.18 $40.42 19,100