YieldMax S&P 500 0DTE Covered Call Strategy ETF

Symbol: SDTY

Exchange: NASDAQ

Sector: Technology

Category: Derivative Income

Inception Date: 05/02/2025

Latest Date: 17/04/2026

Current Price: $41.88

Expense Ratio: 1.08%

Assets Under Management
$21.1M
0.51% daily change

Period Performance

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

Adjusted Return
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Performance Metrics

Return

4.53%

Volatility

17.39%

Sharpe Ratio

-2.834

VaR 95%

-1.60%

CVaR 95%: -1.91%
Max Drawdown: -6.37%
Sortino Ratio: -4.780
Calmar Ratio: -7.16
Return

-1.42%

Volatility

14.00%

Sharpe Ratio

-2.124

VaR 95%

-1.56%

CVaR 95%: -1.86%
Max Drawdown: -11.04%
Sortino Ratio: -3.064
Calmar Ratio: -2.36
Return

0.99%

Volatility

13.11%

Sharpe Ratio

-0.822

VaR 95%

-1.47%

CVaR 95%: -1.88%
Max Drawdown: -11.04%
Sortino Ratio: -1.130
Calmar Ratio: -0.65
Return

28.11%

Volatility

17.91%

Sharpe Ratio

0.351

VaR 95%

-1.45%

CVaR 95%: -2.81%
Max Drawdown: -11.04%
Sortino Ratio: 0.378
Calmar Ratio: 0.90

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.104%

Best Day

2.805%

12/05/2025
Worst Day

-2.558%

10/10/2025
Days with Data

246

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
17/04/2026 $41.67 $41.93 $41.55 $41.88 14,500
16/04/2026 $41.30 $41.44 $41.11 $41.28 12,800
15/04/2026 $41.26 $41.35 $41.00 $41.26 6,500
14/04/2026 $41.00 $41.50 $41.00 $41.41 18,700
13/04/2026 $40.73 $41.06 $40.73 $41.01 8,800
10/04/2026 $41.02 $41.10 $40.85 $40.90 6,200
02/04/2026 $39.53 $39.73 $39.44 $39.70 14,200
01/04/2026 $39.93 $40.11 $39.82 $39.97 17,700
31/03/2026 $39.51 $39.95 $39.51 $39.86 64,000
30/03/2026 $39.50 $39.58 $39.07 $39.12 12,900