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: 15/10/2026
Current price: $40.50
Expense ratio: 1.08%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.58%
Ann. -45.65% (Sharpe / Sortino numerator)
Volatility
17.39%
Sharpe ratio
-2.834
VaR 95%
-1.60%
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
2.32%
Ann. -26.11% (Sharpe / Sortino numerator)
Volatility
14.00%
Sharpe ratio
-2.124
VaR 95%
-1.56%
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
10.53%
Ann. -7.14% (Sharpe / Sortino numerator)
Volatility
13.11%
Sharpe ratio
-0.822
VaR 95%
-1.47%
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
16.49%
Ann. 9.91% (Sharpe / Sortino numerator)
Volatility
17.91%
Sharpe ratio
0.351
VaR 95%
-1.45%
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
21.36%
Ann. 9.71% (Sharpe / Sortino numerator)
Volatility
16.19%
Sharpe ratio
0.365
VaR 95%
-1.42%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.064%
Best day
2.758%
Worst day
-2.362%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $40.31 | $40.66 | $40.31 | $40.50 | 15,400 |
| 14/10/2026 | $40.88 | $40.88 | $40.37 | $40.47 | 10,900 |
| 13/10/2026 | $41.12 | $41.13 | $41.05 | $41.06 | 3,700 |
| 12/10/2026 | $41.06 | $41.13 | $41.01 | $41.10 | 8,200 |
| 09/10/2026 | $40.95 | $41.14 | $40.93 | $41.08 | 5,400 |
| 08/10/2026 | $40.76 | $40.91 | $40.71 | $40.81 | 9,700 |
| 07/10/2026 | $40.85 | $40.97 | $40.73 | $40.96 | 5,200 |
| 06/10/2026 | $41.05 | $41.29 | $41.05 | $41.23 | 10,100 |
| 05/10/2026 | $40.72 | $41.07 | $40.72 | $41.05 | 13,100 |
| 02/10/2026 | $40.80 | $40.88 | $40.65 | $40.78 | 11,100 |