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: 02/06/2026
Current price: $43.08
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
4.92%
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
8.71%
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
9.80%
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
26.55%
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.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 02/06/2025 - 02/06/2026.
Average daily return
0.096%
Best day
2.758%
Worst day
-2.558%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/06/2026 | $43.00 | $43.13 | $42.85 | $43.08 | 8,100 |
| 01/06/2026 | $42.96 | $43.13 | $42.84 | $43.13 | 10,300 |
| 29/05/2026 | $42.95 | $42.99 | $42.87 | $42.91 | 7,900 |
| 28/05/2026 | $42.71 | $42.95 | $42.71 | $42.95 | 6,100 |
| 27/05/2026 | $42.73 | $42.74 | $42.53 | $42.74 | 5,900 |
| 26/05/2026 | $42.75 | $42.95 | $42.75 | $42.87 | 8,900 |
| 22/05/2026 | $42.52 | $42.67 | $42.46 | $42.63 | 4,800 |
| 21/05/2026 | $42.04 | $42.42 | $42.04 | $42.36 | 4,600 |
| 20/05/2026 | $42.00 | $42.32 | $42.00 | $42.31 | 5,400 |
| 19/05/2026 | $42.22 | $42.40 | $42.10 | $42.12 | 12,000 |