Summary
SDTY
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 19.19% Volatility 17.91% Sharpe 0.35
Official loaded data — not a live quote.

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: 16/07/2026

Current price: $41.53

Expense ratio: 1.08%

Assets under management
$37.6M
0.21% 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

0.86%

Ann. -45.65% (Sharpe / Sortino numerator)

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

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

7.51%

Ann. -26.11% (Sharpe / Sortino numerator)

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

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

7.23%

Ann. -7.14% (Sharpe / Sortino numerator)

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

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

19.19%

Ann. 9.91% (Sharpe / Sortino numerator)

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

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.073%

Best day

2.758%

08/04/2026
Worst day

-2.558%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $41.45 $41.78 $41.45 $41.53 9,500
15/07/2026 $41.69 $41.79 $41.56 $41.71 5,100
14/07/2026 $41.58 $41.81 $41.58 $41.77 11,400
13/07/2026 $41.61 $41.77 $41.50 $41.55 10,200
10/07/2026 $41.02 $41.85 $41.02 $41.84 10,800
09/07/2026 $41.59 $41.77 $41.45 $41.77 9,200
08/07/2026 $41.20 $41.41 $41.05 $41.40 10,200
07/07/2026 $41.89 $41.89 $41.55 $41.65 11,900
06/07/2026 $41.57 $41.89 $41.57 $41.84 7,200
02/07/2026 $41.50 $41.83 $41.12 $41.44 14,200