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: 02/04/2026
Current Price: $39.70
Expense Ratio: 1.08%
Assets Under Management
$22.6M
0.43% 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
-5.41%
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
-7.18%
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
-3.61%
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
9.86%
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: 02/04/2025 - 02/04/2026.
Average Daily Return
0.044%
Best Day
8.16%
09/04/2025
Worst Day
-6.508%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 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 |
| 27/03/2026 | $39.59 | $40.27 | $39.23 | $39.26 | 44,300 |
| 26/03/2026 | $40.31 | $40.36 | $39.83 | $39.83 | 13,200 |
| 25/03/2026 | $40.57 | $40.66 | $40.35 | $40.48 | 9,500 |
| 24/03/2026 | $40.31 | $40.53 | $40.31 | $40.45 | 6,100 |
| 23/03/2026 | $40.52 | $40.89 | $40.52 | $40.60 | 5,100 |
| 20/03/2026 | $40.52 | $40.52 | $39.83 | $39.99 | 3,900 |