YieldMax Dorsey Wright Featured 5 Income ETF (FEAT) Performance
FEAT total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +628.3% since Dec 31, 2025
- 1 year
- +581.6% total return
- Since first price
- +534.2% since 2024
FEAT trailing returns vs SPY, QQQ, AGG
| Period | FEAT total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +0.4% | +0.4% | −1.0% | −5.0% | +0.9% |
| 3 months | +2.3% | +2.3% | +3.2% | +1.9% | −0.4% |
| 6 months | +701.6% | +633.9% | +7.8% | +8.4% | −1.5% |
| YTD | +628.3% | +459.3% | +12.3% | +15.1% | −1.0% |
| 1 year | +581.6% | +356.7% | +14.4% | +15.9% | −1.1% |
| Since inceptionDec 17, 2024 | +534.2% | +181.6% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: FEAT vs SPY
From Dec 17, 2024: FEAT grew to $63,420, SPY to $12,866.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
FEAT returns by calendar year
0 of 1 full years positive. Best 2025 (−4.2%), worst 2025 (−4.2%). 2026 is year to date.
FEAT annual returns table
| Year | FEAT | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +628.3% | −35.7% | +12.3% | +15.1% | −1.0% |
| 2025 | −4.2% | −27.6% | +17.7% | +20.8% | +7.2% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
FEAT largest drawdowns
Now 29.9% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jun 30, 2026 | −35.7% | Aug 11, 2026 | not yet | 42 days | 4 months so far |
| Oct 9, 2025 | −31.7% | Mar 30, 2026 | Jun 10, 2026 | 6 months | 8 months |
| Dec 17, 2024 | −28.5% | Apr 8, 2025 | Sep 29, 2025 | 4 months | 9 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
FEAT risk statistics
| Statistic | Since 2024 |
|---|---|
| Annualized return | +202.8% |
| Volatility (annualized) | 748.5% |
| Sharpe ratio | 0.72 |
| Sortino ratio | 19.42 |
| Best month | +987.5% |
| Worst month | −26.3% |
| Best 12 months | +858.7% |
| Worst 12 months | −17.9% |
| Positive months | 48% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
FEAT rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 11 | −17.9% | −4.2% | +858.7% | 45% |
Every holding period starting at a month-end since 2024. Returns for 3 years and longer are annualized.
FEAT performance overview
YieldMax Dorsey Wright Featured 5 Income ETF (FEAT) returned +581.6% over the past year, with distributions reinvested. Since its first recorded price on Dec 17, 2024 it has returned +534.2%. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −35.7%, from Jun 30, 2026 to Aug 11, 2026; the fund has not yet regained that high. Volatility has been 748.5% a year.
Related: FEAT chart, FEAT dividends. See the FEAT overview for the latest quote and fund facts.
FEAT performance FAQ
What is the FEAT return over the past year?
FEAT returned +581.6% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 356.7%.
How much would $10,000 invested in FEAT be worth?
$10,000 invested in FEAT at its first recorded close on December 17, 2024 would be worth about $63,420 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of FEAT?
The largest peak-to-trough decline was −35.7% between June 30, 2026 and August 11, 2026. It has not yet recovered to that high; it is 29.9% below its peak.
How volatile is FEAT?
Over the past history FEAT had an annualized volatility of 748.5% and a Sharpe ratio of 0.72 (excess return over 1–3 month T-bills per unit of risk).