YieldMax S&P 500 0DTE Covered Call Strategy ETF (SDTY) Performance
SDTY total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +11.1% since Dec 31, 2025
- 1 year
- +14.5% total return
- Since first price
- +22.0% since 2025
SDTY trailing returns vs SPY, QQQ, AGG
| Period | SDTY total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −0.6% | −2.2% | −1.0% | −5.0% | +0.9% |
| 3 months | +3.4% | −2.2% | +3.2% | +1.9% | −0.4% |
| 6 months | +8.3% | −4.1% | +7.8% | +8.4% | −1.5% |
| YTD | +11.1% | −10.2% | +12.3% | +15.1% | −1.0% |
| 1 year | +14.5% | −12.2% | +14.4% | +15.9% | −1.1% |
| Since inceptionFeb 6, 2025 | +22.0% | −20.7% | — | — | — |
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: SDTY vs SPY
From Feb 6, 2025: SDTY grew to $12,201, SPY to $12,780.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
SDTY returns by calendar year
2026 is year to date.
SDTY annual returns table
| Year | SDTY | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +11.1% | −8.0% | +12.3% | +15.1% | −1.0% |
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.
SDTY largest drawdowns
Now 2.1% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 18, 2025 | −18.6% | Apr 21, 2025 | Jul 21, 2025 | 2 months | 5 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
SDTY risk statistics
| Statistic | Since 2025 |
|---|---|
| Annualized return | +14.9% |
| Volatility (annualized) | 13.4% |
| Sharpe ratio | 0.83 |
| Sortino ratio | 1.42 |
| Best month | +8.2% |
| Worst month | −5.6% |
| Best 12 months | +30.3% |
| Worst 12 months | +12.7% |
| Positive months | 68% |
| 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.
SDTY rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 9 | +12.2% | +17.8% | +30.3% | 100% |
Every holding period starting at a month-end since 2025. Returns for 3 years and longer are annualized.
SDTY performance overview
YieldMax S&P 500 0DTE Covered Call Strategy ETF (SDTY) returned +14.5% over the past year, with distributions reinvested. Since its first recorded price on Feb 6, 2025 it has returned +22.0%. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −18.6%, from Feb 18, 2025 to Apr 21, 2025, and it took 3 months to get back to the old high. Volatility has been 13.4% a year.
Related: SDTY chart, SDTY dividends. See the SDTY overview for the latest quote and fund facts.
SDTY performance FAQ
What is the SDTY return over the past year?
SDTY returned +14.5% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 12.2%.
How much would $10,000 invested in SDTY be worth?
$10,000 invested in SDTY at its first recorded close on February 6, 2025 would be worth about $12,201 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of SDTY?
The largest peak-to-trough decline was −18.6% between February 18, 2025 and April 21, 2025. It recovered to the old high on July 21, 2025, 3 months after the bottom.
How volatile is SDTY?
Over the past history SDTY had an annualized volatility of 13.4% and a Sharpe ratio of 0.83 (excess return over 1–3 month T-bills per unit of risk).