YieldMax AAPL Option Income Strategy ETF

10-Year Study

APLY.US · · US · ETF

Executive Summary: YieldMax AAPL Option Income Strategy ETF has compounded at 8.2% annually over the last 10 years, with a maximum drawdown of 17.6% and an annualized volatility of 26.0%.

1Y CAGR
+19.4%
3Y CAGR
+6.5%
5Y CAGR
+8.2%
10Y CAGR
+8.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
17.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.32
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.68
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +18.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -6.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.10.6-4.51.6————————-6.5%
2025-5.41.3-7.1-3.5-4.01.32.88.75.24.13.6-2.13.7%
2024-3.3-1.0-2.60.36.45.61.43.22.4-3.05.43.218.6%
2023————5.37.22.0-7.0-8.11.08.32.010.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 26.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 36.1% of variance. Idiosyncratic stock-specific factors contribute 14.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-04-0110000
2023-05-0110529.734170684844
2023-06-0111292.673241988357
2023-07-0111523.888688036463
2023-08-0110713.245359970428
2023-09-019850.090180482832
2023-10-019952.161691168407
2023-11-0110781.582464364492
2023-12-0111000.089368046049
2024-01-0110631.793494818685
2024-02-0110521.113200879057
2024-03-0110251.896024340605
2024-04-0110287.000402156207
2024-05-0110947.48307084855
2024-06-0111559.009314587709
2024-07-0111717.377616554211
2024-08-0112093.798873150183
2024-09-0112381.142529846897
2024-10-0112003.792048681213
2024-11-0112650.890836931752
2024-12-0113049.790188200981
2025-01-0112341.992216855626
2025-02-0112500.973908592738
2025-03-0111613.870123855988
2025-04-0111208.45502959301
2025-05-0110755.243263883529
2025-06-0110899.089258367083
2025-07-0111201.361440937879
2025-08-0112174.538840571468
2025-09-0112806.22164087857
2025-10-0113333.503268026956
2025-11-0113816.583256490354
2025-12-0113527.9589963156
2026-01-0112968.602365003471
2026-02-0113044.744955783128
2026-03-0112457.358725774151
2026-04-0112650.740414261516
Annual Return Matrix
YearAnnual Return
20240.18633492434243926
20250.03664187708910105
2026-0.06484485814105423
Total Factor Risk
0.25977634213109757
VTI.US Exposure
-0.09024616768031393
VEA.US Exposure
-0.07804847857986756
VWO.US Exposure
0.12608538625556673
QQQ.US Exposure
0.2405395243364441
VTV.US Exposure
0.07932421408866876
IJR.US Exposure
0.05893912888970861
QUAL.US Exposure
-0.010942011062571148
SHV.US Exposure
0.3605434634935926
TLT.US Exposure
0.020277318964485612
LQD.US Exposure
0.01708477729636971
HYG.US Exposure
0.030884438545839655
GLD.US Exposure
-0.004475949465983072
USO.US Exposure
0.04027722419190849
VNQ.US Exposure
-0.0013594519250698732
BTC-USD.CC Exposure
-0.0010250907994178674
CPER.US Exposure
-0.000189433093449025
VIX.INDX Exposure
0.0032208185998563663
UUP.US Exposure
0.06185687454815051
TIP.US Exposure
0.0007961096005075696
Idiosyncratic Exposure
0.14645730379557365
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
26.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →37.78%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$859
Avg Yield on Cost
8.59%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$858.58.59%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
9.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is YieldMax AAPL Option Income Strategy ETF a high-risk investment?

YieldMax AAPL Option Income Strategy ETF (APLY.US) has an annualized volatility of 26.0% and experienced a maximum drawdown of 17.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of APLY.US?

Over the past 10 years, APLY.US has generated a Compound Annual Growth Rate (CAGR) of 8.2%. It has had a positive return in 67% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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