YieldMax META Option Income Strategy ETF

10-Year Study

FBY.US · · US · ETF

Executive Summary: YieldMax META Option Income Strategy ETF has compounded at 19.8% annually over the last 10 years, with a maximum drawdown of 26.0% and an annualized volatility of 91.1%.

1Y CAGR
-4.1%
3Y CAGR
+19.8%
5Y CAGR
+19.8%
10Y CAGR
+19.8%

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 →
26.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.72
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.36
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +44.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -4.9%
% 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.
20266.4-8.2-13.712.8————————-4.9%
202510.1-2.0-12.0-7.214.610.24.6-3.20.5-9.5-1.10.82.1%
20245.713.60.8-11.36.24.9-6.212.17.83.01.32.144.4%
2023———————-6.03.33.18.67.817.1%

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 91.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 84.5% of variance. Idiosyncratic stock-specific factors contribute 2.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-07-0110000
2023-08-019395.180617891849
2023-09-019704.271791072959
2023-10-0110005.95523406975
2023-11-0110862.782692056298
2023-12-0111711.330922189783
2024-01-0112382.674626345375
2024-02-0114062.486382848927
2024-03-0114175.635830174153
2024-04-0112572.661118131511
2024-05-0113347.858294479065
2024-06-0114000.755297979576
2024-07-0113133.17936874519
2024-08-0114725.69610876291
2024-09-0115873.313288886955
2024-10-0116347.117521460632
2024-11-0116561.50594797159
2024-12-0116915.479251093006
2025-01-0118619.402443098465
2025-02-0118255.84266562087
2025-03-0116056.618298546053
2025-04-0114905.515127747036
2025-05-0117078.304065536624
2025-06-0118820.2826557439
2025-07-0119681.03185323979
2025-08-0119058.492018533852
2025-09-0119162.49074033727
2025-10-0117336.8483739306
2025-11-0117141.051897686175
2025-12-0117277.731782067483
2026-01-0118374.94734701585
2026-02-0116863.479890191295
2026-03-0114560.692550147429
2026-04-0116427.73105581943
Annual Return Matrix
YearAnnual Return
20240.44436865147775584
20250.021415445911830977
2026-0.049196314479790226
Total Factor Risk
0.9114582720372126
VTI.US Exposure
-0.019793543258231305
VEA.US Exposure
-0.009741184568603256
VWO.US Exposure
0.013058858584111144
QQQ.US Exposure
0.03770085407136472
VTV.US Exposure
-0.0014435993571880181
IJR.US Exposure
0.0069257280640836315
QUAL.US Exposure
0.05795953621922817
SHV.US Exposure
0.845421673286109
TLT.US Exposure
-0.000914231226001409
LQD.US Exposure
0.04406205529485406
HYG.US Exposure
0.0002778654289896662
GLD.US Exposure
0.0022386053832802195
USO.US Exposure
-0.0014203487701993248
VNQ.US Exposure
-0.005614600287403651
BTC-USD.CC Exposure
-0.0003005939382261849
CPER.US Exposure
-0.0010530986307144695
VIX.INDX Exposure
-0.001340752410742388
UUP.US Exposure
0.0001250872925233455
TIP.US Exposure
0.006669500676282601
Idiosyncratic Exposure
0.027182188146483516
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
91.1%

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 →53.21%
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
$1,429
Avg Yield on Cost
14.29%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1,429.2614.29%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 →
+1.4%
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 →
-7.3%
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 →
18.3% 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 META Option Income Strategy ETF a high-risk investment?

YieldMax META Option Income Strategy ETF (FBY.US) has an annualized volatility of 91.1% and experienced a maximum drawdown of 26.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, FBY.US has generated a Compound Annual Growth Rate (CAGR) of 19.8%. 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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