YieldMax Gold Miners Option Income Strategy ETF

10-Year Study

GDXY.US · · US · ETF

Executive Summary: YieldMax Gold Miners Option Income Strategy ETF has compounded at 31.4% annually over the last 10 years, with a maximum drawdown of 24.1% and an annualized volatility of 145.7%.

1Y CAGR
+45.0%
3Y CAGR
+31.4%
5Y CAGR
+31.4%
10Y CAGR
+31.4%

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 →
24.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.16
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +88.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -2.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.918.8-24.13.5————————-2.2%
202511.01.512.72.00.92.1-0.114.414.9-4.710.22.288.1%
2024—————-1.24.71.11.6-1.4-6.7-6.2-8.2%

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 145.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 71.8% of variance. Idiosyncratic stock-specific factors contribute 0.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-05-0110000
2024-06-019881.79626518008
2024-07-0110349.96824897301
2024-08-0110462.396106705928
2024-09-0110626.840576126599
2024-10-0110481.359056348238
2024-11-019782.399253710375
2024-12-019175.172382788134
2025-01-0110181.449532726037
2025-02-0110337.754499935374
2025-03-0111655.800884533033
2025-04-0111894.211197716173
2025-05-0112002.615385479947
2025-06-0112249.996909192063
2025-07-0112233.717904769397
2025-08-0113998.454596031403
2025-09-0116088.479153905377
2025-10-0115327.07041984411
2025-11-0116889.780665029473
2025-12-0117256.041405587057
2026-01-0118095.913951907027
2026-02-0121496.31771257734
2026-03-0116312.570264179783
2026-04-0116876.495046277825
Annual Return Matrix
YearAnnual Return
20250.8807321198627251
2026-0.021994984271789253
Total Factor Risk
1.4573337544983687
VTI.US Exposure
0.1517561112752769
VEA.US Exposure
0.03844871239664533
VWO.US Exposure
-0.0020695827740765892
QQQ.US Exposure
0.029887791726721936
VTV.US Exposure
0.007599083729716799
IJR.US Exposure
-0.0021212010911342075
QUAL.US Exposure
0.006667356249186554
SHV.US Exposure
0.7180887270850896
TLT.US Exposure
-0.0017588758412012697
LQD.US Exposure
0.011193363991209588
HYG.US Exposure
0.01351720930117545
GLD.US Exposure
0.01837901945326159
USO.US Exposure
-0.000232333218222275
VNQ.US Exposure
0.004687675637380013
BTC-USD.CC Exposure
-0.00024854653881825915
CPER.US Exposure
0.004194660057626277
VIX.INDX Exposure
-0.0006794358722004917
UUP.US Exposure
-0.003317099041017058
TIP.US Exposure
0.0017073524274981446
Idiosyncratic Exposure
0.004300011045881953
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
145.7%

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 →0.00%
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
$2,203
Avg Yield on Cost
22.03%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$2,202.922.03%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 →
-6.4%
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 →
+4.5%
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 →
21.5% 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 Gold Miners Option Income Strategy ETF a high-risk investment?

YieldMax Gold Miners Option Income Strategy ETF (GDXY.US) has an annualized volatility of 145.7% and experienced a maximum drawdown of 24.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, GDXY.US has generated a Compound Annual Growth Rate (CAGR) of 31.4%. It has had a positive return in 50% 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.

Run a Full Backtest on YieldMax Gold Miners Option Income Strategy ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest