I did this a couple of years ago here in NH where tracked vehicle can be used on sled trails as long as it follows the laws that define a snowmobile which is:
A vehicle not more than 54 inches wide and not more than 1,200 pounds designed to travel over snow or ice, supported by skis, belts or cleats
We thought it was a great idea at the time, so we sold my current sled and went out and got UTVs and I had tracks on mine. Since we had a low snow year that year, I thought I'd get a lot more use out of this toy vs the sled.
In practice, they were too slow, bulky and large to be used on the trails. With tracks, the engines are screaming at about 45 MPH as they are designed to be run slower and with a lot of torque. So the engines run hard and loud with tracks, unless you want to poke around at about 10 MPH.
Also, since we went with a UTV (for comfort) vs an ATV they were too wide to be used legally on the NH trails, people (and the dealers) forget to point out this little fact when selling to you, and a lot of people say "no worries, I've seen them on the trails". They are not legal in NH if over weight and width.
As it turned out, we ended up using it a lot LESS than any sled, and my GF hated eating dust when not using it in the snow. I also found out that between trails being closed for mud season and I prefer to boat in the summer, vs eat trail dirt, the usable season for me was much too short. I ended up selling the setup and went back to my current sled. It's much more comfortable, quiet and fun on the snow.
Think hard about it, check your local state laws, and take one for a test ride and be sure that test ride includes tracks on the machine you are considering first.
You may like it, but for me the experience wasn't any where near what I had hoped it to be.
Added a photo of the machine setup to ride with the tracks in the winter: