Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
XBOX Roundhill Ultra Short Duration No Dividend Target ETF | Ultrashort Bond | 100% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in XBOX, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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Returns By Period
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | ALL TIME* |
|---|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.19% | -0.76% | 7.25% | 8.73% | 18.21% | 17.95% | 11.30% | 13.09% | 8.08% |
Portfolio XBOX | 0.00% | 0.32% | — | — | — | — | — | — | — |
| Portfolio components: | |||||||||
XBOX Roundhill Ultra Short Duration No Dividend Target ETF | 0.00% | 0.32% | — | — | — | — | — | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Mar 18, 2026, XBOX's average daily return is +0.02%, while the average monthly return is +0.26%. At this rate, an investment would double in approximately 22.2 years.
Historically, 80% of months were positive and 20% were negative. The best month was Apr 2026 with a return of +0.8%, while the worst month was Mar 2026 at -0.5%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 1 months.
On a daily basis, XBOX closed higher 62% of trading days. The best single day was Apr 1, 2026 with a return of +0.5%, while the worst single day was Mar 26, 2026 at -0.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.47% | 0.84% | 0.32% | 0.41% | 0.19% | 1.29% |
Benchmark Metrics
XBOX has an annualized alpha of 4.11%, beta of -0.01, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since March 18, 2026.
- This portfolio captured 4.97% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -2.93%) - a profile typical of hedging or uncorrelated assets.
- Beta of -0.01 may look defensive, but with R2 of 0.00 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R2 of 0.00 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 4.11%
- Beta
- -0.01
- R²
- 0.00
- Upside Capture
- 4.97%
- Downside Capture
- -2.93%
Expense Ratio
XBOX has an expense ratio of 0.14%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for XBOX and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | 1.45 | — |
| Sortino ratioReturn per unit of downside risk | — | 2.03 | — |
| Omega ratioGain probability vs. loss probability | — | 1.26 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.01 | — |
| Martin ratioReturn relative to average drawdown | — | 8.68 | — |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|
XBOX Roundhill Ultra Short Duration No Dividend Target ETF | — | — | — | — | — |
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Dividends
Dividend yield
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the XBOX. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the XBOX was 0.83%, occurring on Mar 31, 2026. Recovery took 18 trading sessions.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-0.83%Mar 2026 | 5d | 27d | 1mo 2dMar 2026 - Apr 2026 | — |
-0.17%Jun 2026 | 2d | 4d | 6dJun 2026 - Jun 2026 | — |
-0.13%Jun 2026 | 0s | 5d | 5dJun 2026 - Jun 2026 | — |
-0.12%May 2026 | 1d | 10d | 11dMay 2026 - May 2026 | — |
-0.11%Mar 2026 | 1d | 5d | 6dMar 2026 - Mar 2026 | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 1 assets, with an effective number of assets of 1.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
All Time | |
|---|---|
Diversification Ratio | 1.00 |
The portfolio has a diversification ratio of 1.00, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
XBOX correlation to the S&P 500 Index
Find what XBOX is missing
See which holdings overlap, where XBOX is concentrated, and which low-correlation assets could fill the gaps.
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