QDTE
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
QDTE Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF | Large Cap Blend Equities | 100% |
Performance
Performance Chart
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The earliest data available for this chart is Mar 7, 2024, corresponding to the inception date of QDTE
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 5.53% | -5.60% | 8.37% | 14.61% | 10.35% |
| QDTE | -8.25% | 7.58% | -10.15% | 7.40% | N/A | N/A |
| Portfolio components: | ||||||
QDTE Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF | -8.25% | 7.58% | -10.15% | 7.40% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of QDTE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.81% | -2.80% | -5.97% | -5.21% | 3.02% | -8.25% | |||||||
| 2024 | -0.34% | -4.85% | 6.40% | 5.50% | -0.91% | 2.32% | 3.66% | -0.22% | 5.50% | -1.43% | 16.08% |
Expense Ratio
QDTE has a high expense ratio of 0.95%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of QDTE is 20, meaning it’s performing worse than 80% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
QDTE Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF | 0.37 | 0.61 | 1.09 | 0.35 | 1.16 |
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Dividends
Dividend yield
QDTE provided a 47.61% dividend yield over the last twelve months.
| TTM | 2024 | |
|---|---|---|
| Portfolio | 47.61% | 32.10% |
| Portfolio components: | ||
QDTE Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF | 47.61% | 32.10% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $1.25 | $0.99 | $0.90 | $0.88 | $0.53 | $4.54 | |||||||
| 2024 | $0.36 | $1.02 | $1.36 | $1.03 | $1.21 | $2.35 | $1.23 | $1.22 | $0.99 | $2.07 | $12.84 |
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 QDTE. 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 QDTE was 22.86%, occurring on Apr 21, 2025. The portfolio has not yet recovered.
The current QDTE drawdown is 13.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.86% | Feb 20, 2025 | 42 | Apr 21, 2025 | — | — | — |
| -10.74% | Jul 11, 2024 | 18 | Aug 5, 2024 | 32 | Sep 19, 2024 | 50 |
| -6.7% | Mar 8, 2024 | 30 | Apr 19, 2024 | 18 | May 15, 2024 | 48 |
| -5.69% | Dec 17, 2024 | 17 | Jan 13, 2025 | 23 | Feb 14, 2025 | 40 |
| -2.92% | Oct 30, 2024 | 2 | Oct 31, 2024 | 4 | Nov 6, 2024 | 6 |
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. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | QDTE | Portfolio | |
|---|---|---|---|
| ^GSPC | 1.00 | 0.92 | 0.92 |
| QDTE | 0.92 | 1.00 | 1.00 |
| Portfolio | 0.92 | 1.00 | 1.00 |