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ISIN
US77926X8258
CUSIP
77926X825
Issuer
Roundhill
Inception Date
Sep 10, 2024
Region
North America (U.S.)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Alternatives
Asset Class Size
Small-Cap
Assets Under Management
$160M

Share Price Chart


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Performance

RDTE Performance Chart

Roundhill Russell 2000 0DTE Covered Call Strategy ETF (RDTE) is up 18.0% since the beginning of the year. RDTE is currently trading at $29 per share.


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S&P 500 Index

Returns By Period

Roundhill Russell 2000 0DTE Covered Call Strategy ETF (RDTE) has returned 18.03% so far this year and 32.40% over the past 12 months.


Roundhill Russell 2000 0DTE Covered Call Strategy ETF

1D
1.03%
1M
6.25%
YTD
18.03%
6M
15.21%
1Y
32.40%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RDTE Monthly Returns History

Based on dividend-adjusted daily data since Sep 10, 2024, RDTE's average daily return is +0.08%, while the average monthly return is +1.66%. At this rate, an investment would double in approximately 3.5 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2024 with a return of +10.2%, while the worst month was Dec 2024 at -6.5%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, RDTE closed higher 57% of trading days. The best single day was Nov 6, 2024 with a return of +5.9%, while the worst single day was Apr 3, 2025 at -7.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.12%1.46%-5.04%10.19%2.45%4.24%18.03%
20253.13%-4.27%-5.35%-5.95%7.49%5.83%1.57%4.06%2.35%2.14%-0.40%-0.52%9.46%
20246.87%-1.59%10.20%-6.53%8.32%

Benchmark Metrics

Roundhill Russell 2000 0DTE Covered Call Strategy ETF has an annualized alpha of 2.86%, beta of 0.95, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since September 10, 2024.

  • This ETF participated in 123.02% of S&P 500 Index downside but only 119.69% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF generated an annualized alpha of 2.86% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.95 and R2 of 0.67, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
2.86%
Beta
0.95
0.67
Upside Capture
119.69%
Downside Capture
123.02%

Expense Ratio

RDTE has a high expense ratio of 0.97%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

RDTE ranks 61 for risk / return — better than 61% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


RDTE Risk / Return Rank: 6161
Overall Rank
RDTE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
RDTE Sortino Ratio Rank: 5555
Sortino Ratio Rank
RDTE Omega Ratio Rank: 5252
Omega Ratio Rank
RDTE Calmar Ratio Rank: 7373
Calmar Ratio Rank
RDTE Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Roundhill Russell 2000 0DTE Covered Call Strategy ETF (RDTE) and compare them to 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.


RDTEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

1.32

1.37

-0.05

Calmar ratioReturn relative to maximum drawdown

3.55

2.78

+0.77

Martin ratioReturn relative to average drawdown

12.29

12.44

-0.15

Dividends

Dividend History

Roundhill Russell 2000 0DTE Covered Call Strategy ETF provided a 43.75% dividend yield over the last twelve months, with an annual payout of $12.89 per share.


10.00%20.00%30.00%40.00%50.00%$0.00$5.00$10.00$15.0020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$12.89$14.73$4.42

Dividend yield

43.75%50.16%10.70%

Monthly Dividends

The table displays the monthly dividend distributions for Roundhill Russell 2000 0DTE Covered Call Strategy ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.71$0.85$0.83$1.02$0.68$0.60$4.69
2025$1.59$0.93$0.97$1.12$1.24$0.95$1.38$1.05$0.97$1.29$1.09$2.14$14.73
2024$0.36$1.54$1.34$1.19$4.42

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 Roundhill Russell 2000 0DTE Covered Call Strategy ETF. 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 Roundhill Russell 2000 0DTE Covered Call Strategy ETF was 24.32%, occurring on Apr 10, 2025. Recovery took 102 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-24.32%Apr 2025
4mo 8d5mo 1d
9mo 9dDec 2024 - Sep 2025
2026 pullback2026
-9.17%Mar 2026
2mo 6d16d
2mo 22dJan 2026 - Apr 2026
2025 pullback2025
-7.19%Nov 2025
23d20d
1mo 13dOct 2025 - Dec 2025
2024 pullback2024
-4.70%Nov 2024
7d10d
17dNov 2024 - Nov 2024
2026 pullback2026
-4.00%May 2026
12d9d
21dMay 2026 - May 2026

Drawdown Indicators


RDTEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-24.32%

-56.78%

+32.46%

Max Drawdown (1Y)

Largest decline over 1 year

-9.17%

-9.10%

-0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-4.56%

-10.71%

+6.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

2.03%

+0.61%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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Add Roundhill Russell 2000 0DTE Covered Call Strategy ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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