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Roundhill S&P 500 Target 10 Managed Distribution ETF (TPAY) Sortino Ratio

ETF · Currency in USD · Last updated Jun 3, 2026

The ETF seeks to provide exposure to the return of the S&P 500 Index while targeting monthly return of capital distributions at an annualized rate of ten percent through an actively managed strategy.

Sortino ratio is not yet available for TPAY. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Roundhill S&P 500 Target 10 Managed Distribution ETF's Sortino Ratio with other ETFs in the Derivative Income, S&P 500 category across multiple time periods, showing how TPAY's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
CPSPCalamos S&P 500 Structured Alt Protection ETF - April9.39
PMMYPGIM S&P 500 Max Buffer ETF - May9.23
CPSMCalamos S&P 500 Structured Alt Protection ETF - May6.60
PMFBPGIM S&P 500 Max Buffer ETF - February6.34
PMJAPGIM S&P 500 Max Buffer ETF - January6.33
CPSTCalamos S&P 500 Structured Alt Protection ETF - September6.09
MAYMFT Vest U.S. Equity Max Buffer ETF - May6.02
CHPYYieldMax Semiconductor Portfolio Option Income ETF5.81
CPSLCalamos Laddered S&P 500 Structured Alt Protection ETF5.46
CPSDCalamos S&P 500 Structured Alt Protection ETF - December5.29
TPAYRoundhill S&P 500 Target 10 Managed Distribution ETF—

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows TPAY's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when TPAY consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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