^DVG vs. QDTE

Last updated Jun 25, 2026

^DVG (NASDAQ US Dividend Achievers Select Index) is an index, while QDTE (Roundhill Innovation-100 0DTE Covered Call Strategy ETF) is Derivative Income fund actively managed by Roundhill.

Performance

^DVG vs. QDTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ US Dividend Achievers Select Index (^DVG) and Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

^DVG

• 1D: -0.04%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QDTE

• 1D: -0.36%
• 1M: -0.53%
• YTD: 12.21%
• 6M: 10.80%
• 1Y: 31.05%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

^DVG vs. QDTE - Yearly Performance Comparison

	2026 (YTD)
^DVG NASDAQ US Dividend Achievers Select Index	-0.04%
QDTE Roundhill Innovation-100 0DTE Covered Call Strategy ETF	-0.36%

Return for Risk

^DVG vs. QDTE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^DVG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

QDTE

QDTE Risk / Return Rank: 64
QDTE Sharpe Ratio Rank: 63
QDTE Sortino Ratio Rank: 56
QDTE Omega Ratio Rank: 62
QDTE Calmar Ratio Rank: 68
QDTE Martin Ratio Rank: 71

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.

^DVG vs. QDTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ US Dividend Achievers Select Index (^DVG) and Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE). 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.

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.

	^DVG	QDTE	Difference
Sharpe ratio: Return per unit of total volatility	—	1.88	—
Sortino ratio: Return per unit of downside risk	—	2.41	—
Omega ratio: Gain probability vs. loss probability	—	1.34	—
Calmar ratio: Return relative to maximum drawdown	—	3.06	—
Martin ratio: Return relative to average drawdown	—	11.78	—

Drawdowns

^DVG vs. QDTE - Drawdown Comparison

The maximum ^DVG drawdown since its inception was -0.04%, smaller than the maximum QDTE drawdown of -22.86%. Use the drawdown chart below to compare losses from any high point for ^DVG and QDTE.

Drawdown Indicators

	^DVG	QDTE	Difference
Max Drawdown Largest peak-to-trough decline	-0.04%	-22.86%	+22.82%
Max Drawdown (1Y) Largest decline over 1 year	—	-10.20%	—
Current Drawdown Current decline from peak	-0.04%	-3.90%	+3.86%
Average Drawdown Average peak-to-trough decline	-0.04%	-3.13%	+3.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.64%	—

Volatility

Volatility by Period

	^DVG	QDTE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	8.57%	—
Volatility (6M) Calculated over the trailing 6-month period	—	13.27%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	16.66%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	18.97%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	18.97%	—