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^DVG vs. QDTE
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^DVG and QDTE is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

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 ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
3.96%
-2.67%
^DVG
QDTE

Key characteristics

Sharpe Ratio

^DVG:

0.35

QDTE:

0.02

Sortino Ratio

^DVG:

0.61

QDTE:

0.17

Omega Ratio

^DVG:

1.09

QDTE:

1.02

Calmar Ratio

^DVG:

0.36

QDTE:

0.02

Martin Ratio

^DVG:

1.65

QDTE:

0.09

Ulcer Index

^DVG:

3.35%

QDTE:

5.64%

Daily Std Dev

^DVG:

15.59%

QDTE:

21.40%

Max Drawdown

^DVG:

-48.54%

QDTE:

-21.34%

Current Drawdown

^DVG:

-10.29%

QDTE:

-20.89%

Returns By Period

In the year-to-date period, ^DVG achieves a -6.11% return, which is significantly higher than QDTE's -16.16% return.


^DVG

YTD

-6.11%

1M

-4.88%

6M

-8.29%

1Y

7.32%

5Y*

10.23%

10Y*

8.71%

QDTE

YTD

-16.16%

1M

-12.75%

6M

-14.45%

1Y

2.11%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

^DVG vs. QDTE — Risk-Adjusted Performance Rank

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

^DVG
The Risk-Adjusted Performance Rank of ^DVG is 7272
Overall Rank
The Sharpe Ratio Rank of ^DVG is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DVG is 6969
Sortino Ratio Rank
The Omega Ratio Rank of ^DVG is 6868
Omega Ratio Rank
The Calmar Ratio Rank of ^DVG is 7373
Calmar Ratio Rank
The Martin Ratio Rank of ^DVG is 7979
Martin Ratio Rank

QDTE
The Risk-Adjusted Performance Rank of QDTE is 3131
Overall Rank
The Sharpe Ratio Rank of QDTE is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of QDTE is 3131
Sortino Ratio Rank
The Omega Ratio Rank of QDTE is 3232
Omega Ratio Rank
The Calmar Ratio Rank of QDTE is 3232
Calmar Ratio Rank
The Martin Ratio Rank of QDTE is 3131
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^DVG vs. QDTE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ US Dividend Achievers Select Index (^DVG) and Roundhill ETF Trust - Roundhill N-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.


Sharpe ratio
The chart of Sharpe ratio for ^DVG, currently valued at 0.35, compared to the broader market-0.500.000.501.001.50
^DVG: 0.35
QDTE: 0.15
The chart of Sortino ratio for ^DVG, currently valued at 0.61, compared to the broader market-1.00-0.500.000.501.001.502.00
^DVG: 0.61
QDTE: 0.32
The chart of Omega ratio for ^DVG, currently valued at 1.09, compared to the broader market0.901.001.101.20
^DVG: 1.09
QDTE: 1.05
The chart of Calmar ratio for ^DVG, currently valued at 0.36, compared to the broader market-0.500.000.501.00
^DVG: 0.36
QDTE: 0.14
The chart of Martin ratio for ^DVG, currently valued at 1.65, compared to the broader market0.002.004.006.00
^DVG: 1.65
QDTE: 0.54

The current ^DVG Sharpe Ratio is 0.35, which is higher than the QDTE Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of ^DVG and QDTE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.00Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13
0.35
0.15
^DVG
QDTE

Drawdowns

^DVG vs. QDTE - Drawdown Comparison

The maximum ^DVG drawdown since its inception was -48.54%, which is greater than QDTE's maximum drawdown of -21.34%. Use the drawdown chart below to compare losses from any high point for ^DVG and QDTE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.29%
-20.89%
^DVG
QDTE

Volatility

^DVG vs. QDTE - Volatility Comparison

The current volatility for NASDAQ US Dividend Achievers Select Index (^DVG) is 11.50%, while Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE) has a volatility of 12.33%. This indicates that ^DVG experiences smaller price fluctuations and is considered to be less risky than QDTE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.50%
12.33%
^DVG
QDTE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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