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CRSH vs. XDTE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CRSH and XDTE is -0.50. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.5

Performance

CRSH vs. XDTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Short TSLA Option Income Strategy ETF (CRSH) and Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE). The values are adjusted to include any dividend payments, if applicable.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-38.14%
9.20%
CRSH
XDTE

Key characteristics

Daily Std Dev

CRSH:

51.59%

XDTE:

11.79%

Max Drawdown

CRSH:

-58.87%

XDTE:

-6.90%

Current Drawdown

CRSH:

-48.95%

XDTE:

-0.28%

Returns By Period

In the year-to-date period, CRSH achieves a 12.35% return, which is significantly higher than XDTE's 4.03% return.


CRSH

YTD

12.35%

1M

14.98%

6M

-39.84%

1Y

N/A

5Y*

N/A

10Y*

N/A

XDTE

YTD

4.03%

1M

0.84%

6M

10.63%

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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CRSH vs. XDTE - Expense Ratio Comparison

CRSH has a 0.99% expense ratio, which is higher than XDTE's 0.95% expense ratio.


CRSH
YieldMax Short TSLA Option Income Strategy ETF
Expense ratio chart for CRSH: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for XDTE: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

Risk-Adjusted Performance

CRSH vs. XDTE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Short TSLA Option Income Strategy ETF (CRSH) and Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE). 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
No data
CRSH
XDTE


Chart placeholderNot enough data

Dividends

CRSH vs. XDTE - Dividend Comparison

CRSH's dividend yield for the trailing twelve months is around 104.47%, more than XDTE's 24.33% yield.


TTM2024
CRSH
YieldMax Short TSLA Option Income Strategy ETF
104.47%94.27%
XDTE
Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF
24.33%20.35%

Drawdowns

CRSH vs. XDTE - Drawdown Comparison

The maximum CRSH drawdown since its inception was -58.87%, which is greater than XDTE's maximum drawdown of -6.90%. Use the drawdown chart below to compare losses from any high point for CRSH and XDTE. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-48.95%
-0.28%
CRSH
XDTE

Volatility

CRSH vs. XDTE - Volatility Comparison

YieldMax Short TSLA Option Income Strategy ETF (CRSH) has a higher volatility of 8.62% compared to Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) at 2.61%. This indicates that CRSH's price experiences larger fluctuations and is considered to be riskier than XDTE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
8.62%
2.61%
CRSH
XDTE
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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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