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

Correlation

The correlation between FEPI and XDTE is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

FEPI vs. XDTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX FANG & Innovation Equity Premium Income ETF (FEPI) 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.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.07%
17.41%
FEPI
XDTE

Key characteristics

Daily Std Dev

FEPI:

16.24%

XDTE:

11.92%

Max Drawdown

FEPI:

-14.17%

XDTE:

-6.90%

Current Drawdown

FEPI:

-3.25%

XDTE:

-2.91%

Returns By Period


FEPI

YTD

16.27%

1M

0.51%

6M

4.43%

1Y

17.09%

5Y*

N/A

10Y*

N/A

XDTE

YTD

N/A

1M

-0.37%

6M

11.06%

1Y

N/A

5Y*

N/A

10Y*

N/A

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FEPI vs. XDTE - Expense Ratio Comparison

FEPI has a 0.65% expense ratio, which is lower than XDTE's 0.95% expense ratio.


XDTE
Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF
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%
Expense ratio chart for FEPI: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Risk-Adjusted Performance

FEPI vs. XDTE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for REX FANG & Innovation Equity Premium Income ETF (FEPI) 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
The chart of Sharpe ratio for FEPI, currently valued at 1.11, compared to the broader market0.002.004.001.11
The chart of Sortino ratio for FEPI, currently valued at 1.49, compared to the broader market-2.000.002.004.006.008.0010.001.49
The chart of Omega ratio for FEPI, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.21
The chart of Calmar ratio for FEPI, currently valued at 1.27, compared to the broader market0.005.0010.0015.001.27
The chart of Martin ratio for FEPI, currently valued at 4.56, compared to the broader market0.0020.0040.0060.0080.00100.004.56
FEPI
XDTE


Chart placeholderNot enough data

Dividends

FEPI vs. XDTE - Dividend Comparison

FEPI's dividend yield for the trailing twelve months is around 26.66%, more than XDTE's 18.76% yield.


TTM2023
FEPI
REX FANG & Innovation Equity Premium Income ETF
26.66%4.21%
XDTE
Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF
18.76%0.00%

Drawdowns

FEPI vs. XDTE - Drawdown Comparison

The maximum FEPI drawdown since its inception was -14.17%, which is greater than XDTE's maximum drawdown of -6.90%. Use the drawdown chart below to compare losses from any high point for FEPI and XDTE. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.25%
-2.91%
FEPI
XDTE

Volatility

FEPI vs. XDTE - Volatility Comparison

REX FANG & Innovation Equity Premium Income ETF (FEPI) has a higher volatility of 4.85% compared to Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) at 3.47%. This indicates that FEPI'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.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.85%
3.47%
FEPI
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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