GOF vs. QDTE

In the year-to-date period, GOF achieves a -0.19% return, which is significantly higher than QDTE's -8.25% return.

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GOF has a 1.62% expense ratio, which is higher than QDTE's 0.95% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Guggenheim Strategic Opportunities Fund (GOF) 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.

The current GOF Sharpe Ratio is 0.95, which is higher than the QDTE Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of GOF 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.

GOF's dividend yield for the trailing twelve months is around 15.04%, less than QDTE's 47.61% yield.

The maximum GOF drawdown since its inception was -54.67%, which is greater than QDTE's maximum drawdown of -22.86%. Use the drawdown chart below to compare losses from any high point for GOF and QDTE. For additional features, visit the drawdowns tool.

The current volatility for Guggenheim Strategic Opportunities Fund (GOF) is 5.62%, while Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE) has a volatility of 8.39%. This indicates that GOF 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.