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IWMY vs. QDTE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IWMY and QDTE is 0.74, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

IWMY vs. QDTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance R2000 Enhanced Options & 0DTE Income ETF (IWMY) and Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
-0.13%
2.90%
IWMY
QDTE

Key characteristics

Sharpe Ratio

IWMY:

0.02

QDTE:

0.36

Sortino Ratio

IWMY:

0.13

QDTE:

0.60

Omega Ratio

IWMY:

1.02

QDTE:

1.09

Calmar Ratio

IWMY:

0.02

QDTE:

0.34

Martin Ratio

IWMY:

0.08

QDTE:

1.26

Ulcer Index

IWMY:

4.92%

QDTE:

6.26%

Daily Std Dev

IWMY:

16.78%

QDTE:

21.80%

Max Drawdown

IWMY:

-18.72%

QDTE:

-22.86%

Current Drawdown

IWMY:

-11.93%

QDTE:

-16.36%

Returns By Period

In the year-to-date period, IWMY achieves a -6.68% return, which is significantly higher than QDTE's -11.36% return.


IWMY

YTD

-6.68%

1M

-5.89%

6M

-7.98%

1Y

0.89%

5Y*

N/A

10Y*

N/A

QDTE

YTD

-11.36%

1M

-9.00%

6M

-9.83%

1Y

8.98%

5Y*

N/A

10Y*

N/A

*Annualized

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IWMY vs. QDTE - Expense Ratio Comparison

IWMY has a 0.99% expense ratio, which is higher than QDTE's 0.95% expense ratio.


Expense ratio chart for IWMY: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IWMY: 0.99%
Expense ratio chart for QDTE: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QDTE: 0.95%

Risk-Adjusted Performance

IWMY vs. QDTE — Risk-Adjusted Performance Rank

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

IWMY
The Risk-Adjusted Performance Rank of IWMY is 2020
Overall Rank
The Sharpe Ratio Rank of IWMY is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of IWMY is 1919
Sortino Ratio Rank
The Omega Ratio Rank of IWMY is 1919
Omega Ratio Rank
The Calmar Ratio Rank of IWMY is 2121
Calmar Ratio Rank
The Martin Ratio Rank of IWMY is 2020
Martin Ratio Rank

QDTE
The Risk-Adjusted Performance Rank of QDTE is 4646
Overall Rank
The Sharpe Ratio Rank of QDTE is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of QDTE is 4444
Sortino Ratio Rank
The Omega Ratio Rank of QDTE is 4646
Omega Ratio Rank
The Calmar Ratio Rank of QDTE is 4949
Calmar Ratio Rank
The Martin Ratio Rank of QDTE is 4545
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.

IWMY vs. QDTE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance R2000 Enhanced Options & 0DTE Income ETF (IWMY) 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 chart of Sharpe ratio for IWMY, currently valued at 0.02, compared to the broader market-1.000.001.002.003.004.00
IWMY: 0.02
QDTE: 0.36
The chart of Sortino ratio for IWMY, currently valued at 0.13, compared to the broader market-2.000.002.004.006.008.00
IWMY: 0.13
QDTE: 0.60
The chart of Omega ratio for IWMY, currently valued at 1.02, compared to the broader market0.501.001.502.002.50
IWMY: 1.02
QDTE: 1.09
The chart of Calmar ratio for IWMY, currently valued at 0.02, compared to the broader market0.002.004.006.008.0010.0012.00
IWMY: 0.02
QDTE: 0.34
The chart of Martin ratio for IWMY, currently valued at 0.08, compared to the broader market0.0020.0040.0060.00
IWMY: 0.08
QDTE: 1.26

The current IWMY Sharpe Ratio is 0.02, which is lower than the QDTE Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of IWMY 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 Ratio-0.500.000.501.00Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20
0.02
0.36
IWMY
QDTE

Dividends

IWMY vs. QDTE - Dividend Comparison

IWMY's dividend yield for the trailing twelve months is around 112.71%, more than QDTE's 48.60% yield.


Drawdowns

IWMY vs. QDTE - Drawdown Comparison

The maximum IWMY drawdown since its inception was -18.72%, smaller than the maximum QDTE drawdown of -22.86%. Use the drawdown chart below to compare losses from any high point for IWMY and QDTE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.93%
-16.36%
IWMY
QDTE

Volatility

IWMY vs. QDTE - Volatility Comparison

The current volatility for Defiance R2000 Enhanced Options & 0DTE Income ETF (IWMY) is 10.40%, while Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE) has a volatility of 13.17%. This indicates that IWMY 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%14.00%NovemberDecember2025FebruaryMarchApril
10.40%
13.17%
IWMY
QDTE