LFGY vs. XDTE

Last updated Jun 5, 2026

LFGY (YieldMax Crypto Industry & Tech Portfolio Option Income ETF) and XDTE (Roundhill S&P 500 0DTE Covered Call Strategy ETF) are both Derivative Income funds. Both are actively managed. Over the past year, LFGY returned 8.63% vs 25.78% for XDTE. A 0.68 correlation means they provide meaningful diversification when combined. LFGY charges 0.99%/yr vs 0.97%/yr for XDTE.

Performance

LFGY vs. XDTE - Performance Comparison

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

Returns By Period

In the year-to-date period, LFGY achieves a 17.68% return, which is significantly higher than XDTE's 9.12% return.

LFGY

• 1D: 0.00%
• 1M: 2.32%
• YTD: 17.68%
• 6M: 7.03%
• 1Y: 8.63%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XDTE

• 1D: 0.27%
• 1M: 3.52%
• YTD: 9.12%
• 6M: 9.07%
• 1Y: 25.78%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LFGY vs. XDTE - Yearly Performance Comparison

	2026 (YTD)	2025
LFGY YieldMax Crypto Industry & Tech Portfolio Option Income ETF	17.68%	-8.18%
XDTE Roundhill S&P 500 0DTE Covered Call Strategy ETF	9.12%	13.23%

Correlation

The correlation between LFGY and XDTE is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.65
Correlation (All Time) Calculated using the full available price history since Jan 15, 2025	0.68

The correlation between LFGY and XDTE has been stable across timeframes, ranging from 0.65 to 0.68 - a consistent structural relationship.

LFGY vs. XDTE - Sectors Allocation Comparison

Sectors	LFGY	XDTE
Financial Services	55.9%	11.8%
Technology	33.5%	35.6%
Communication Services	6.5%	11.2%
Consumer Cyclical	4.1%	10.1%
Basic Materials	-	1.8%
Consumer Defensive	-	4.9%
Energy	-	3.5%
Healthcare	-	8.5%
Industrials	-	8.3%
Real Estate	-	1.9%
Utilities	-	2.4%

Return for Risk

LFGY vs. XDTE — Risk / Return Rank

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

LFGY

LFGY Risk / Return Rank: 13
LFGY Sharpe Ratio Rank: 13
LFGY Sortino Ratio Rank: 14
LFGY Omega Ratio Rank: 14
LFGY Calmar Ratio Rank: 12
LFGY Martin Ratio Rank: 12

XDTE

XDTE Risk / Return Rank: 73
XDTE Sharpe Ratio Rank: 73
XDTE Sortino Ratio Rank: 71
XDTE Omega Ratio Rank: 73
XDTE Calmar Ratio Rank: 69
XDTE Martin Ratio Rank: 79

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LFGY vs. XDTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) and 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.

	LFGY	XDTE	Difference
Sharpe ratio: Return per unit of total volatility	0.23	2.36	-2.12
Sortino ratio: Return per unit of downside risk	0.57	3.16	-2.59
Omega ratio: Gain probability vs. loss probability	1.07	1.43	-0.36
Calmar ratio: Return relative to maximum drawdown	0.24	3.37	-3.13
Martin ratio: Return relative to average drawdown	0.53	15.42	-14.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LFGY vs. XDTE - Sharpe Ratio Comparison

The current LFGY Sharpe Ratio is 0.23, which is lower than the XDTE Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of LFGY and XDTE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LFGY	XDTE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.23	2.36	-2.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.14	1.26	-1.12

Drawdowns

LFGY vs. XDTE - Drawdown Comparison

The maximum LFGY drawdown since its inception was -35.94%, which is greater than XDTE's maximum drawdown of -19.09%. Use the drawdown chart below to compare losses from any high point for LFGY and XDTE.

Drawdown Indicators

	LFGY	XDTE	Difference
Max Drawdown Largest peak-to-trough decline	-35.94%	-19.09%	-16.85%
Max Drawdown (1Y) Largest decline over 1 year	-35.94%	-7.68%	-28.26%
Current Drawdown Current decline from peak	-10.11%	-0.39%	-9.72%
Average Drawdown Average peak-to-trough decline	-14.06%	-2.31%	-11.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.43%	1.68%	+14.75%

Volatility

LFGY vs. XDTE - Volatility Comparison

YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) has a higher volatility of 10.49% compared to Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) at 2.43%. This indicates that LFGY'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.

Volatility by Period

	LFGY	XDTE	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.49%	2.43%	+8.06%
Volatility (6M) Calculated over the trailing 6-month period	30.08%	8.28%	+21.80%
Volatility (1Y) Calculated over the trailing 1-year period	37.07%	10.99%	+26.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.90%	13.84%	+28.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.90%	13.84%	+28.06%

LFGY vs. XDTE - Expense Ratio Comparison

LFGY has a 0.99% expense ratio, which is higher than XDTE's 0.97% expense ratio.

Dividends

LFGY vs. XDTE - Dividend Comparison

LFGY's dividend yield for the trailing twelve months is around 82.56%, more than XDTE's 33.55% yield.

Position	TTM	2025	2024
LFGY YieldMax Crypto Industry & Tech Portfolio Option Income ETF	82.56%	94.90%	0.00%
XDTE Roundhill S&P 500 0DTE Covered Call Strategy ETF	33.55%	39.16%	20.35%

Frequently Asked Questions

Can I hold both LFGY and XDTE in my portfolio?

LFGY and XDTE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LFGY or XDTE?

LFGY has higher volatility (10.49%) compared to XDTE (2.43%). In terms of maximum drawdown, LFGY dropped -35.94% vs XDTE's -19.09%.

Which ETF is better, LFGY or XDTE?

On 1-year performance, XDTE leads with 25.78% vs 8.63% for LFGY. On fees, XDTE is cheaper at 0.97% per year. On volatility, XDTE has been the lower-risk option at 2.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LFGY or XDTE?

Over the 1-year period, XDTE has performed better with a 25.78% return vs 8.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LFGY or XDTE?

XDTE is cheaper with a 0.97% expense ratio, compared with 0.99% for LFGY.

Which ETF pays a higher dividend yield, LFGY or XDTE?

LFGY has the higher dividend yield at 82.56%, compared with 33.55% for XDTE.

What is the main difference between LFGY and XDTE?

They also come from different issuers: YieldMax and Roundhill. Their fees differ too: 0.99% for LFGY and 0.97% for XDTE.

Which has better risk-adjusted returns?

XDTE currently has the higher Sharpe Ratio (2.36 vs 0.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.