LTC vs. QDTE
LTC (LTC Properties, Inc.) is a stock, while QDTE (Roundhill Innovation-100 0DTE Covered Call Strategy ETF) is Derivative Income fund actively managed by Roundhill. Over the past year, LTC returned 11.94% vs 33.64% for QDTE. At a correlation of -0.01, they often move in opposite directions.
Performance
LTC vs. QDTE - Performance Comparison
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Returns By Period
In the year-to-date period, LTC achieves a 11.67% return, which is significantly lower than QDTE's 12.61% return.
LTC
- 1D
- 2.03%
- 1M
- -2.69%
- YTD
- 11.67%
- 6M
- 12.78%
- 1Y
- 11.94%
- 3Y*
- 11.95%
- 5Y*
- 5.69%
- 10Y*
- 2.98%
QDTE
- 1D
- -3.23%
- 1M
- -0.17%
- YTD
- 12.61%
- 6M
- 11.52%
- 1Y
- 33.64%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LTC vs. QDTE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LTC LTC Properties, Inc. | 11.67% | 6.17% | 15.00% |
QDTE Roundhill Innovation-100 0DTE Covered Call Strategy ETF | 12.61% | 19.32% | 17.13% |
Correlation
The correlation between LTC and QDTE is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2024 | -0.01 |
The correlation between LTC and QDTE shifts across timeframes, from -0.14 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LTC vs. QDTE — Risk / Return Rank
LTC
QDTE
LTC vs. QDTE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LTC Properties, Inc. (LTC) and Roundhill Innovation-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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LTC | QDTE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.36 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.97 | 3.31 | -2.34 |
| Martin ratioReturn relative to average drawdown | 2.89 | 12.82 | -9.92 |
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Drawdowns
LTC vs. QDTE - Drawdown Comparison
The maximum LTC drawdown since its inception was -80.13%, which is greater than QDTE's maximum drawdown of -22.86%. Use the drawdown chart below to compare losses from any high point for LTC and QDTE.
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Drawdown Indicators
| LTC | QDTE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.13% | -22.86% | -57.27% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -10.20% | -2.12% |
Max Drawdown (3Y)Largest decline over 3 years | -14.50% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.80% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -51.41% | — | — |
Current DrawdownCurrent decline from peak | -5.82% | -3.55% | -2.27% |
Average DrawdownAverage peak-to-trough decline | -15.96% | -3.13% | -12.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.14% | 2.63% | +1.51% |
Volatility
LTC vs. QDTE - Volatility Comparison
The current volatility for LTC Properties, Inc. (LTC) is 7.88%, while Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE) has a volatility of 8.57%. This indicates that LTC 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.
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Volatility by Period
| LTC | QDTE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.88% | 8.57% | -0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 15.02% | 13.32% | +1.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.51% | 16.68% | +1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.95% | 18.99% | +1.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.14% | 18.99% | +8.15% |
Dividends
LTC vs. QDTE - Dividend Comparison
LTC's dividend yield for the trailing twelve months is around 6.12%, less than QDTE's 44.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LTC LTC Properties, Inc. | 6.12% | 6.63% | 6.60% | 7.10% | 6.42% | 6.68% | 5.86% | 5.09% | 5.47% | 5.24% | 4.66% | 4.80% |
QDTE Roundhill Innovation-100 0DTE Covered Call Strategy ETF | 44.23% | 49.49% | 32.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LTC and QDTE have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QDTE has higher volatility (8.57%) compared to LTC (7.88%). In terms of maximum drawdown, LTC dropped -80.13% vs QDTE's -22.86%.
QDTE currently has the higher Sharpe Ratio (2.03 vs 0.65), 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.
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