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

Correlation

The correlation between QDTE and FEPI is 0.91, 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.


-0.50.00.51.00.9

Performance

QDTE vs. FEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE) and REX FANG & Innovation Equity Premium Income ETF (FEPI). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
17.37%
10.07%
QDTE
FEPI

Key characteristics

Daily Std Dev

QDTE:

16.93%

FEPI:

16.24%

Max Drawdown

QDTE:

-10.74%

FEPI:

-14.17%

Current Drawdown

QDTE:

-3.91%

FEPI:

-3.25%

Returns By Period


QDTE

YTD

N/A

1M

1.15%

6M

10.38%

1Y

N/A

5Y*

N/A

10Y*

N/A

FEPI

YTD

16.27%

1M

0.51%

6M

4.43%

1Y

17.09%

5Y*

N/A

10Y*

N/A

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QDTE vs. FEPI - Expense Ratio Comparison

QDTE has a 0.95% expense ratio, which is higher than FEPI's 0.65% expense ratio.


QDTE
Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF
Expense ratio chart for QDTE: 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

QDTE vs. FEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE) and REX FANG & Innovation Equity Premium Income ETF (FEPI). 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
No data
QDTE
FEPI


Chart placeholderNot enough data

Dividends

QDTE vs. FEPI - Dividend Comparison

QDTE's dividend yield for the trailing twelve months is around 29.19%, more than FEPI's 26.66% yield.


TTM2023
QDTE
Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF
29.19%0.00%
FEPI
REX FANG & Innovation Equity Premium Income ETF
26.66%4.21%

Drawdowns

QDTE vs. FEPI - Drawdown Comparison

The maximum QDTE drawdown since its inception was -10.74%, smaller than the maximum FEPI drawdown of -14.17%. Use the drawdown chart below to compare losses from any high point for QDTE and FEPI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.91%
-3.25%
QDTE
FEPI

Volatility

QDTE vs. FEPI - Volatility Comparison

The current volatility for Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE) is 4.52%, while REX FANG & Innovation Equity Premium Income ETF (FEPI) has a volatility of 4.85%. This indicates that QDTE experiences smaller price fluctuations and is considered to be less risky than FEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.52%
4.85%
QDTE
FEPI
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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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