QDTE vs. IMMR
QDTE (Roundhill Innovation-100 0DTE Covered Call Strategy ETF) is Derivative Income fund actively managed by Roundhill, while IMMR (Immersion Corporation) is a stock. Over the past year, QDTE returned 24.69% vs -14.13% for IMMR. At a 0.45 correlation, their price movements are largely independent.
Performance
QDTE vs. IMMR - Performance Comparison
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Returns By Period
In the year-to-date period, QDTE achieves a 11.03% return, which is significantly higher than IMMR's -2.12% return.
QDTE
- 1D
- 0.31%
- 1M
- -4.51%
- 6M
- 9.76%
- YTD
- 11.03%
- 1Y
- 24.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 20.39%
IMMR
- 1D
- -2.06%
- 1M
- -2.64%
- 6M
- 1.39%
- YTD
- -2.12%
- 1Y
- -14.13%
- 3Y*
- 1.05%
- 5Y*
- -1.45%
- 10Y*
- -0.41%
- ALL TIME*
- -3.17%
QDTE vs. IMMR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QDTE Roundhill Innovation-100 0DTE Covered Call Strategy ETF | 11.03% | 19.32% | 17.13% |
IMMR Immersion Corporation | -2.12% | -18.30% | 33.59% |
Correlation
The correlation between QDTE and IMMR is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2024 | 0.45 |
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Return for Risk
QDTE vs. IMMR — Risk / Return Rank
QDTE
IMMR
QDTE vs. IMMR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE) and Immersion Corporation (IMMR). 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.
| QDTE | IMMR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.77 | ||
| Sortino ratioReturn per unit of downside risk | +2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.97 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | -0.56 | +2.99 |
| Martin ratioReturn relative to average drawdown | 8.94 | -1.22 | +10.16 |
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Drawdowns
QDTE vs. IMMR - Drawdown Comparison
The maximum QDTE drawdown since its inception was -22.86%, smaller than the maximum IMMR drawdown of -98.66%. Use the drawdown chart below to compare losses from any high point for QDTE and IMMR.
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Drawdown Indicators
| QDTE | IMMR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.86% | -98.66% | +75.80% |
Max Drawdown (1Y)Largest decline over 1 year | -10.20% | -25.48% | +15.28% |
Max Drawdown (3Y)Largest decline over 3 years | — | -56.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -56.90% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -74.29% | — |
Current DrawdownCurrent decline from peak | -4.91% | -89.91% | +85.00% |
Average DrawdownAverage peak-to-trough decline | -3.13% | -88.21% | +85.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 15.11% | -12.34% |
Volatility
QDTE vs. IMMR - Volatility Comparison
The current volatility for Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE) is 7.01%, while Immersion Corporation (IMMR) has a volatility of 11.39%. This indicates that QDTE experiences smaller price fluctuations and is considered to be less risky than IMMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDTE | IMMR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.01% | 11.39% | -4.38% |
Volatility (6M)Calculated over the trailing 6-month period | 14.25% | 27.95% | -13.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.46% | 40.69% | -23.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.06% | 45.82% | -26.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.06% | 50.93% | -31.87% |
Dividends
QDTE vs. IMMR - Dividend Comparison
QDTE's dividend yield for the trailing twelve months is around 45.99%, more than IMMR's 4.90% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IMMR Immersion Corporation | 4.90% | 5.59% | 2.06% | 3.12% |
QDTE Roundhill Innovation-100 0DTE Covered Call Strategy ETF | 45.99% | 49.49% | 32.09% | 0.00% |
Frequently Asked Questions
QDTE and IMMR have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IMMR has higher volatility (11.39%) compared to QDTE (7.01%). In terms of maximum drawdown, QDTE dropped -22.86% vs IMMR's -98.66%.
QDTE currently has the higher Sharpe Ratio (1.42 vs -0.35), 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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