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 34.41% vs -10.21% for IMMR. At a 0.47 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 12.44% return, which is significantly higher than IMMR's 0.39% return.
QDTE
- 1D
- 1.85%
- 1M
- 0.70%
- YTD
- 12.44%
- 6M
- 11.71%
- 1Y
- 34.41%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IMMR
- 1D
- 4.71%
- 1M
- -0.15%
- YTD
- 0.39%
- 6M
- -3.03%
- 1Y
- -10.21%
- 3Y*
- -2.01%
- 5Y*
- -3.62%
- 10Y*
- 1.41%
QDTE vs. IMMR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QDTE Roundhill Innovation-100 0DTE Covered Call Strategy ETF | 12.44% | 19.32% | 16.07% |
IMMR Immersion Corporation | 0.39% | -18.30% | 33.39% |
Correlation
The correlation between QDTE and IMMR is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2024 | 0.47 |
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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.
| QDTE | IMMR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.46 | ||
| Sortino ratioReturn per unit of downside risk | +2.88 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 0.99 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 3.39 | -0.33 | +3.72 |
| Martin ratioReturn relative to average drawdown | 13.52 | -0.61 | +14.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QDTE | IMMR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | -0.26 | +2.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.08 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.03 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.17 | -0.04 | +1.21 |
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% | -30.86% | +20.66% |
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 | -3.70% | -89.65% | +85.95% |
Average DrawdownAverage peak-to-trough decline | -3.14% | -88.21% | +85.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 16.77% | -14.22% |
Volatility
QDTE vs. IMMR - Volatility Comparison
The current volatility for Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE) is 6.57%, while Immersion Corporation (IMMR) has a volatility of 12.61%. 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 | 6.57% | 12.61% | -6.04% |
Volatility (6M)Calculated over the trailing 6-month period | 12.26% | 27.21% | -14.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.71% | 39.79% | -24.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.72% | 45.83% | -27.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.72% | 51.32% | -32.60% |
Dividends
QDTE vs. IMMR - Dividend Comparison
QDTE's dividend yield for the trailing twelve months is around 44.14%, more than IMMR's 3.60% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IMMR Immersion Corporation | 3.60% | 5.59% | 2.06% | 3.12% |
QDTE Roundhill Innovation-100 0DTE Covered Call Strategy ETF | 44.14% | 49.49% | 32.09% | 0.00% |
Frequently Asked Questions
QDTE and IMMR have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IMMR has higher volatility (12.61%) compared to QDTE (6.57%). In terms of maximum drawdown, QDTE dropped -22.86% vs IMMR's -98.66%.
QDTE currently has the higher Sharpe Ratio (2.20 vs -0.26), 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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