QDTE vs. KULR
QDTE (Roundhill Innovation-100 0DTE Covered Call Strategy ETF) is Derivative Income fund actively managed by Roundhill, while KULR (KULR Technology Group, Inc.) is a stock. Over the past year, QDTE returned 34.41% vs -60.49% for KULR. At a 0.36 correlation, their price movements are largely independent.
Performance
QDTE vs. KULR - Performance Comparison
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Returns By Period
In the year-to-date period, QDTE achieves a 12.44% return, which is significantly lower than KULR's 26.01% return.
QDTE
- 1D
- 1.85%
- 1M
- 0.70%
- YTD
- 12.44%
- 6M
- 11.71%
- 1Y
- 34.41%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
KULR
- 1D
- -2.10%
- 1M
- 29.07%
- YTD
- 26.01%
- 6M
- -3.62%
- 1Y
- -60.49%
- 3Y*
- -11.82%
- 5Y*
- -29.09%
- 10Y*
- —
QDTE vs. KULR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QDTE Roundhill Innovation-100 0DTE Covered Call Strategy ETF | 12.44% | 19.32% | 16.07% |
KULR KULR Technology Group, Inc. | 26.01% | -89.58% | 2,435.71% |
Correlation
The correlation between QDTE and KULR is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2024 | 0.36 |
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Return for Risk
QDTE vs. KULR — Risk / Return Rank
QDTE
KULR
QDTE vs. KULR - 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 KULR Technology Group, Inc. (KULR). 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 | KULR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.78 | ||
| Sortino ratioReturn per unit of downside risk | +3.29 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 0.94 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 3.39 | -0.76 | +4.15 |
| Martin ratioReturn relative to average drawdown | 13.52 | -0.99 | +14.52 |
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 | KULR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | -0.57 | +2.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.23 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.17 | -0.11 | +1.28 |
Drawdowns
QDTE vs. KULR - Drawdown Comparison
The maximum QDTE drawdown since its inception was -22.86%, smaller than the maximum KULR drawdown of -97.23%. Use the drawdown chart below to compare losses from any high point for QDTE and KULR.
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Drawdown Indicators
| QDTE | KULR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.86% | -97.23% | +74.37% |
Max Drawdown (1Y)Largest decline over 1 year | -10.20% | -79.80% | +69.60% |
Max Drawdown (3Y)Largest decline over 3 years | — | -94.74% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -96.86% | — |
Current DrawdownCurrent decline from peak | -3.70% | -90.29% | +86.59% |
Average DrawdownAverage peak-to-trough decline | -3.14% | -66.23% | +63.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 60.84% | -58.29% |
Volatility
QDTE vs. KULR - Volatility Comparison
The current volatility for Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE) is 6.57%, while KULR Technology Group, Inc. (KULR) has a volatility of 47.09%. This indicates that QDTE experiences smaller price fluctuations and is considered to be less risky than KULR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDTE | KULR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.57% | 47.09% | -40.52% |
Volatility (6M)Calculated over the trailing 6-month period | 12.26% | 76.46% | -64.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.71% | 106.05% | -90.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.72% | 126.05% | -107.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.72% | 126.51% | -107.79% |
Dividends
QDTE vs. KULR - Dividend Comparison
QDTE's dividend yield for the trailing twelve months is around 44.14%, while KULR has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
KULR KULR Technology Group, Inc. | 0.00% | 0.00% | 0.00% |
QDTE Roundhill Innovation-100 0DTE Covered Call Strategy ETF | 44.14% | 49.49% | 32.09% |
Frequently Asked Questions
QDTE and KULR have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KULR has higher volatility (47.09%) compared to QDTE (6.57%). In terms of maximum drawdown, QDTE dropped -22.86% vs KULR's -97.23%.
QDTE currently has the higher Sharpe Ratio (2.20 vs -0.57), 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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