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 24.69% vs -60.00% for KULR. At a 0.38 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 11.03% return, which is significantly higher than KULR's -6.76% return.
QDTE
- 1D
- 0.31%
- 1M
- -4.51%
- 6M
- 9.76%
- YTD
- 11.03%
- 1Y
- 24.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 20.39%
KULR
- 1D
- 4.94%
- 1M
- -30.30%
- 6M
- -33.97%
- YTD
- -6.76%
- 1Y
- -60.00%
- 3Y*
- -29.83%
- 5Y*
- -30.52%
- 10Y*
- —
- ALL TIME*
- -13.48%
QDTE vs. KULR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QDTE Roundhill Innovation-100 0DTE Covered Call Strategy ETF | 11.03% | 19.32% | 17.13% |
KULR KULR Technology Group, Inc. | -6.76% | -89.58% | 2,382.52% |
Correlation
The correlation between QDTE and KULR is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2024 | 0.38 |
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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.
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 | KULR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.04 | ||
| Sortino ratioReturn per unit of downside risk | +2.59 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.93 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | -0.85 | +3.28 |
| Martin ratioReturn relative to average drawdown | 8.94 | -1.22 | +10.17 |
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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% | -71.06% | +60.86% |
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 | -4.91% | -92.81% | +87.90% |
Average DrawdownAverage peak-to-trough decline | -3.13% | -66.54% | +63.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 49.07% | -46.30% |
Volatility
QDTE vs. KULR - Volatility Comparison
The current volatility for Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE) is 7.01%, while KULR Technology Group, Inc. (KULR) has a volatility of 27.42%. 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 | 7.01% | 27.42% | -20.41% |
Volatility (6M)Calculated over the trailing 6-month period | 14.25% | 75.15% | -60.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.46% | 98.43% | -80.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.06% | 126.48% | -107.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.06% | 126.74% | -107.68% |
Dividends
QDTE vs. KULR - Dividend Comparison
QDTE's dividend yield for the trailing twelve months is around 45.99%, 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 | 45.99% | 49.49% | 32.09% |
Frequently Asked Questions
QDTE and KULR have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KULR has higher volatility (27.42%) compared to QDTE (7.01%). In terms of maximum drawdown, QDTE dropped -22.86% vs KULR's -97.23%.
QDTE currently has the higher Sharpe Ratio (1.42 vs -0.61), 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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