QDTE vs. PSCX
Compare and contrast key facts about Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE) and Pacer Swan SOS Conservative (December) ETF (PSCX).
QDTE and PSCX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QDTE is an actively managed fund by Roundhill. It was launched on Mar 6, 2024. PSCX is an actively managed fund by Pacer. It was launched on Dec 22, 2020.
Performance
QDTE vs. PSCX - Performance Comparison
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QDTE vs. PSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QDTE Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF | -3.92% | 19.32% | 16.07% |
PSCX Pacer Swan SOS Conservative (December) ETF | -1.63% | 12.08% | 9.01% |
Returns By Period
In the year-to-date period, QDTE achieves a -3.92% return, which is significantly lower than PSCX's -1.63% return.
QDTE
- 1D
- 1.50%
- 1M
- -4.27%
- YTD
- -3.92%
- 6M
- 0.35%
- 1Y
- 21.01%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PSCX
- 1D
- 0.26%
- 1M
- -2.11%
- YTD
- -1.63%
- 6M
- 1.08%
- 1Y
- 12.10%
- 3Y*
- 11.54%
- 5Y*
- 7.35%
- 10Y*
- —
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QDTE vs. PSCX - Expense Ratio Comparison
QDTE has a 0.95% expense ratio, which is higher than PSCX's 0.75% expense ratio.
Return for Risk
QDTE vs. PSCX — Risk / Return Rank
QDTE
PSCX
QDTE vs. PSCX - Risk-Adjusted Trends 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 Pacer Swan SOS Conservative (December) ETF (PSCX). 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 | PSCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.38 | -0.29 |
Sortino ratioReturn per unit of downside risk | 1.46 | 2.06 | -0.60 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.33 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 2.00 | -0.44 |
Martin ratioReturn relative to average drawdown | 5.99 | 10.18 | -4.20 |
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 | PSCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.38 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.05 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 1.11 | -0.31 |
Correlation
The correlation between QDTE and PSCX is 0.82, 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.
Dividends
QDTE vs. PSCX - Dividend Comparison
QDTE's dividend yield for the trailing twelve months is around 51.17%, while PSCX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | |
|---|---|---|---|
QDTE Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF | 51.17% | 49.49% | 32.09% |
PSCX Pacer Swan SOS Conservative (December) ETF | 0.00% | 0.00% | 0.00% |
Drawdowns
QDTE vs. PSCX - Drawdown Comparison
The maximum QDTE drawdown since its inception was -22.86%, which is greater than PSCX's maximum drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for QDTE and PSCX.
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Drawdown Indicators
| QDTE | PSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.86% | -10.20% | -12.66% |
Max Drawdown (1Y)Largest decline over 1 year | -14.08% | -6.15% | -7.93% |
Max Drawdown (5Y)Largest decline over 5 years | — | -10.20% | — |
Current DrawdownCurrent decline from peak | -6.92% | -2.58% | -4.34% |
Average DrawdownAverage peak-to-trough decline | -3.30% | -1.92% | -1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 1.21% | +2.47% |
Volatility
QDTE vs. PSCX - Volatility Comparison
Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE) has a higher volatility of 5.86% compared to Pacer Swan SOS Conservative (December) ETF (PSCX) at 2.82%. This indicates that QDTE's price experiences larger fluctuations and is considered to be riskier than PSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDTE | PSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.86% | 2.82% | +3.04% |
Volatility (6M)Calculated over the trailing 6-month period | 12.11% | 4.31% | +7.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.37% | 8.83% | +10.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.71% | 7.06% | +11.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.71% | 7.02% | +11.69% |