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QDTE vs. RDTE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QDTE and RDTE is 0.81, 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.


Performance

QDTE vs. RDTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE) and Roundhill Small Cap 0DTE Covered Call Strategy ETF (RDTE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

QDTE:

21.98%

RDTE:

22.69%

Max Drawdown

QDTE:

-22.86%

RDTE:

-24.91%

Current Drawdown

QDTE:

-8.44%

RDTE:

-12.34%

Returns By Period

In the year-to-date period, QDTE achieves a -2.96% return, which is significantly higher than RDTE's -6.14% return.


QDTE

YTD

-2.96%

1M

12.73%

6M

-4.42%

1Y

11.20%

5Y*

N/A

10Y*

N/A

RDTE

YTD

-6.14%

1M

13.39%

6M

-9.12%

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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QDTE vs. RDTE - Expense Ratio Comparison

Both QDTE and RDTE have an expense ratio of 0.95%.


Risk-Adjusted Performance

QDTE vs. RDTE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QDTE
The Risk-Adjusted Performance Rank of QDTE is 5656
Overall Rank
The Sharpe Ratio Rank of QDTE is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of QDTE is 5555
Sortino Ratio Rank
The Omega Ratio Rank of QDTE is 5858
Omega Ratio Rank
The Calmar Ratio Rank of QDTE is 6161
Calmar Ratio Rank
The Martin Ratio Rank of QDTE is 5555
Martin Ratio Rank

RDTE
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QDTE vs. RDTE - Risk-Adjusted Performance 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 Roundhill Small Cap 0DTE Covered Call Strategy ETF (RDTE). 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.



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Dividends

QDTE vs. RDTE - Dividend Comparison

QDTE's dividend yield for the trailing twelve months is around 43.93%, more than RDTE's 27.22% yield.


Drawdowns

QDTE vs. RDTE - Drawdown Comparison

The maximum QDTE drawdown since its inception was -22.86%, smaller than the maximum RDTE drawdown of -24.91%. Use the drawdown chart below to compare losses from any high point for QDTE and RDTE. For additional features, visit the drawdowns tool.


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Volatility

QDTE vs. RDTE - Volatility Comparison


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