PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
QDTE vs. XDTE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QDTE and XDTE is 0.91, 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.


-0.50.00.51.00.9

Performance

QDTE vs. XDTE - 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 ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
17.37%
17.41%
QDTE
XDTE

Key characteristics

Daily Std Dev

QDTE:

16.93%

XDTE:

11.92%

Max Drawdown

QDTE:

-10.74%

XDTE:

-6.90%

Current Drawdown

QDTE:

-3.91%

XDTE:

-2.91%

Returns By Period


QDTE

YTD

N/A

1M

1.15%

6M

10.38%

1Y

N/A

5Y*

N/A

10Y*

N/A

XDTE

YTD

N/A

1M

-0.37%

6M

11.06%

1Y

N/A

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


QDTE vs. XDTE - Expense Ratio Comparison

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


QDTE
Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF
Expense ratio chart for QDTE: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for XDTE: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

Risk-Adjusted Performance

QDTE vs. XDTE - 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 ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE). 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.


Sharpe ratio
No data
QDTE
XDTE


Chart placeholderNot enough data

Dividends

QDTE vs. XDTE - Dividend Comparison

QDTE's dividend yield for the trailing twelve months is around 29.19%, more than XDTE's 18.76% yield.


TTM
QDTE
Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF
29.19%
XDTE
Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF
18.76%

Drawdowns

QDTE vs. XDTE - Drawdown Comparison

The maximum QDTE drawdown since its inception was -10.74%, which is greater than XDTE's maximum drawdown of -6.90%. Use the drawdown chart below to compare losses from any high point for QDTE and XDTE. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.91%
-2.91%
QDTE
XDTE

Volatility

QDTE vs. XDTE - Volatility Comparison

Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE) has a higher volatility of 4.52% compared to Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) at 3.47%. This indicates that QDTE's price experiences larger fluctuations and is considered to be riskier than XDTE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.52%
3.47%
QDTE
XDTE
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab