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

Key characteristics


QDTEYBTC
Daily Std Dev17.32%44.14%
Max Drawdown-10.74%-23.17%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.4

The correlation between QDTE and YBTC is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

QDTE vs. YBTC - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
19.88%
20.52%
QDTE
YBTC

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QDTE vs. YBTC - Expense Ratio Comparison

Both QDTE and YBTC 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 YBTC: 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. YBTC - 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 Bitcoin Covered Call Strategy ETF (YBTC). 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
Sharpe ratio
No data

QDTE vs. YBTC - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

QDTE vs. YBTC - Dividend Comparison

QDTE's dividend yield for the trailing twelve months is around 23.05%, less than YBTC's 38.27% yield.


TTM
QDTE
Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF
23.05%
YBTC
Roundhill Bitcoin Covered Call Strategy ETF
38.27%

Drawdowns

QDTE vs. YBTC - Drawdown Comparison

The maximum QDTE drawdown since its inception was -10.74%, smaller than the maximum YBTC drawdown of -23.17%. Use the drawdown chart below to compare losses from any high point for QDTE and YBTC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
QDTE
YBTC

Volatility

QDTE vs. YBTC - Volatility Comparison

The current volatility for Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE) is 4.81%, while Roundhill Bitcoin Covered Call Strategy ETF (YBTC) has a volatility of 12.86%. This indicates that QDTE experiences smaller price fluctuations and is considered to be less risky than YBTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
4.81%
12.86%
QDTE
YBTC