QDTE vs. YBTC

In the year-to-date period, QDTE achieves a -2.72% return, which is significantly lower than YBTC's 12.66% return.

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

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.

The current QDTE Sharpe Ratio is 0.49, which is lower than the YBTC Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of QDTE and YBTC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

QDTE's dividend yield for the trailing twelve months is around 44.68%, less than YBTC's 47.42% yield.

The maximum QDTE drawdown since its inception was -22.86%, roughly equal to the maximum YBTC drawdown of -23.39%. Use the drawdown chart below to compare losses from any high point for QDTE and YBTC.

The current volatility for Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE) is 5.36%, while Roundhill Bitcoin Covered Call Strategy ETF (YBTC) has a volatility of 7.73%. 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.