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

Correlation

The correlation between RDTE and IWMI is 0.93, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

RDTE vs. IWMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Small Cap 0DTE Covered Call Strategy ETF (RDTE) and NEOS Russell 2000 High Income ETF (IWMI). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
1.80%
-2.91%
RDTE
IWMI

Key characteristics

Daily Std Dev

RDTE:

18.93%

IWMI:

17.12%

Max Drawdown

RDTE:

-14.01%

IWMI:

-14.96%

Current Drawdown

RDTE:

-12.63%

IWMI:

-14.23%

Returns By Period

In the year-to-date period, RDTE achieves a -6.44% return, which is significantly higher than IWMI's -7.53% return.


RDTE

YTD

-6.44%

1M

-5.24%

6M

-3.87%

1Y

N/A

5Y*

N/A

10Y*

N/A

IWMI

YTD

-7.53%

1M

-5.75%

6M

-7.63%

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


RDTE vs. IWMI - Expense Ratio Comparison

RDTE has a 0.95% expense ratio, which is higher than IWMI's 0.68% expense ratio.


RDTE
Roundhill Small Cap 0DTE Covered Call Strategy ETF
Expense ratio chart for RDTE: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RDTE: 0.95%
Expense ratio chart for IWMI: current value is 0.68%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IWMI: 0.68%

Risk-Adjusted Performance

RDTE vs. IWMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Small Cap 0DTE Covered Call Strategy ETF (RDTE) and NEOS Russell 2000 High Income ETF (IWMI). 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


Chart placeholderNot enough data

Dividends

RDTE vs. IWMI - Dividend Comparison

RDTE's dividend yield for the trailing twelve months is around 22.35%, more than IWMI's 13.88% yield.


TTM2024
RDTE
Roundhill Small Cap 0DTE Covered Call Strategy ETF
22.35%10.70%
IWMI
NEOS Russell 2000 High Income ETF
13.88%8.78%

Drawdowns

RDTE vs. IWMI - Drawdown Comparison

The maximum RDTE drawdown since its inception was -14.01%, smaller than the maximum IWMI drawdown of -14.96%. Use the drawdown chart below to compare losses from any high point for RDTE and IWMI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.63%
-14.23%
RDTE
IWMI

Volatility

RDTE vs. IWMI - Volatility Comparison

Roundhill Small Cap 0DTE Covered Call Strategy ETF (RDTE) and NEOS Russell 2000 High Income ETF (IWMI) have volatilities of 6.02% and 6.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2025FebruaryMarchApril
6.02%
6.28%
RDTE
IWMI
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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.

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