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RDTE vs. XLK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RDTE vs. XLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Russell 2000 0DTE Covered Call Strategy ETF (RDTE) and State Street Technology Select Sector SPDR ETF (XLK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RDTE achieves a 18.81% return, which is significantly lower than XLK's 28.51% return.


RDTE

1D
1.00%
1M
4.99%
YTD
18.81%
6M
16.28%
1Y
31.88%
3Y*
5Y*
10Y*

XLK

1D
0.83%
1M
-0.19%
YTD
28.51%
6M
26.47%
1Y
48.82%
3Y*
31.01%
5Y*
21.42%
10Y*
25.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RDTE vs. XLK - Yearly Performance Comparison


Correlation

The correlation between RDTE and XLK is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2024

0.66

The correlation between RDTE and XLK has been stable across timeframes, ranging from 0.64 to 0.66 - a consistent structural relationship.

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Return for Risk

RDTE vs. XLK — Risk / Return Rank

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

RDTE
RDTE Risk / Return Rank: 6868
Overall Rank
RDTE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
RDTE Sortino Ratio Rank: 6363
Sortino Ratio Rank
RDTE Omega Ratio Rank: 5858
Omega Ratio Rank
RDTE Calmar Ratio Rank: 7878
Calmar Ratio Rank
RDTE Martin Ratio Rank: 7474
Martin Ratio Rank

XLK
XLK Risk / Return Rank: 6969
Overall Rank
XLK Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
XLK Sortino Ratio Rank: 6666
Sortino Ratio Rank
XLK Omega Ratio Rank: 6969
Omega Ratio Rank
XLK Calmar Ratio Rank: 7171
Calmar Ratio Rank
XLK Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RDTE vs. XLK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Russell 2000 0DTE Covered Call Strategy ETF (RDTE) and State Street Technology Select Sector SPDR ETF (XLK). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RDTEXLKDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.31

1.35

-0.04

Calmar ratioReturn relative to maximum drawdown

3.49

3.08

+0.41

Martin ratioReturn relative to average drawdown

12.09

9.75

+2.35

RDTE vs. XLK - Sharpe Ratio Comparison

The current RDTE Sharpe Ratio is 1.86, which is comparable to the XLK Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of RDTE and XLK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RDTE vs. XLK - Drawdown Comparison

The maximum RDTE drawdown since its inception was -24.32%, smaller than the maximum XLK drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for RDTE and XLK.


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Drawdown Indicators


RDTEXLKDifference

Max Drawdown

Largest peak-to-trough decline

-24.32%

-82.05%

+57.73%

Max Drawdown (1Y)

Largest decline over 1 year

-9.17%

-15.92%

+6.75%

Max Drawdown (3Y)

Largest decline over 3 years

-25.66%

Max Drawdown (5Y)

Largest decline over 5 years

-33.56%

Max Drawdown (10Y)

Largest decline over 10 years

-33.56%

Current Drawdown

Current decline from peak

0.00%

-6.77%

+6.77%

Average Drawdown

Average peak-to-trough decline

-4.54%

-34.89%

+30.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

5.02%

-2.38%

Volatility

RDTE vs. XLK - Volatility Comparison

The current volatility for Roundhill Russell 2000 0DTE Covered Call Strategy ETF (RDTE) is 5.84%, while State Street Technology Select Sector SPDR ETF (XLK) has a volatility of 12.25%. This indicates that RDTE experiences smaller price fluctuations and is considered to be less risky than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RDTEXLKDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.84%

12.25%

-6.41%

Volatility (6M)

Calculated over the trailing 6-month period

13.05%

19.63%

-6.58%

Volatility (1Y)

Calculated over the trailing 1-year period

17.23%

23.42%

-6.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.27%

25.37%

-6.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.27%

24.71%

-5.44%

RDTE vs. XLK - Expense Ratio Comparison

RDTE has a 0.97% expense ratio, which is higher than XLK's 0.08% expense ratio.


Dividends

RDTE vs. XLK - Dividend Comparison

RDTE's dividend yield for the trailing twelve months is around 44.54%, more than XLK's 0.43% yield.


PositionTTM20252024202320222021202020192018201720162015
RDTE
Roundhill Russell 2000 0DTE Covered Call Strategy ETF
44.54%50.16%10.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLK
State Street Technology Select Sector SPDR ETF
0.43%0.54%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%

Frequently Asked Questions


RDTE and XLK have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLK has higher volatility (12.25%) compared to RDTE (5.84%). In terms of maximum drawdown, RDTE dropped -24.32% vs XLK's -82.05%.

On 1-year performance, XLK leads with 48.82% vs 31.88% for RDTE. On fees, XLK is cheaper at 0.08% per year. On volatility, RDTE has been the lower-risk option at 5.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, XLK has performed better with a 48.82% return vs 31.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLK is cheaper with a 0.08% expense ratio, compared with 0.97% for RDTE.

RDTE has the higher dividend yield at 44.54%, compared with 0.43% for XLK.

RDTE is categorized as Derivative Income, while XLK is Technology Equities. They also come from different issuers: Roundhill and State Street. Their fees differ too: 0.97% for RDTE and 0.08% for XLK.

XLK currently has the higher Sharpe Ratio (2.09 vs 1.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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