REG vs. QDTE

Last updated Jun 4, 2026

REG (Regency Centers Corporation) is a stock, while QDTE (Roundhill Innovation-100 0DTE Covered Call Strategy ETF) is Derivative Income fund actively managed by Roundhill. Over the past year, REG returned 11.07% vs 40.36% for QDTE. At a 0.11 correlation, their price movements are largely independent.

Performance

REG vs. QDTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Regency Centers Corporation (REG) and Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, REG achieves a 11.62% return, which is significantly lower than QDTE's 16.58% return.

REG

• 1D: 0.37%
• 1M: -3.10%
• YTD: 11.62%
• 6M: 11.42%
• 1Y: 11.07%
• 3Y*: 13.95%
• 5Y*: 7.22%
• 10Y*: 3.62%

QDTE

• 1D: -0.16%
• 1M: 8.99%
• YTD: 16.58%
• 6M: 16.20%
• 1Y: 40.36%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

REG vs. QDTE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
REG Regency Centers Corporation	11.62%	-2.78%	25.31%
QDTE Roundhill Innovation-100 0DTE Covered Call Strategy ETF	16.58%	19.32%	16.07%

Correlation

The correlation between REG and QDTE is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.06
Correlation (All Time) Calculated using the full available price history since Mar 8, 2024	0.11

Return for Risk

REG vs. QDTE — Risk / Return Rank

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

REG

REG Risk / Return Rank: 61
REG Sharpe Ratio Rank: 63
REG Sortino Ratio Rank: 56
REG Omega Ratio Rank: 53
REG Calmar Ratio Rank: 66
REG Martin Ratio Rank: 67

QDTE

QDTE Risk / Return Rank: 78
QDTE Sharpe Ratio Rank: 82
QDTE Sortino Ratio Rank: 76
QDTE Omega Ratio Rank: 78
QDTE Calmar Ratio Rank: 77
QDTE Martin Ratio Rank: 80

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.

REG vs. QDTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Regency Centers Corporation (REG) and Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE). 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.

	REG	QDTE	Difference
Sharpe ratio: Return per unit of total volatility	0.71	2.74	-2.03
Sortino ratio: Return per unit of downside risk	1.11	3.49	-2.38
Omega ratio: Gain probability vs. loss probability	1.13	1.47	-0.35
Calmar ratio: Return relative to maximum drawdown	1.36	3.98	-2.61
Martin ratio: Return relative to average drawdown	3.34	16.08	-12.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

REG vs. QDTE - Sharpe Ratio Comparison

The current REG Sharpe Ratio is 0.71, which is lower than the QDTE Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of REG and QDTE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	REG	QDTE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.71	2.74	-2.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.32	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.12	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	1.30	-0.98

Drawdowns

REG vs. QDTE - Drawdown Comparison

The maximum REG drawdown since its inception was -73.37%, which is greater than QDTE's maximum drawdown of -22.86%. Use the drawdown chart below to compare losses from any high point for REG and QDTE.

Drawdown Indicators

	REG	QDTE	Difference
Max Drawdown Largest peak-to-trough decline	-73.37%	-22.86%	-50.51%
Max Drawdown (1Y) Largest decline over 1 year	-8.17%	-10.20%	+2.03%
Max Drawdown (3Y) Largest decline over 3 years	-15.10%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-30.09%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-57.02%	—	—
Current Drawdown Current decline from peak	-5.93%	-0.16%	-5.77%
Average Drawdown Average peak-to-trough decline	-16.18%	-3.14%	-13.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.32%	2.52%	+0.80%

Volatility

REG vs. QDTE - Volatility Comparison

Regency Centers Corporation (REG) and Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE) have volatilities of 3.87% and 3.75%, 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.

Volatility by Period

	REG	QDTE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.87%	3.75%	+0.12%
Volatility (6M) Calculated over the trailing 6-month period	11.03%	11.01%	+0.02%
Volatility (1Y) Calculated over the trailing 1-year period	15.74%	14.81%	+0.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.39%	18.43%	+3.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.87%	18.43%	+11.44%

Dividends

REG vs. QDTE - Dividend Comparison

REG's dividend yield for the trailing twelve months is around 3.83%, less than QDTE's 42.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QDTE Roundhill Innovation-100 0DTE Covered Call Strategy ETF	42.16%	49.49%	32.09%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
REG Regency Centers Corporation	3.83%	4.16%	3.67%	3.91%	4.04%	3.20%	5.22%	3.71%	3.78%	3.04%	2.90%	2.85%

Frequently Asked Questions

Can I hold both REG and QDTE in my portfolio?

REG and QDTE have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, REG or QDTE?

REG has higher volatility (3.87%) compared to QDTE (3.75%). In terms of maximum drawdown, REG dropped -73.37% vs QDTE's -22.86%.

Which has better risk-adjusted returns?

QDTE currently has the higher Sharpe Ratio (2.74 vs 0.71), 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.