SQY vs. XDTE
SQY (YieldMax SQ Option Income Strategy ETF) and XDTE (Roundhill S&P 500 0DTE Covered Call Strategy ETF) are both Derivative Income funds. Both are actively managed. SQY charges 1.01%/yr vs 0.97%/yr for XDTE.
Performance
SQY vs. XDTE - Performance Comparison
Loading charts...
Returns By Period
SQY
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDTE
- 1D
- 0.00%
- 1M
- -0.74%
- YTD
- 6.79%
- 6M
- 5.64%
- 1Y
- 20.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SQY vs. XDTE — Risk / Return Rank
SQY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
XDTE
SQY vs. XDTE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax SQ Option Income Strategy ETF (SQY) and Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE). 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.
| SQY | XDTE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.33 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.70 | — |
| Martin ratioReturn relative to average drawdown | — | 11.78 | — |
Loading charts...
Drawdowns
SQY vs. XDTE - Drawdown Comparison
Loading charts...
Drawdown Indicators
| SQY | XDTE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -19.09% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -7.68% | — |
Current DrawdownCurrent decline from peak | — | -2.52% | — |
Average DrawdownAverage peak-to-trough decline | — | -2.31% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.76% | — |
Volatility
SQY vs. XDTE - Volatility Comparison
Loading charts...
Volatility by Period
| SQY | XDTE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.50% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.07% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 11.56% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 13.96% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 13.96% | — |
SQY vs. XDTE - Expense Ratio Comparison
SQY has a 1.01% expense ratio, which is higher than XDTE's 0.97% expense ratio.
Dividends
SQY vs. XDTE - Dividend Comparison
SQY has not paid dividends to shareholders, while XDTE's dividend yield for the trailing twelve months is around 33.21%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
SQY YieldMax SQ Option Income Strategy ETF | 0.00% | 0.00% | 0.00% |
XDTE Roundhill S&P 500 0DTE Covered Call Strategy ETF | 33.21% | 39.16% | 20.35% |
Frequently Asked Questions
On fees, XDTE is cheaper at 0.97% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDTE is cheaper with a 0.97% expense ratio, compared with 1.01% for SQY.
XDTE has the higher dividend yield at 33.21%, compared with 0.00% for SQY.
They also come from different issuers: YieldMax and Roundhill. Their fees differ too: 1.01% for SQY and 0.97% for XDTE.
Find the right allocation for SQY and XDTE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer