T vs. XDTE
T (AT&T Inc.) is a stock, while XDTE (Roundhill S&P 500 0DTE Covered Call Strategy ETF) is Derivative Income fund actively managed by Roundhill. Over the past year, T returned -12.96% vs 21.75% for XDTE. At a correlation of -0.04, they often move in opposite directions.
Performance
T vs. XDTE - Performance Comparison
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Returns By Period
In the year-to-date period, T achieves a -2.96% return, which is significantly lower than XDTE's 6.97% return.
T
- 1D
- 2.52%
- 1M
- -4.69%
- YTD
- -2.96%
- 6M
- -1.93%
- 1Y
- -12.96%
- 3Y*
- 20.58%
- 5Y*
- 7.38%
- 10Y*
- 3.33%
XDTE
- 1D
- 0.65%
- 1M
- -0.46%
- YTD
- 6.97%
- 6M
- 7.43%
- 1Y
- 21.75%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
T vs. XDTE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
T AT&T Inc. | -2.96% | 13.97% | 38.48% |
XDTE Roundhill S&P 500 0DTE Covered Call Strategy ETF | 6.97% | 12.60% | 17.12% |
Correlation
The correlation between T and XDTE is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2024 | -0.05 |
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Return for Risk
T vs. XDTE — Risk / Return Rank
T
XDTE
T vs. XDTE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) 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.
| T | XDTE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.51 | ||
| Sortino ratioReturn per unit of downside risk | -3.27 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.35 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 2.84 | -3.44 |
| Martin ratioReturn relative to average drawdown | -1.22 | 12.55 | -13.77 |
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Drawdowns
T vs. XDTE - Drawdown Comparison
The maximum T drawdown since its inception was -64.15%, which is greater than XDTE's maximum drawdown of -19.09%. Use the drawdown chart below to compare losses from any high point for T and XDTE.
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Drawdown Indicators
| T | XDTE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -19.09% | -45.06% |
Max Drawdown (1Y)Largest decline over 1 year | -21.87% | -7.68% | -14.19% |
Max Drawdown (3Y)Largest decline over 3 years | -21.87% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | — | — |
Current DrawdownCurrent decline from peak | -18.12% | -2.36% | -15.76% |
Average DrawdownAverage peak-to-trough decline | -15.72% | -2.32% | -13.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.64% | 1.74% | +8.90% |
Volatility
T vs. XDTE - Volatility Comparison
AT&T Inc. (T) has a higher volatility of 8.21% compared to Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) at 3.93%. This indicates that T's price experiences larger fluctuations and is considered to be riskier than XDTE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| T | XDTE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.21% | 3.93% | +4.28% |
Volatility (6M)Calculated over the trailing 6-month period | 17.80% | 8.88% | +8.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.13% | 11.38% | +10.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.01% | 13.92% | +10.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.73% | 13.92% | +9.81% |
Dividends
T vs. XDTE - Dividend Comparison
T's dividend yield for the trailing twelve months is around 4.71%, less than XDTE's 33.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | 4.71% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
XDTE Roundhill S&P 500 0DTE Covered Call Strategy ETF | 33.43% | 39.16% | 20.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
T and XDTE have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (8.21%) compared to XDTE (3.93%). In terms of maximum drawdown, T dropped -64.15% vs XDTE's -19.09%.
XDTE currently has the higher Sharpe Ratio (1.92 vs -0.59), 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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