VT vs. XDTE

Last updated Jun 13, 2026

VT (Vanguard Total World Stock ETF) and XDTE (Roundhill S&P 500 0DTE Covered Call Strategy ETF) are both exchange-traded funds - VT is a Global Equities fund tracking the FTSE Global All Cap Index, while XDTE is a Derivative Income fund actively managed by Roundhill. VT is passively managed, while XDTE is actively managed. Over the past year, VT returned 25.83% vs 21.75% for XDTE. Their correlation of 0.92 suggests significant overlap in exposure. VT charges 0.06%/yr vs 0.97%/yr for XDTE.

Performance

VT vs. XDTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total World Stock ETF (VT) and Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VT achieves a 11.06% return, which is significantly higher than XDTE's 6.97% return.

VT

• 1D: 0.44%
• 1M: 0.57%
• YTD: 11.06%
• 6M: 11.82%
• 1Y: 25.83%
• 3Y*: 19.71%
• 5Y*: 10.65%
• 10Y*: 12.93%

XDTE

• 1D: 0.65%
• 1M: -0.46%
• YTD: 6.97%
• 6M: 7.43%
• 1Y: 21.75%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

VT vs. XDTE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
VT Vanguard Total World Stock ETF	11.06%	22.43%	10.64%
XDTE Roundhill S&P 500 0DTE Covered Call Strategy ETF	6.97%	12.60%	17.12%

Correlation

The correlation between VT and XDTE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.94
Correlation (All Time) Calculated using the full available price history since Mar 7, 2024	0.92

The correlation between VT and XDTE has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

VT vs. XDTE - Sectors Allocation Comparison

Sectors	VT	XDTE
Technology	27.8%	35.6%
Financial Services	15.9%	11.8%
Industrials	12.0%	8.3%
Consumer Cyclical	9.5%	10.1%
Communication Services	8.3%	11.2%
Healthcare	8.1%	8.5%
Consumer Defensive	4.8%	4.9%
Energy	4.3%	3.5%
Basic Materials	4.2%	1.8%
Utilities	2.7%	2.4%
Real Estate	2.4%	1.9%

Return for Risk

VT vs. XDTE — Risk / Return Rank

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

VT

VT Risk / Return Rank: 68
VT Sharpe Ratio Rank: 69
VT Sortino Ratio Rank: 68
VT Omega Ratio Rank: 69
VT Calmar Ratio Rank: 62
VT Martin Ratio Rank: 72

XDTE

XDTE Risk / Return Rank: 68
XDTE Sharpe Ratio Rank: 68
XDTE Sortino Ratio Rank: 64
XDTE Omega Ratio Rank: 68
XDTE Calmar Ratio Rank: 65
XDTE Martin Ratio Rank: 76

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.

VT vs. XDTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) 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.

	VT	XDTE	Difference
Sharpe ratio: Return per unit of total volatility	1.94	1.92	+0.02
Sortino ratio: Return per unit of downside risk	2.67	2.55	+0.12
Omega ratio: Gain probability vs. loss probability	1.35	1.35	0.00
Calmar ratio: Return relative to maximum drawdown	2.68	2.84	-0.16
Martin ratio: Return relative to average drawdown	11.67	12.55	-0.88

VT vs. XDTE - Sharpe Ratio Comparison

The current VT Sharpe Ratio is 1.94, which is comparable to the XDTE Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of VT and XDTE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VT vs. XDTE - Drawdown Comparison

The maximum VT drawdown since its inception was -50.27%, which is greater than XDTE's maximum drawdown of -19.09%. Use the drawdown chart below to compare losses from any high point for VT and XDTE.

Drawdown Indicators

	VT	XDTE	Difference
Max Drawdown Largest peak-to-trough decline	-50.27%	-19.09%	-31.18%
Max Drawdown (1Y) Largest decline over 1 year	-9.67%	-7.68%	-1.99%
Max Drawdown (3Y) Largest decline over 3 years	-16.51%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-26.38%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.24%	—	—
Current Drawdown Current decline from peak	-1.92%	-2.36%	+0.44%
Average Drawdown Average peak-to-trough decline	-7.01%	-2.32%	-4.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.22%	1.74%	+0.48%

Volatility

VT vs. XDTE - Volatility Comparison

Vanguard Total World Stock ETF (VT) has a higher volatility of 5.26% compared to Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) at 3.93%. This indicates that VT'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.

Volatility by Period

	VT	XDTE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.26%	3.93%	+1.33%
Volatility (6M) Calculated over the trailing 6-month period	11.01%	8.88%	+2.13%
Volatility (1Y) Calculated over the trailing 1-year period	13.38%	11.38%	+2.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.15%	13.92%	+2.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.27%	13.92%	+3.35%

VT vs. XDTE - Expense Ratio Comparison

VT has a 0.06% expense ratio, which is lower than XDTE's 0.97% expense ratio.

Dividends

VT vs. XDTE - Dividend Comparison

VT's dividend yield for the trailing twelve months is around 1.61%, less than XDTE's 33.43% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VT Vanguard Total World Stock ETF	1.61%	1.82%	1.95%	2.08%	2.20%	1.82%	1.66%	2.32%	2.53%	2.11%	2.39%	2.45%
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

Can I hold both VT and XDTE in my portfolio?

With a correlation of 0.94, VT and XDTE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, VT or XDTE?

VT has higher volatility (5.26%) compared to XDTE (3.93%). In terms of maximum drawdown, VT dropped -50.27% vs XDTE's -19.09%.

Which ETF is better, VT or XDTE?

On 1-year performance, VT leads with 25.83% vs 21.75% for XDTE. On fees, VT is cheaper at 0.06% per year. On volatility, XDTE has been the lower-risk option at 3.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VT or XDTE?

Over the 1-year period, VT has performed better with a 25.83% return vs 21.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VT or XDTE?

VT is cheaper with a 0.06% expense ratio, compared with 0.97% for XDTE.

Which ETF pays a higher dividend yield, VT or XDTE?

XDTE has the higher dividend yield at 33.43%, compared with 1.61% for VT.

What is the main difference between VT and XDTE?

VT is categorized as Global Equities, while XDTE is Derivative Income. They also come from different issuers: Vanguard and Roundhill. Their fees differ too: 0.06% for VT and 0.97% for XDTE.

Which has better risk-adjusted returns?

VT currently has the higher Sharpe Ratio (1.94 vs 1.92), 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.