WEEK vs. XDTE

Last updated Apr 2, 2026

Compare and contrast key facts about Roundhill Weekly T-Bill ETF (WEEK) and Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE).

WEEK and XDTE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WEEK is an actively managed fund by Roundhill. It was launched on Mar 5, 2025. XDTE is an actively managed fund by Roundhill. It was launched on Mar 7, 2024.

Performance

WEEK vs. XDTE - Performance Comparison

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

WEEK vs. XDTE - Yearly Performance Comparison

	2026 (YTD)	2025
WEEK Roundhill Weekly T-Bill ETF	0.87%	3.37%
XDTE Roundhill S&P 500 0DTE Covered Call Strategy ETF	-2.43%	15.29%

Returns By Period

In the year-to-date period, WEEK achieves a 0.87% return, which is significantly higher than XDTE's -2.43% return.

WEEK

• 1D: 0.04%
• 1M: 0.37%
• YTD: 0.87%
• 6M: 1.87%
• 1Y: 3.97%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XDTE

• 1D: 1.03%
• 1M: -4.05%
• YTD: -2.43%
• 6M: 0.99%
• 1Y: 13.86%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WEEK vs. XDTE - Expense Ratio Comparison

WEEK has a 0.19% expense ratio, which is lower than XDTE's 0.97% expense ratio.

XDTE

Roundhill S&P 500 0DTE Covered Call Strategy ETF

WEEK

Roundhill Weekly T-Bill ETF

Return for Risk

WEEK vs. XDTE — Risk / Return Rank

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

WEEK

WEEK Risk / Return Rank: 99
WEEK Sharpe Ratio Rank: 99
WEEK Sortino Ratio Rank: 99
WEEK Omega Ratio Rank: 99
WEEK Calmar Ratio Rank: 99
WEEK Martin Ratio Rank: 100

XDTE

XDTE Risk / Return Rank: 45
XDTE Sharpe Ratio Rank: 48
XDTE Sortino Ratio Rank: 41
XDTE Omega Ratio Rank: 48
XDTE Calmar Ratio Rank: 41
XDTE Martin Ratio Rank: 46

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.

WEEK vs. XDTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Weekly T-Bill ETF (WEEK) 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.

	WEEK	XDTE	Difference
Sharpe ratio Return per unit of total volatility	9.54	0.90	+8.63
Sortino ratio Return per unit of downside risk	19.73	1.21	+18.52
Omega ratio Gain probability vs. loss probability	4.76	1.19	+3.56
Calmar ratio Return relative to maximum drawdown	30.68	1.12	+29.56
Martin ratio Return relative to average drawdown	269.70	4.60	+265.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WEEK vs. XDTE - Sharpe Ratio Comparison

The current WEEK Sharpe Ratio is 9.54, which is higher than the XDTE Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of WEEK and XDTE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WEEK	XDTE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	9.54	0.90	+8.63
Sharpe Ratio (All Time) Calculated using the full available price history	9.81	0.90	+8.90

Correlation

The correlation between WEEK and XDTE is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

WEEK vs. XDTE - Dividend Comparison

WEEK's dividend yield for the trailing twelve months is around 3.83%, less than XDTE's 38.73% yield.

	TTM	2025	2024
WEEK Roundhill Weekly T-Bill ETF	3.83%	3.27%	0.00%
XDTE Roundhill S&P 500 0DTE Covered Call Strategy ETF	38.73%	39.16%	20.35%

Drawdowns

WEEK vs. XDTE - Drawdown Comparison

The maximum WEEK drawdown since its inception was -0.13%, smaller than the maximum XDTE drawdown of -19.09%. Use the drawdown chart below to compare losses from any high point for WEEK and XDTE.

Drawdown Indicators

	WEEK	XDTE	Difference
Max Drawdown Largest peak-to-trough decline	-0.13%	-19.09%	+18.96%
Max Drawdown (1Y) Largest decline over 1 year	-0.13%	-12.87%	+12.74%
Current Drawdown Current decline from peak	0.00%	-4.87%	+4.87%
Average Drawdown Average peak-to-trough decline	-0.01%	-2.44%	+2.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.01%	3.14%	-3.13%

Volatility

WEEK vs. XDTE - Volatility Comparison

The current volatility for Roundhill Weekly T-Bill ETF (WEEK) is 0.12%, while Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) has a volatility of 4.77%. This indicates that WEEK experiences smaller price fluctuations and is considered to be less risky than XDTE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WEEK	XDTE	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.12%	4.77%	-4.65%
Volatility (6M) Calculated over the trailing 6-month period	0.36%	8.90%	-8.54%
Volatility (1Y) Calculated over the trailing 1-year period	0.42%	15.42%	-15.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.41%	14.07%	-13.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.41%	14.07%	-13.66%