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WLTG vs. QDTE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WLTG vs. QDTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WealthTrust DBS Long Term Growth ETF (WLTG) and Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE). The values are adjusted to include any dividend payments, if applicable.

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WLTG vs. QDTE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, WLTG achieves a -1.62% return, which is significantly higher than QDTE's -3.92% return.


WLTG

1D
1.10%
1M
-4.93%
YTD
-1.62%
6M
2.02%
1Y
26.65%
3Y*
20.79%
5Y*
10Y*

QDTE

1D
1.50%
1M
-4.27%
YTD
-3.92%
6M
0.35%
1Y
21.01%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WLTG vs. QDTE - Expense Ratio Comparison

WLTG has a 0.75% expense ratio, which is lower than QDTE's 0.95% expense ratio.


Return for Risk

WLTG vs. QDTE — Risk / Return Rank

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

WLTG
WLTG Risk / Return Rank: 8383
Overall Rank
WLTG Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
WLTG Sortino Ratio Rank: 8383
Sortino Ratio Rank
WLTG Omega Ratio Rank: 7979
Omega Ratio Rank
WLTG Calmar Ratio Rank: 8585
Calmar Ratio Rank
WLTG Martin Ratio Rank: 8787
Martin Ratio Rank

QDTE
QDTE Risk / Return Rank: 5858
Overall Rank
QDTE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
QDTE Sortino Ratio Rank: 5454
Sortino Ratio Rank
QDTE Omega Ratio Rank: 5656
Omega Ratio Rank
QDTE Calmar Ratio Rank: 5959
Calmar Ratio Rank
QDTE Martin Ratio Rank: 5959
Martin Ratio Rank
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.

WLTG vs. QDTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WealthTrust DBS Long Term Growth ETF (WLTG) and Roundhill ETF Trust - Roundhill N-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.


WLTGQDTEDifference

Sharpe ratio

Return per unit of total volatility

1.60

1.09

+0.51

Sortino ratio

Return per unit of downside risk

2.27

1.46

+0.81

Omega ratio

Gain probability vs. loss probability

1.32

1.22

+0.10

Calmar ratio

Return relative to maximum drawdown

2.79

1.56

+1.23

Martin ratio

Return relative to average drawdown

11.32

5.99

+5.33

WLTG vs. QDTE - Sharpe Ratio Comparison

The current WLTG Sharpe Ratio is 1.60, which is higher than the QDTE Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of WLTG and QDTE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WLTGQDTEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

1.09

+0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.80

-0.24

Correlation

The correlation between WLTG and QDTE is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WLTG vs. QDTE - Dividend Comparison

WLTG's dividend yield for the trailing twelve months is around 4.50%, less than QDTE's 51.17% yield.


TTM20252024202320222021
WLTG
WealthTrust DBS Long Term Growth ETF
4.50%4.43%0.55%0.71%0.44%0.02%
QDTE
Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF
51.17%49.49%32.09%0.00%0.00%0.00%

Drawdowns

WLTG vs. QDTE - Drawdown Comparison

The maximum WLTG drawdown since its inception was -25.14%, which is greater than QDTE's maximum drawdown of -22.86%. Use the drawdown chart below to compare losses from any high point for WLTG and QDTE.


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Drawdown Indicators


WLTGQDTEDifference

Max Drawdown

Largest peak-to-trough decline

-25.14%

-22.86%

-2.28%

Max Drawdown (1Y)

Largest decline over 1 year

-9.56%

-14.08%

+4.52%

Current Drawdown

Current decline from peak

-5.89%

-6.92%

+1.03%

Average Drawdown

Average peak-to-trough decline

-9.39%

-3.30%

-6.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

3.68%

-1.32%

Volatility

WLTG vs. QDTE - Volatility Comparison

WealthTrust DBS Long Term Growth ETF (WLTG) and Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE) have volatilities of 5.70% and 5.86%, 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.


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Volatility by Period


WLTGQDTEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.70%

5.86%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

10.93%

12.11%

-1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

16.73%

19.37%

-2.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.25%

18.71%

-3.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.25%

18.71%

-3.46%