XDTE vs. C
XDTE (Roundhill S&P 500 0DTE Covered Call Strategy ETF) is Derivative Income fund actively managed by Roundhill, while C (Citigroup Inc.) is a stock. Over the past year, XDTE returned 21.75% vs 82.79% for C. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
XDTE vs. C - Performance Comparison
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Returns By Period
In the year-to-date period, XDTE achieves a 6.97% return, which is significantly lower than C's 21.02% return.
XDTE
- 1D
- 0.65%
- 1M
- -0.46%
- YTD
- 6.97%
- 6M
- 7.43%
- 1Y
- 21.75%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
C
- 1D
- 1.27%
- 1M
- 12.68%
- YTD
- 21.02%
- 6M
- 26.32%
- 1Y
- 82.79%
- 3Y*
- 46.87%
- 5Y*
- 16.80%
- 10Y*
- 16.22%
XDTE vs. C - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XDTE Roundhill S&P 500 0DTE Covered Call Strategy ETF | 6.97% | 12.60% | 17.12% |
C Citigroup Inc. | 21.02% | 70.38% | 26.24% |
Correlation
The correlation between XDTE and C is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2024 | 0.57 |
The correlation between XDTE and C has been stable across timeframes, ranging from 0.57 to 0.60 - a consistent structural relationship.
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Return for Risk
XDTE vs. C — Risk / Return Rank
XDTE
C
XDTE vs. C - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) and Citigroup Inc. (C). 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.
| XDTE | C | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.45 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 5.64 | -2.80 |
| Martin ratioReturn relative to average drawdown | 12.55 | 16.25 | -3.70 |
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Drawdowns
XDTE vs. C - Drawdown Comparison
The maximum XDTE drawdown since its inception was -19.09%, smaller than the maximum C drawdown of -98.00%. Use the drawdown chart below to compare losses from any high point for XDTE and C.
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Drawdown Indicators
| XDTE | C | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.09% | -98.00% | +78.91% |
Max Drawdown (1Y)Largest decline over 1 year | -7.68% | -14.76% | +7.08% |
Max Drawdown (3Y)Largest decline over 3 years | — | -31.31% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -44.53% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.51% | — |
Current DrawdownCurrent decline from peak | -2.36% | -62.68% | +60.32% |
Average DrawdownAverage peak-to-trough decline | -2.32% | -43.51% | +41.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 5.12% | -3.38% |
Volatility
XDTE vs. C - Volatility Comparison
The current volatility for Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) is 3.93%, while Citigroup Inc. (C) has a volatility of 8.30%. This indicates that XDTE experiences smaller price fluctuations and is considered to be less risky than C based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDTE | C | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.93% | 8.30% | -4.37% |
Volatility (6M)Calculated over the trailing 6-month period | 8.88% | 23.09% | -14.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.38% | 28.37% | -16.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.92% | 29.20% | -15.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.92% | 33.23% | -19.31% |
Dividends
XDTE vs. C - Dividend Comparison
XDTE's dividend yield for the trailing twelve months is around 33.43%, more than C's 1.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
C Citigroup Inc. | 1.72% | 1.99% | 3.10% | 4.04% | 4.51% | 3.38% | 3.31% | 2.40% | 2.96% | 1.29% | 0.71% | 0.31% |
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
XDTE and C have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
C has higher volatility (8.30%) compared to XDTE (3.93%). In terms of maximum drawdown, XDTE dropped -19.09% vs C's -98.00%.
C currently has the higher Sharpe Ratio (2.93 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.
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