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XDTE vs. FEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

XDTE vs. FEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) and REX FANG & Innovation Equity Premium Income ETF (FEPI). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.22%
6.87%
XDTE
FEPI

Returns By Period


XDTE

YTD

N/A

1M

1.49%

6M

14.22%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

FEPI

YTD

16.04%

1M

1.93%

6M

6.86%

1Y

21.54%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


XDTEFEPI
Daily Std Dev11.91%15.76%
Max Drawdown-6.90%-14.17%
Current Drawdown-1.51%-2.18%

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XDTE vs. FEPI - Expense Ratio Comparison

XDTE has a 0.95% expense ratio, which is higher than FEPI's 0.65% expense ratio.


XDTE
Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF
Expense ratio chart for XDTE: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for FEPI: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Correlation

-0.50.00.51.00.8

The correlation between XDTE and FEPI is 0.84, 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.

Risk-Adjusted Performance

XDTE vs. FEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) and REX FANG & Innovation Equity Premium Income ETF (FEPI). 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.


Sharpe ratio
No data
XDTE
FEPI

Chart placeholderNot enough data

Dividends

XDTE vs. FEPI - Dividend Comparison

XDTE's dividend yield for the trailing twelve months is around 15.45%, less than FEPI's 26.25% yield.


TTM2023
XDTE
Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF
15.45%0.00%
FEPI
REX FANG & Innovation Equity Premium Income ETF
26.25%4.21%

Drawdowns

XDTE vs. FEPI - Drawdown Comparison

The maximum XDTE drawdown since its inception was -6.90%, smaller than the maximum FEPI drawdown of -14.17%. Use the drawdown chart below to compare losses from any high point for XDTE and FEPI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.51%
-2.18%
XDTE
FEPI

Volatility

XDTE vs. FEPI - Volatility Comparison

The current volatility for Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) is 3.54%, while REX FANG & Innovation Equity Premium Income ETF (FEPI) has a volatility of 4.63%. This indicates that XDTE experiences smaller price fluctuations and is considered to be less risky than FEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.54%
4.63%
XDTE
FEPI