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XDTE vs. GOOP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDTE vs. GOOP - Performance Comparison

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

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XDTE vs. GOOP - Yearly Performance Comparison


2026 (YTD)20252024
XDTE
Roundhill S&P 500 0DTE Covered Call Strategy ETF
-2.43%12.60%16.39%
GOOP
Kurv Yield Premium Strategy Google ETF
-7.56%52.46%30.80%

Returns By Period

In the year-to-date period, XDTE achieves a -2.43% return, which is significantly higher than GOOP's -7.56% return.


XDTE

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

GOOP

1D
4.38%
1M
-3.40%
YTD
-7.56%
6M
15.37%
1Y
68.05%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDTE vs. GOOP - Expense Ratio Comparison

XDTE has a 0.97% expense ratio, which is lower than GOOP's 0.99% expense ratio.


Return for Risk

XDTE vs. GOOP — Risk / Return Rank

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

XDTE
XDTE Risk / Return Rank: 4545
Overall Rank
XDTE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XDTE Sortino Ratio Rank: 4141
Sortino Ratio Rank
XDTE Omega Ratio Rank: 4848
Omega Ratio Rank
XDTE Calmar Ratio Rank: 4141
Calmar Ratio Rank
XDTE Martin Ratio Rank: 4646
Martin Ratio Rank

GOOP
GOOP Risk / Return Rank: 9292
Overall Rank
GOOP Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GOOP Sortino Ratio Rank: 9595
Sortino Ratio Rank
GOOP Omega Ratio Rank: 9292
Omega Ratio Rank
GOOP Calmar Ratio Rank: 8989
Calmar Ratio Rank
GOOP Martin Ratio Rank: 9090
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.

XDTE vs. GOOP - 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 Kurv Yield Premium Strategy Google ETF (GOOP). 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.


XDTEGOOPDifference

Sharpe ratio

Return per unit of total volatility

0.90

2.41

-1.51

Sortino ratio

Return per unit of downside risk

1.21

3.20

-2.00

Omega ratio

Gain probability vs. loss probability

1.19

1.42

-0.23

Calmar ratio

Return relative to maximum drawdown

1.12

3.03

-1.91

Martin ratio

Return relative to average drawdown

4.60

12.30

-7.70

XDTE vs. GOOP - Sharpe Ratio Comparison

The current XDTE Sharpe Ratio is 0.90, which is lower than the GOOP Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of XDTE and GOOP, 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


XDTEGOOPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

2.41

-1.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

1.26

-0.36

Correlation

The correlation between XDTE and GOOP is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XDTE vs. GOOP - Dividend Comparison

XDTE's dividend yield for the trailing twelve months is around 38.73%, more than GOOP's 13.52% yield.


TTM202520242023
XDTE
Roundhill S&P 500 0DTE Covered Call Strategy ETF
38.73%39.16%20.35%0.00%
GOOP
Kurv Yield Premium Strategy Google ETF
13.52%11.79%13.73%2.06%

Drawdowns

XDTE vs. GOOP - Drawdown Comparison

The maximum XDTE drawdown since its inception was -19.09%, smaller than the maximum GOOP drawdown of -27.49%. Use the drawdown chart below to compare losses from any high point for XDTE and GOOP.


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Drawdown Indicators


XDTEGOOPDifference

Max Drawdown

Largest peak-to-trough decline

-19.09%

-27.49%

+8.40%

Max Drawdown (1Y)

Largest decline over 1 year

-12.87%

-23.32%

+10.45%

Current Drawdown

Current decline from peak

-4.87%

-15.24%

+10.37%

Average Drawdown

Average peak-to-trough decline

-2.44%

-6.44%

+4.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

5.75%

-2.61%

Volatility

XDTE vs. GOOP - Volatility Comparison

The current volatility for Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) is 4.77%, while Kurv Yield Premium Strategy Google ETF (GOOP) has a volatility of 11.35%. This indicates that XDTE experiences smaller price fluctuations and is considered to be less risky than GOOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDTEGOOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

11.35%

-6.58%

Volatility (6M)

Calculated over the trailing 6-month period

8.90%

20.01%

-11.11%

Volatility (1Y)

Calculated over the trailing 1-year period

15.42%

28.37%

-12.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.07%

24.75%

-10.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.07%

24.75%

-10.68%