PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
XDTE vs. IVV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

XDTE vs. IVV - 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 iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.34%
11.44%
XDTE
IVV

Returns By Period


XDTE

YTD

N/A

1M

1.28%

6M

13.67%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

IVV

YTD

25.01%

1M

0.62%

6M

11.72%

1Y

32.40%

5Y (annualized)

15.50%

10Y (annualized)

13.10%

Key characteristics


XDTEIVV
Daily Std Dev12.01%12.20%
Max Drawdown-6.90%-55.25%
Current Drawdown-1.53%-1.74%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XDTE vs. IVV - Expense Ratio Comparison

XDTE has a 0.95% expense ratio, which is higher than IVV's 0.03% 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 IVV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.01.0

The correlation between XDTE and IVV is 0.95, 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. IVV - 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 iShares Core S&P 500 ETF (IVV). 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
IVV

Chart placeholderNot enough data

Dividends

XDTE vs. IVV - Dividend Comparison

XDTE's dividend yield for the trailing twelve months is around 15.45%, more than IVV's 1.26% yield.


TTM20232022202120202019201820172016201520142013
XDTE
Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF
15.45%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IVV
iShares Core S&P 500 ETF
1.26%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%1.80%

Drawdowns

XDTE vs. IVV - Drawdown Comparison

The maximum XDTE drawdown since its inception was -6.90%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for XDTE and IVV. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.53%
-1.74%
XDTE
IVV

Volatility

XDTE vs. IVV - Volatility Comparison

The current volatility for Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) is 3.66%, while iShares Core S&P 500 ETF (IVV) has a volatility of 4.08%. This indicates that XDTE experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.66%
4.08%
XDTE
IVV