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

Performance

XDTE vs. QDTE - 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 Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.75%
13.95%
XDTE
QDTE

Returns By Period


XDTE

YTD

N/A

1M

1.49%

6M

14.22%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

QDTE

YTD

N/A

1M

1.70%

6M

14.51%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


XDTEQDTE
Daily Std Dev11.91%17.08%
Max Drawdown-6.90%-10.74%
Current Drawdown-1.51%-2.18%

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XDTE vs. QDTE - Expense Ratio Comparison

Both XDTE and QDTE have an expense ratio of 0.95%.


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 QDTE: 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%

Correlation

-0.50.00.51.00.9

The correlation between XDTE and QDTE is 0.91, 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. QDTE - 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 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.


Sharpe ratio
No data
XDTE
QDTE

Chart placeholderNot enough data

Dividends

XDTE vs. QDTE - Dividend Comparison

XDTE's dividend yield for the trailing twelve months is around 15.45%, less than QDTE's 24.24% yield.


TTM
XDTE
Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF
15.45%
QDTE
Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF
24.24%

Drawdowns

XDTE vs. QDTE - Drawdown Comparison

The maximum XDTE drawdown since its inception was -6.90%, smaller than the maximum QDTE drawdown of -10.74%. Use the drawdown chart below to compare losses from any high point for XDTE and QDTE. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.51%
-2.18%
XDTE
QDTE

Volatility

XDTE vs. QDTE - Volatility Comparison

The current volatility for Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) is 3.54%, while Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE) has a volatility of 5.03%. This indicates that XDTE experiences smaller price fluctuations and is considered to be less risky than QDTE 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%
5.03%
XDTE
QDTE