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

Correlation

The correlation between XDTE and SCHD is 0.45, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

XDTE vs. SCHD - 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 Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
12.30%
11.10%
XDTE
SCHD

Key characteristics

Sharpe Ratio

XDTE:

0.83

SCHD:

0.64

Sortino Ratio

XDTE:

1.17

SCHD:

0.98

Omega Ratio

XDTE:

1.16

SCHD:

1.11

Calmar Ratio

XDTE:

1.12

SCHD:

0.97

Martin Ratio

XDTE:

3.92

SCHD:

2.34

Ulcer Index

XDTE:

2.73%

SCHD:

3.28%

Daily Std Dev

XDTE:

12.89%

SCHD:

12.05%

Max Drawdown

XDTE:

-9.58%

SCHD:

-33.37%

Current Drawdown

XDTE:

-7.50%

SCHD:

-3.88%

Returns By Period

In the year-to-date period, XDTE achieves a -3.51% return, which is significantly lower than SCHD's 2.93% return.


XDTE

YTD

-3.51%

1M

-4.33%

6M

-0.82%

1Y

10.82%

5Y*

N/A

10Y*

N/A

SCHD

YTD

2.93%

1M

-1.47%

6M

0.79%

1Y

8.34%

5Y*

17.40%

10Y*

11.47%

*Annualized

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. SCHD - Expense Ratio Comparison

XDTE has a 0.95% expense ratio, which is higher than SCHD's 0.06% expense ratio.


XDTE
Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF
Expense ratio chart for XDTE: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XDTE: 0.95%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

XDTE vs. SCHD — Risk-Adjusted Performance Rank

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

XDTE
The Risk-Adjusted Performance Rank of XDTE is 7272
Overall Rank
The Sharpe Ratio Rank of XDTE is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of XDTE is 6969
Sortino Ratio Rank
The Omega Ratio Rank of XDTE is 7171
Omega Ratio Rank
The Calmar Ratio Rank of XDTE is 7878
Calmar Ratio Rank
The Martin Ratio Rank of XDTE is 7575
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 6363
Overall Rank
The Sharpe Ratio Rank of SCHD is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 6262
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 5858
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XDTE vs. SCHD - 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 Schwab US Dividend Equity ETF (SCHD). 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
The chart of Sharpe ratio for XDTE, currently valued at 0.83, compared to the broader market-1.000.001.002.003.004.005.00
XDTE: 0.83
SCHD: 0.64
The chart of Sortino ratio for XDTE, currently valued at 1.17, compared to the broader market-2.000.002.004.006.008.0010.00
XDTE: 1.17
SCHD: 0.98
The chart of Omega ratio for XDTE, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.00
XDTE: 1.16
SCHD: 1.11
The chart of Calmar ratio for XDTE, currently valued at 1.12, compared to the broader market0.005.0010.0015.00
XDTE: 1.12
SCHD: 0.97
The chart of Martin ratio for XDTE, currently valued at 3.92, compared to the broader market0.0020.0040.0060.0080.00100.00
XDTE: 3.92
SCHD: 2.34

The current XDTE Sharpe Ratio is 0.83, which is higher than the SCHD Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of XDTE and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.600.700.800.901.001.10Thu 13Sat 15Mon 17Wed 19Fri 21Mar 23Tue 25Thu 27Sat 29Mon 31
0.83
0.64
XDTE
SCHD

Dividends

XDTE vs. SCHD - Dividend Comparison

XDTE's dividend yield for the trailing twelve months is around 28.89%, more than SCHD's 3.73% yield.


TTM20242023202220212020201920182017201620152014
XDTE
Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF
28.89%20.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.73%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

XDTE vs. SCHD - Drawdown Comparison

The maximum XDTE drawdown since its inception was -9.58%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for XDTE and SCHD. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.50%
-3.88%
XDTE
SCHD

Volatility

XDTE vs. SCHD - Volatility Comparison

Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) has a higher volatility of 5.39% compared to Schwab US Dividend Equity ETF (SCHD) at 4.65%. This indicates that XDTE's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2025FebruaryMarchApril
5.39%
4.65%
XDTE
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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