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

Performance

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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.22%
13.59%
XDTE
SPY

Returns By Period


XDTE

YTD

N/A

1M

1.49%

6M

14.22%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

SPY

YTD

26.08%

1M

1.77%

6M

13.59%

1Y

32.24%

5Y (annualized)

15.62%

10Y (annualized)

13.10%

Key characteristics


XDTESPY
Daily Std Dev11.91%12.14%
Max Drawdown-6.90%-55.19%
Current Drawdown-1.51%-0.85%

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XDTE vs. SPY - Expense Ratio Comparison

XDTE has a 0.95% expense ratio, which is higher than SPY's 0.09% 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 SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Correlation

-0.50.00.51.00.9

The correlation between XDTE and SPY 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. SPY - 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 SPDR S&P 500 ETF (SPY). 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
SPY

Chart placeholderNot enough data

Dividends

XDTE vs. SPY - Dividend Comparison

XDTE's dividend yield for the trailing twelve months is around 15.45%, more than SPY's 1.18% 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%
SPY
SPDR S&P 500 ETF
1.18%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

XDTE vs. SPY - Drawdown Comparison

The maximum XDTE drawdown since its inception was -6.90%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for XDTE and SPY. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.51%
-0.85%
XDTE
SPY

Volatility

XDTE vs. SPY - Volatility Comparison

The current volatility for Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) is 3.54%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.98%. This indicates that XDTE experiences smaller price fluctuations and is considered to be less risky than SPY 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
3.54%
3.98%
XDTE
SPY