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

Key characteristics


XDTESVOL
Daily Std Dev12.02%11.94%
Max Drawdown-6.90%-15.68%
Current Drawdown0.00%-0.05%

Correlation

-0.50.00.51.00.7

The correlation between XDTE and SVOL is 0.73, 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.

Performance

XDTE vs. SVOL - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
16.55%
4.05%
XDTE
SVOL

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. SVOL - Expense Ratio Comparison

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

Risk-Adjusted Performance

XDTE vs. SVOL - 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 Simplify Volatility Premium ETF (SVOL). 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.


XDTE
Sharpe ratio
No data
SVOL
Sharpe ratio
The chart of Sharpe ratio for SVOL, currently valued at 1.11, compared to the broader market-2.000.002.004.006.001.11
Sortino ratio
The chart of Sortino ratio for SVOL, currently valued at 1.49, compared to the broader market-2.000.002.004.006.008.0010.0012.001.49
Omega ratio
The chart of Omega ratio for SVOL, currently valued at 1.28, compared to the broader market1.001.502.002.503.001.28
Calmar ratio
The chart of Calmar ratio for SVOL, currently valued at 1.21, compared to the broader market0.005.0010.0015.001.21
Martin ratio
The chart of Martin ratio for SVOL, currently valued at 7.91, compared to the broader market0.0020.0040.0060.0080.00100.007.91

XDTE vs. SVOL - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

XDTE vs. SVOL - Dividend Comparison

XDTE's dividend yield for the trailing twelve months is around 14.64%, less than SVOL's 16.29% yield.


TTM202320222021
XDTE
Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF
14.64%0.00%0.00%0.00%
SVOL
Simplify Volatility Premium ETF
16.29%16.37%18.31%4.65%

Drawdowns

XDTE vs. SVOL - Drawdown Comparison

The maximum XDTE drawdown since its inception was -6.90%, smaller than the maximum SVOL drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for XDTE and SVOL. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.05%
XDTE
SVOL

Volatility

XDTE vs. SVOL - Volatility Comparison

Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) and Simplify Volatility Premium ETF (SVOL) have volatilities of 3.42% and 3.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.42%
3.40%
XDTE
SVOL