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

Performance

XDTE vs. SVOL - 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 Simplify Volatility Premium ETF (SVOL). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.75%
2.53%
XDTE
SVOL

Returns By Period


XDTE

YTD

N/A

1M

1.49%

6M

14.22%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

SVOL

YTD

9.01%

1M

1.37%

6M

2.89%

1Y

11.17%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


XDTESVOL
Daily Std Dev11.91%12.01%
Max Drawdown-6.90%-15.68%
Current Drawdown-1.51%-0.78%

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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%

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.

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.


Sharpe ratio
No data
XDTE
SVOL

Chart placeholderNot enough data

Dividends

XDTE vs. SVOL - Dividend Comparison

XDTE's dividend yield for the trailing twelve months is around 15.45%, less than SVOL's 16.40% yield.


TTM202320222021
XDTE
Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF
15.45%0.00%0.00%0.00%
SVOL
Simplify Volatility Premium ETF
16.40%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%JuneJulyAugustSeptemberOctoberNovember
-1.51%
-0.78%
XDTE
SVOL

Volatility

XDTE vs. SVOL - Volatility Comparison

Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) has a higher volatility of 3.54% compared to Simplify Volatility Premium ETF (SVOL) at 3.23%. This indicates that XDTE's price experiences larger fluctuations and is considered to be riskier than SVOL based on this measure. 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
3.54%
3.23%
XDTE
SVOL