XDTE vs. VTI

Last updated Jun 9, 2026

XDTE (Roundhill S&P 500 0DTE Covered Call Strategy ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - XDTE is a Derivative Income fund actively managed by Roundhill, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. XDTE is actively managed, while VTI is passively managed. Over the past year, XDTE returned 22.20% vs 24.96% for VTI. With a 0.96 correlation, they move nearly in lockstep. XDTE charges 0.97%/yr vs 0.03%/yr for VTI.

Performance

XDTE vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XDTE achieves a 6.69% return, which is significantly lower than VTI's 9.05% return.

XDTE

• 1D: 0.31%
• 1M: -0.27%
• YTD: 6.69%
• 6M: 6.52%
• 1Y: 22.20%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VTI

• 1D: 0.30%
• 1M: 0.44%
• YTD: 9.05%
• 6M: 8.94%
• 1Y: 24.96%
• 3Y*: 21.05%
• 5Y*: 12.25%
• 10Y*: 14.84%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XDTE vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
XDTE Roundhill S&P 500 0DTE Covered Call Strategy ETF	6.69%	12.60%	17.12%
VTI Vanguard Total Stock Market ETF	9.05%	17.10%	15.89%

Correlation

The correlation between XDTE and VTI is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (All Time) Calculated using the full available price history since Mar 7, 2024	0.96

The correlation between XDTE and VTI has been stable across timeframes, ranging from 0.96 to 0.96 - a consistent structural relationship.

XDTE vs. VTI - Sectors Allocation Comparison

Sectors	XDTE	VTI
Technology	35.6%	33.5%
Financial Services	11.8%	12.0%
Communication Services	11.2%	10.3%
Consumer Cyclical	10.1%	10.0%
Healthcare	8.5%	9.2%
Industrials	8.3%	9.8%
Consumer Defensive	4.9%	4.7%
Energy	3.5%	3.7%
Utilities	2.4%	2.3%
Real Estate	1.9%	2.4%
Basic Materials	1.8%	2.0%

Return for Risk

XDTE vs. VTI — Risk / Return Rank

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

XDTE

XDTE Risk / Return Rank: 68
XDTE Sharpe Ratio Rank: 67
XDTE Sortino Ratio Rank: 63
XDTE Omega Ratio Rank: 68
XDTE Calmar Ratio Rank: 64
XDTE Martin Ratio Rank: 76

VTI

VTI Risk / Return Rank: 68
VTI Sharpe Ratio Rank: 68
VTI Sortino Ratio Rank: 66
VTI Omega Ratio Rank: 68
VTI Calmar Ratio Rank: 62
VTI Martin Ratio Rank: 75

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XDTE vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) and Vanguard Total Stock Market ETF (VTI). 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	VTI	Difference
Sharpe ratio: Return per unit of total volatility	1.99	2.02	-0.03
Sortino ratio: Return per unit of downside risk	2.64	2.73	-0.09
Omega ratio: Gain probability vs. loss probability	1.37	1.36	0.00
Calmar ratio: Return relative to maximum drawdown	2.90	2.81	+0.09
Martin ratio: Return relative to average drawdown	13.13	12.85	+0.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDTE vs. VTI - Sharpe Ratio Comparison

The current XDTE Sharpe Ratio is 1.99, which is comparable to the VTI Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of XDTE and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XDTE	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.99	2.02	-0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.71	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.81	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.16	0.50	+0.66

Drawdowns

XDTE vs. VTI - Drawdown Comparison

The maximum XDTE drawdown since its inception was -19.09%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for XDTE and VTI.

Drawdown Indicators

	XDTE	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-19.09%	-55.45%	+36.36%
Max Drawdown (1Y) Largest decline over 1 year	-7.68%	-8.92%	+1.24%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.30%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.36%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-2.61%	-2.64%	+0.03%
Average Drawdown Average peak-to-trough decline	-2.31%	-8.02%	+5.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.69%	1.95%	-0.26%

Volatility

XDTE vs. VTI - Volatility Comparison

The current volatility for Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) is 3.50%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 3.88%. This indicates that XDTE experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDTE	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.50%	3.88%	-0.38%
Volatility (6M) Calculated over the trailing 6-month period	8.68%	9.55%	-0.87%
Volatility (1Y) Calculated over the trailing 1-year period	11.25%	12.44%	-1.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.92%	17.44%	-3.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.92%	18.33%	-4.41%

XDTE vs. VTI - Expense Ratio Comparison

XDTE has a 0.97% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

XDTE vs. VTI - Dividend Comparison

XDTE's dividend yield for the trailing twelve months is around 33.68%, more than VTI's 1.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VTI Vanguard Total Stock Market ETF	1.03%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%
XDTE Roundhill S&P 500 0DTE Covered Call Strategy ETF	33.68%	39.16%	20.35%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XDTE and VTI in my portfolio?

With a correlation of 0.96, XDTE and VTI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, XDTE or VTI?

VTI has higher volatility (3.88%) compared to XDTE (3.50%). In terms of maximum drawdown, XDTE dropped -19.09% vs VTI's -55.45%.

Which ETF is better, XDTE or VTI?

On 1-year performance, VTI leads with 24.96% vs 22.20% for XDTE. On fees, VTI is cheaper at 0.03% per year. On volatility, XDTE has been the lower-risk option at 3.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XDTE or VTI?

Over the 1-year period, VTI has performed better with a 24.96% return vs 22.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XDTE or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.97% for XDTE.

Which ETF pays a higher dividend yield, XDTE or VTI?

XDTE has the higher dividend yield at 33.68%, compared with 1.03% for VTI.

What is the main difference between XDTE and VTI?

XDTE is categorized as Derivative Income, while VTI is Large Cap Blend Equities. They also come from different issuers: Roundhill and Vanguard. Their fees differ too: 0.97% for XDTE and 0.03% for VTI.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (2.02 vs 1.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.