XDTE vs. XOM
XDTE (Roundhill S&P 500 0DTE Covered Call Strategy ETF) is Derivative Income fund actively managed by Roundhill, while XOM (Exxon Mobil Corporation) is a stock. Over the past year, XDTE returned 21.75% vs 38.24% for XOM. At a 0.04 correlation, their price movements are largely independent.
Performance
XDTE vs. XOM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XDTE achieves a 6.97% return, which is significantly lower than XOM's 23.81% return.
XDTE
- 1D
- 0.65%
- 1M
- -0.46%
- YTD
- 6.97%
- 6M
- 7.43%
- 1Y
- 21.75%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XOM
- 1D
- 0.28%
- 1M
- -2.35%
- YTD
- 23.81%
- 6M
- 25.40%
- 1Y
- 38.24%
- 3Y*
- 15.15%
- 5Y*
- 23.23%
- 10Y*
- 9.64%
XDTE vs. XOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XDTE Roundhill S&P 500 0DTE Covered Call Strategy ETF | 6.97% | 12.60% | 17.12% |
XOM Exxon Mobil Corporation | 23.81% | 15.98% | 3.23% |
Correlation
The correlation between XDTE and XOM is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.17 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2024 | 0.04 |
The correlation between XDTE and XOM shifts across timeframes, from -0.17 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XDTE vs. XOM — Risk / Return Rank
XDTE
XOM
XDTE vs. XOM - 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 Exxon Mobil Corporation (XOM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XDTE | XOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.26 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 2.45 | +0.39 |
| Martin ratioReturn relative to average drawdown | 12.55 | 6.56 | +5.99 |
Loading charts...
Drawdowns
XDTE vs. XOM - Drawdown Comparison
The maximum XDTE drawdown since its inception was -19.09%, smaller than the maximum XOM drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for XDTE and XOM.
Loading charts...
Drawdown Indicators
| XDTE | XOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.09% | -62.40% | +43.31% |
Max Drawdown (1Y)Largest decline over 1 year | -7.68% | -15.69% | +8.01% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.92% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.51% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -61.34% | — |
Current DrawdownCurrent decline from peak | -2.36% | -13.68% | +11.32% |
Average DrawdownAverage peak-to-trough decline | -2.32% | -10.20% | +7.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 5.84% | -4.10% |
Volatility
XDTE vs. XOM - Volatility Comparison
The current volatility for Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) is 3.93%, while Exxon Mobil Corporation (XOM) has a volatility of 9.08%. This indicates that XDTE experiences smaller price fluctuations and is considered to be less risky than XOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XDTE | XOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.93% | 9.08% | -5.15% |
Volatility (6M)Calculated over the trailing 6-month period | 8.88% | 20.51% | -11.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.38% | 24.51% | -13.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.92% | 26.77% | -12.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.92% | 28.20% | -14.28% |
Dividends
XDTE vs. XOM - Dividend Comparison
XDTE's dividend yield for the trailing twelve months is around 33.43%, more than XOM's 2.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDTE Roundhill S&P 500 0DTE Covered Call Strategy ETF | 33.43% | 39.16% | 20.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XOM Exxon Mobil Corporation | 2.78% | 3.32% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% |
Frequently Asked Questions
XDTE and XOM have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XOM has higher volatility (9.08%) compared to XDTE (3.93%). In terms of maximum drawdown, XDTE dropped -19.09% vs XOM's -62.40%.
XDTE currently has the higher Sharpe Ratio (1.92 vs 1.57), 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.
Find the right allocation for XDTE and XOM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer