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

Key characteristics


XDTEYMAX
Daily Std Dev12.02%18.23%
Max Drawdown-6.90%-12.78%
Current Drawdown0.00%-0.11%

Correlation

-0.50.00.51.00.8

The correlation between XDTE and YMAX is 0.81, 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. YMAX - 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%
10.48%
XDTE
YMAX

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XDTE vs. YMAX - Expense Ratio Comparison

XDTE has a 0.95% expense ratio, which is lower than YMAX's 1.28% expense ratio.


YMAX
YieldMax Universe Fund of Option Income ETFs
Expense ratio chart for YMAX: current value at 1.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.28%
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%

Risk-Adjusted Performance

XDTE vs. YMAX - 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 YieldMax Universe Fund of Option Income ETFs (YMAX). 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

XDTE vs. YMAX - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

XDTE vs. YMAX - Dividend Comparison

XDTE's dividend yield for the trailing twelve months is around 14.64%, less than YMAX's 33.41% yield.


TTM
XDTE
Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF
14.64%
YMAX
YieldMax Universe Fund of Option Income ETFs
33.41%

Drawdowns

XDTE vs. YMAX - Drawdown Comparison

The maximum XDTE drawdown since its inception was -6.90%, smaller than the maximum YMAX drawdown of -12.78%. Use the drawdown chart below to compare losses from any high point for XDTE and YMAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.11%
XDTE
YMAX

Volatility

XDTE vs. YMAX - Volatility Comparison

The current volatility for Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) is 3.42%, while YieldMax Universe Fund of Option Income ETFs (YMAX) has a volatility of 5.63%. This indicates that XDTE experiences smaller price fluctuations and is considered to be less risky than YMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.42%
5.63%
XDTE
YMAX