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

Performance

XDTE vs. YMAX - 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 YieldMax Universe Fund of Option Income ETFs (YMAX). 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%
9.61%
XDTE
YMAX

Returns By Period


XDTE

YTD

N/A

1M

1.49%

6M

14.22%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

YMAX

YTD

N/A

1M

7.80%

6M

11.37%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


XDTEYMAX
Daily Std Dev11.91%18.20%
Max Drawdown-6.90%-12.78%
Current Drawdown-1.51%-0.49%

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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%

Correlation

-0.50.00.51.00.8

The correlation between XDTE and YMAX is 0.79, 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. 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.


Sharpe ratio
No data
XDTE
YMAX

Chart placeholderNot enough data

Dividends

XDTE vs. YMAX - Dividend Comparison

XDTE's dividend yield for the trailing twelve months is around 15.45%, less than YMAX's 34.19% yield.


TTM
XDTE
Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF
15.45%
YMAX
YieldMax Universe Fund of Option Income ETFs
34.19%

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%JuneJulyAugustSeptemberOctoberNovember
-1.51%
-0.49%
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 3.54%, while YieldMax Universe Fund of Option Income ETFs (YMAX) has a volatility of 5.73%. 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
3.54%
5.73%
XDTE
YMAX