XDTE vs. YMAX

In the year-to-date period, XDTE achieves a -3.64% return, which is significantly lower than YMAX's -0.98% return.

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

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.

The current XDTE Sharpe Ratio is 0.54, which is higher than the YMAX Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of XDTE and YMAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

XDTE's dividend yield for the trailing twelve months is around 30.33%, less than YMAX's 58.09% yield.

The maximum XDTE drawdown since its inception was -19.09%, smaller than the maximum YMAX drawdown of -25.55%. Use the drawdown chart below to compare losses from any high point for XDTE and YMAX. For additional features, visit the drawdowns tool.

The current volatility for Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) is 5.93%, while YieldMax Universe Fund of Option Income ETFs (YMAX) has a volatility of 7.62%. 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.