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YBTC vs. QDTE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YBTC vs. QDTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Bitcoin Covered Call Strategy ETF (YBTC) and Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, YBTC achieves a -23.96% return, which is significantly lower than QDTE's 10.53% return.


YBTC

1D
-3.00%
1M
3.48%
6M
-20.57%
YTD
-23.96%
1Y
-40.21%
3Y*
5Y*
10Y*
ALL TIME*
4.99%

QDTE

1D
0.81%
1M
-1.54%
6M
8.89%
YTD
10.53%
1Y
25.08%
3Y*
5Y*
10Y*
ALL TIME*
19.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$17.47M$18.74M$19.73M
$1.21M$1.11M$1.55M

YBTC vs. QDTE - Yearly Performance Comparison


Correlation

The correlation between YBTC and QDTE is 0.50, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.50

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2024

0.45

The correlation between YBTC and QDTE has been stable across timeframes, ranging from 0.45 to 0.50 - a consistent structural relationship.

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Return for Risk

YBTC vs. QDTE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

YBTC
YBTC Risk / Return Rank: 11
Overall Rank
YBTC Sharpe Ratio Rank: 11
Sharpe Ratio Rank
YBTC Sortino Ratio Rank: 22
Sortino Ratio Rank
YBTC Omega Ratio Rank: 11
Omega Ratio Rank
YBTC Calmar Ratio Rank: 22
Calmar Ratio Rank
YBTC Martin Ratio Rank: 11
Martin Ratio Rank

QDTE
QDTE Risk / Return Rank: 5656
Overall Rank
QDTE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
QDTE Sortino Ratio Rank: 4949
Sortino Ratio Rank
QDTE Omega Ratio Rank: 5050
Omega Ratio Rank
QDTE Calmar Ratio Rank: 6565
Calmar Ratio Rank
QDTE Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

YBTC vs. QDTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Bitcoin Covered Call Strategy ETF (YBTC) and Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE). 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.


YBTCQDTEDifference
Sharpe ratioReturn per unit of total volatility

-2.31

Sortino ratioReturn per unit of downside risk

-3.25

Omega ratioGain probability vs. loss probability

0.81

1.22

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.87

2.23

-3.10

Martin ratioReturn relative to average drawdown

-1.35

7.58

-8.93

YBTC vs. QDTE - Sharpe Ratio Comparison

The current YBTC Sharpe Ratio is -1.06, which is lower than the QDTE Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of YBTC and QDTE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

YBTC vs. QDTE - Drawdown Comparison

The maximum YBTC drawdown since its inception was -48.84%, which is greater than QDTE's maximum drawdown of -22.86%. Use the drawdown chart below to compare losses from any high point for YBTC and QDTE.


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Drawdown Indicators


YBTCQDTEDifference

Max Drawdown

Largest peak-to-trough decline

-48.84%

-22.86%

-25.98%

Max Drawdown (1Y)

Largest decline over 1 year

-48.84%

-10.20%

-38.64%

Current Drawdown

Current decline from peak

-44.47%

-5.34%

-39.13%

Average Drawdown

Average peak-to-trough decline

-14.91%

-3.17%

-11.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.35%

2.99%

+28.36%

Volatility

YBTC vs. QDTE - Volatility Comparison

Roundhill Bitcoin Covered Call Strategy ETF (YBTC) has a higher volatility of 7.65% compared to Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE) at 6.78%. This indicates that YBTC's price experiences larger fluctuations and is considered to be riskier than QDTE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YBTCQDTEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.65%

6.78%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

31.73%

14.80%

+16.93%

Volatility (1Y)

Calculated over the trailing 1-year period

40.25%

18.06%

+22.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.45%

19.17%

+21.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.45%

19.17%

+21.28%

YBTC vs. QDTE - Expense Ratio Comparison

Both YBTC and QDTE have an expense ratio of 0.95%.


Dividends

YBTC vs. QDTE - Dividend Comparison

YBTC's dividend yield for the trailing twelve months is around 80.99%, more than QDTE's 46.41% yield.


Frequently Asked Questions


YBTC and QDTE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YBTC has higher volatility (7.65%) compared to QDTE (6.78%). In terms of maximum drawdown, YBTC dropped -48.84% vs QDTE's -22.86%.

On 1-year performance, QDTE leads with 25.08% vs -40.21% for YBTC. Both ETFs have the same 0.95% expense ratio. On volatility, QDTE has been the lower-risk option at 6.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QDTE has performed better with a 25.08% return vs -40.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

YBTC and QDTE have the same expense ratio: 0.95% per year.

YBTC has the higher dividend yield at 80.99%, compared with 46.41% for QDTE.

YBTC is categorized as Cryptocurrency, while QDTE is Derivative Income.

QDTE currently has the higher Sharpe Ratio (1.26 vs -1.06), 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.

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