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YBTC vs. QDTE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


YBTCQDTE
Daily Std Dev44.03%17.27%
Max Drawdown-23.17%-10.74%
Current Drawdown-0.16%0.00%

Correlation

-0.50.00.51.00.4

The correlation between YBTC and QDTE is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

YBTC vs. QDTE - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.49%
19.09%
YBTC
QDTE

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YBTC vs. QDTE - Expense Ratio Comparison

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


YBTC
Roundhill Bitcoin Covered Call Strategy ETF
Expense ratio chart for YBTC: 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%
Expense ratio chart for QDTE: 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

YBTC vs. QDTE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Bitcoin Covered Call Strategy ETF (YBTC) and Roundhill ETF Trust - Roundhill N-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.


YBTC
Sharpe ratio
No data

YBTC vs. QDTE - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

YBTC vs. QDTE - Dividend Comparison

YBTC's dividend yield for the trailing twelve months is around 38.34%, more than QDTE's 23.01% yield.


TTM
YBTC
Roundhill Bitcoin Covered Call Strategy ETF
38.34%
QDTE
Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF
23.01%

Drawdowns

YBTC vs. QDTE - Drawdown Comparison

The maximum YBTC drawdown since its inception was -23.17%, which is greater than QDTE's maximum drawdown of -10.74%. Use the drawdown chart below to compare losses from any high point for YBTC and QDTE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.16%
0
YBTC
QDTE

Volatility

YBTC vs. QDTE - Volatility Comparison

Roundhill Bitcoin Covered Call Strategy ETF (YBTC) has a higher volatility of 12.73% compared to Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE) at 4.81%. 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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
12.73%
4.81%
YBTC
QDTE