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

Correlation

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.


-0.50.00.51.0
Correlation: 0.4

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 ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
18.10%
-2.02%
YBTC
QDTE

Key characteristics

Sharpe Ratio

YBTC:

0.34

QDTE:

-0.06

Sortino Ratio

YBTC:

0.78

QDTE:

0.05

Omega Ratio

YBTC:

1.09

QDTE:

1.01

Calmar Ratio

YBTC:

0.67

QDTE:

-0.06

Martin Ratio

YBTC:

1.46

QDTE:

-0.27

Ulcer Index

YBTC:

10.55%

QDTE:

4.34%

Daily Std Dev

YBTC:

45.21%

QDTE:

20.10%

Max Drawdown

YBTC:

-23.17%

QDTE:

-20.36%

Current Drawdown

YBTC:

-18.38%

QDTE:

-20.36%

Returns By Period

In the year-to-date period, YBTC achieves a -8.31% return, which is significantly higher than QDTE's -15.60% return.


YBTC

YTD

-8.31%

1M

-2.59%

6M

19.62%

1Y

11.89%

5Y*

N/A

10Y*

N/A

QDTE

YTD

-15.60%

1M

-14.86%

6M

-12.65%

1Y

0.24%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
YBTC: 0.95%
Expense ratio chart for QDTE: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QDTE: 0.95%

Risk-Adjusted Performance

YBTC vs. QDTE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

YBTC
The Risk-Adjusted Performance Rank of YBTC is 6262
Overall Rank
The Sharpe Ratio Rank of YBTC is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of YBTC is 6464
Sortino Ratio Rank
The Omega Ratio Rank of YBTC is 6262
Omega Ratio Rank
The Calmar Ratio Rank of YBTC is 7272
Calmar Ratio Rank
The Martin Ratio Rank of YBTC is 5757
Martin Ratio Rank

QDTE
The Risk-Adjusted Performance Rank of QDTE is 2525
Overall Rank
The Sharpe Ratio Rank of QDTE is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of QDTE is 2626
Sortino Ratio Rank
The Omega Ratio Rank of QDTE is 2626
Omega Ratio Rank
The Calmar Ratio Rank of QDTE is 2525
Calmar Ratio Rank
The Martin Ratio Rank of QDTE is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for YBTC, currently valued at 0.34, compared to the broader market-1.000.001.002.003.004.00
YBTC: 0.34
QDTE: -0.06
The chart of Sortino ratio for YBTC, currently valued at 0.78, compared to the broader market-2.000.002.004.006.008.0010.00
YBTC: 0.78
QDTE: 0.05
The chart of Omega ratio for YBTC, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
YBTC: 1.09
QDTE: 1.01
The chart of Calmar ratio for YBTC, currently valued at 0.67, compared to the broader market0.005.0010.0015.00
YBTC: 0.67
QDTE: -0.06
The chart of Martin ratio for YBTC, currently valued at 1.46, compared to the broader market0.0020.0040.0060.0080.00
YBTC: 1.46
QDTE: -0.27

The current YBTC Sharpe Ratio is 0.34, which is higher than the QDTE Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of YBTC and QDTE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.200.400.600.80Thu 13Sat 15Mon 17Wed 19Fri 21Mar 23Tue 25Thu 27Sat 29Mon 31Wed 02Fri 04
0.34
-0.06
YBTC
QDTE

Dividends

YBTC vs. QDTE - Dividend Comparison

YBTC's dividend yield for the trailing twelve months is around 52.03%, more than QDTE's 50.23% yield.


TTM2024
YBTC
Roundhill Bitcoin Covered Call Strategy ETF
52.03%44.53%
QDTE
Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF
50.23%32.10%

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 -20.36%. 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%NovemberDecember2025FebruaryMarchApril
-18.38%
-20.36%
YBTC
QDTE

Volatility

YBTC vs. QDTE - Volatility Comparison

Roundhill Bitcoin Covered Call Strategy ETF (YBTC) has a higher volatility of 15.39% compared to Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE) at 10.85%. 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%NovemberDecember2025FebruaryMarchApril
15.39%
10.85%
YBTC
QDTE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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