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

Performance

YBTC vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Bitcoin Covered Call Strategy ETF (YBTC) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
22.97%
13.62%
YBTC
VOO

Returns By Period


YBTC

YTD

N/A

1M

23.16%

6M

22.98%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

VOO

YTD

26.16%

1M

1.77%

6M

13.62%

1Y

32.33%

5Y (annualized)

15.68%

10Y (annualized)

13.18%

Key characteristics


YBTCVOO
Daily Std Dev43.55%12.19%
Max Drawdown-23.17%-33.99%
Current Drawdown0.00%-0.86%

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YBTC vs. VOO - Expense Ratio Comparison

YBTC has a 0.95% expense ratio, which is higher than VOO's 0.03% expense ratio.


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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.00.4

The correlation between YBTC and VOO is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

YBTC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Bitcoin Covered Call Strategy ETF (YBTC) and Vanguard S&P 500 ETF (VOO). 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
YBTC
VOO

Chart placeholderNot enough data

Dividends

YBTC vs. VOO - Dividend Comparison

YBTC's dividend yield for the trailing twelve months is around 34.85%, more than VOO's 1.24% yield.


TTM20232022202120202019201820172016201520142013
YBTC
Roundhill Bitcoin Covered Call Strategy ETF
34.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

YBTC vs. VOO - Drawdown Comparison

The maximum YBTC drawdown since its inception was -23.17%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for YBTC and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.86%
YBTC
VOO

Volatility

YBTC vs. VOO - Volatility Comparison

Roundhill Bitcoin Covered Call Strategy ETF (YBTC) has a higher volatility of 12.62% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that YBTC's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
12.62%
3.99%
YBTC
VOO