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YETH vs. XDTE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between YETH and XDTE is 0.53, 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

YETH vs. XDTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Ether Covered Call Strategy ETF (YETH) and Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

YETH:

54.34%

XDTE:

16.66%

Max Drawdown

YETH:

-53.07%

XDTE:

-19.09%

Current Drawdown

YETH:

-42.18%

XDTE:

-7.63%

Returns By Period

In the year-to-date period, YETH achieves a -35.74% return, which is significantly lower than XDTE's -3.64% return.


YETH

YTD

-35.74%

1M

11.98%

6M

-30.13%

1Y

N/A

5Y*

N/A

10Y*

N/A

XDTE

YTD

-3.64%

1M

9.44%

6M

-5.28%

1Y

8.84%

5Y*

N/A

10Y*

N/A

*Annualized

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YETH vs. XDTE - Expense Ratio Comparison

Both YETH and XDTE have an expense ratio of 0.95%.


Risk-Adjusted Performance

YETH vs. XDTE — Risk-Adjusted Performance Rank

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

YETH

XDTE
The Risk-Adjusted Performance Rank of XDTE is 5757
Overall Rank
The Sharpe Ratio Rank of XDTE is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of XDTE is 5555
Sortino Ratio Rank
The Omega Ratio Rank of XDTE is 6161
Omega Ratio Rank
The Calmar Ratio Rank of XDTE is 5959
Calmar Ratio Rank
The Martin Ratio Rank of XDTE is 5555
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.

YETH vs. XDTE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Ether Covered Call Strategy ETF (YETH) and Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE). 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.



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Dividends

YETH vs. XDTE - Dividend Comparison

YETH's dividend yield for the trailing twelve months is around 70.80%, more than XDTE's 30.33% yield.


Drawdowns

YETH vs. XDTE - Drawdown Comparison

The maximum YETH drawdown since its inception was -53.07%, which is greater than XDTE's maximum drawdown of -19.09%. Use the drawdown chart below to compare losses from any high point for YETH and XDTE. For additional features, visit the drawdowns tool.


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Volatility

YETH vs. XDTE - Volatility Comparison


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