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

Correlation

The correlation between YETH and YBTC is 0.41, 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. YBTC - Performance Comparison

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

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Key characteristics

Daily Std Dev

YETH:

54.34%

YBTC:

44.54%

Max Drawdown

YETH:

-53.07%

YBTC:

-23.39%

Current Drawdown

YETH:

-42.18%

YBTC:

-1.74%

Returns By Period

In the year-to-date period, YETH achieves a -35.74% return, which is significantly lower than YBTC's 10.39% return.


YETH

YTD

-35.74%

1M

11.98%

6M

-30.13%

1Y

N/A

5Y*

N/A

10Y*

N/A

YBTC

YTD

10.39%

1M

16.68%

6M

14.99%

1Y

39.33%

5Y*

N/A

10Y*

N/A

*Annualized

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YETH vs. YBTC - Expense Ratio Comparison

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


Risk-Adjusted Performance

YETH vs. YBTC — Risk-Adjusted Performance Rank

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

YETH

YBTC
The Risk-Adjusted Performance Rank of YBTC is 8181
Overall Rank
The Sharpe Ratio Rank of YBTC is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of YBTC is 8080
Sortino Ratio Rank
The Omega Ratio Rank of YBTC is 7676
Omega Ratio Rank
The Calmar Ratio Rank of YBTC is 9191
Calmar Ratio Rank
The Martin Ratio Rank of YBTC is 7878
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. YBTC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Ether Covered Call Strategy ETF (YETH) and Roundhill Bitcoin Covered Call Strategy ETF (YBTC). 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. YBTC - Dividend Comparison

YETH's dividend yield for the trailing twelve months is around 70.80%, more than YBTC's 46.74% yield.


Drawdowns

YETH vs. YBTC - Drawdown Comparison

The maximum YETH drawdown since its inception was -53.07%, which is greater than YBTC's maximum drawdown of -23.39%. Use the drawdown chart below to compare losses from any high point for YETH and YBTC. For additional features, visit the drawdowns tool.


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Volatility

YETH vs. YBTC - Volatility Comparison


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