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

Performance

YMAX vs. XDTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Universe Fund of Option Income ETFs (YMAX) 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.

-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
9.61%
13.75%
YMAX
XDTE

Returns By Period


YMAX

YTD

N/A

1M

7.80%

6M

11.37%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

XDTE

YTD

N/A

1M

1.49%

6M

14.22%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


YMAXXDTE
Daily Std Dev18.20%11.91%
Max Drawdown-12.78%-6.90%
Current Drawdown-0.49%-1.51%

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YMAX vs. XDTE - Expense Ratio Comparison

YMAX has a 1.28% expense ratio, which is higher than XDTE's 0.95% expense ratio.


YMAX
YieldMax Universe Fund of Option Income ETFs
Expense ratio chart for YMAX: current value at 1.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.28%
Expense ratio chart for XDTE: 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%

Correlation

-0.50.00.51.00.8

The correlation between YMAX and XDTE is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

YMAX vs. XDTE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Universe Fund of Option Income ETFs (YMAX) 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.


Sharpe ratio
No data
YMAX
XDTE

Chart placeholderNot enough data

Dividends

YMAX vs. XDTE - Dividend Comparison

YMAX's dividend yield for the trailing twelve months is around 34.19%, more than XDTE's 15.45% yield.


TTM
YMAX
YieldMax Universe Fund of Option Income ETFs
34.19%
XDTE
Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF
15.45%

Drawdowns

YMAX vs. XDTE - Drawdown Comparison

The maximum YMAX drawdown since its inception was -12.78%, which is greater than XDTE's maximum drawdown of -6.90%. Use the drawdown chart below to compare losses from any high point for YMAX and XDTE. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.49%
-1.51%
YMAX
XDTE

Volatility

YMAX vs. XDTE - Volatility Comparison

YieldMax Universe Fund of Option Income ETFs (YMAX) has a higher volatility of 5.73% compared to Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) at 3.54%. This indicates that YMAX's price experiences larger fluctuations and is considered to be riskier than XDTE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.73%
3.54%
YMAX
XDTE