XDTE vs. ZVOL

In the year-to-date period, XDTE achieves a -7.35% return, which is significantly higher than ZVOL's -20.91% return.

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XDTE has a 0.95% expense ratio, which is lower than ZVOL's 1.35% expense ratio.

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

The current XDTE Sharpe Ratio is 0.40, which is higher than the ZVOL Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of XDTE and ZVOL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

XDTE's dividend yield for the trailing twelve months is around 32.37%, less than ZVOL's 43.69% yield.

The maximum XDTE drawdown since its inception was -19.09%, smaller than the maximum ZVOL drawdown of -37.25%. Use the drawdown chart below to compare losses from any high point for XDTE and ZVOL. For additional features, visit the drawdowns tool.

The current volatility for Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) is 6.62%, while Volatility Premium Plus ETF (ZVOL) has a volatility of 14.85%. This indicates that XDTE experiences smaller price fluctuations and is considered to be less risky than ZVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.