Summary
XDTE
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return 20.88% Volatility 15.56% Sharpe 0.42
Official loaded data — not a live quote.

ROUNDHILL S&P 500 0DTE COVERED CALL STRATEGY ETF

Symbol: XDTE

Exchange: BATS

Sector: Technology

Category: Derivative Income

Inception date: 06/03/2024

Latest date: 11/06/2026

Current price: $38.68

Expense ratio: 0.97%

Assets under management
$334.1M
0.89% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-0.96%

Ann. -47.77% (Sharpe / Sortino numerator)

Volatility

15.86%

Sharpe ratio

-3.242

VaR 95%

-1.65%

CVaR 95%: -1.72%
Max drawdown: -6.98%
Sortino ratio: -5.415
Calmar ratio: -6.84

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

6.47%

Ann. -20.45% (Sharpe / Sortino numerator)

Volatility

13.06%

Sharpe ratio

-1.843

VaR 95%

-1.47%

CVaR 95%: -1.74%
Max drawdown: -9.53%
Sortino ratio: -2.614
Calmar ratio: -2.15

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

5.52%

Ann. -4.05% (Sharpe / Sortino numerator)

Volatility

12.66%

Sharpe ratio

-0.607

VaR 95%

-1.44%

CVaR 95%: -1.80%
Max drawdown: -9.53%
Sortino ratio: -0.831
Calmar ratio: -0.43

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

20.88%

Ann. 10.19% (Sharpe / Sortino numerator)

Volatility

15.56%

Sharpe ratio

0.422

VaR 95%

-1.44%

CVaR 95%: -2.57%
Max drawdown: -9.53%
Sortino ratio: 0.439
Calmar ratio: 1.07

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

26.45%

Ann. 11.26% (Sharpe / Sortino numerator)

Volatility

14.28%

Sharpe ratio

0.534

VaR 95%

-1.48%

CVaR 95%: -2.28%
Max drawdown: -19.09%
Sortino ratio: 0.600
Calmar ratio: 0.59

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 11/06/2025 - 11/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.078%

Best day

2.684%

08/04/2026
Worst day

-2.611%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
11/06/2026 $38.34 $38.73 $38.22 $38.68 277,100
10/06/2026 $38.54 $38.87 $38.31 $38.31 167,300
09/06/2026 $39.12 $39.32 $38.09 $38.84 209,400
08/06/2026 $39.05 $39.17 $38.88 $38.93 264,500
05/06/2026 $39.57 $39.60 $38.72 $38.81 163,200
04/06/2026 $39.59 $39.82 $39.57 $39.81 155,400
03/06/2026 $40.08 $40.12 $39.86 $39.90 225,700
02/06/2026 $39.99 $40.16 $39.99 $40.16 169,500
01/06/2026 $39.98 $40.12 $39.92 $40.09 274,500
29/05/2026 $39.92 $40.09 $39.92 $40.02 263,700