Summary
XPAY
Prices · period metrics · 12M
NAV as of 03/09/2026
30/05/2025 → 28/05/2026
Return 20.67% Volatility 11.87% Sharpe 2.12
Official loaded data — not a live quote.

ROUNDHILL S&P 500 TARGET 20 MANAGED DISTRIBUTION ETF

Symbol: XPAY

Exchange: NYSE

Sector: Technology

Category: Derivative Income

Inception date: 30/10/2024

Latest date: 03/09/2026

Current price: $53.45

Expense ratio: 0.49%

Assets under management
$161.7M
0.32% daily change

Period performance

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

Adjusted return
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Performance metrics

Period total return

2.09%

Ann. 96.78% (Sharpe / Sortino numerator)

Volatility

9.75%

Sharpe ratio

9.555

VaR 95%

-0.54%

CVaR 95%: -0.93%
Max drawdown: -1.84%
Sortino ratio: 14.048
Calmar ratio: 52.57

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

2.55%

Ann. 48.94% (Sharpe / Sortino numerator)

Volatility

14.20%

Sharpe ratio

3.191

VaR 95%

-1.45%

CVaR 95%: -1.60%
Max drawdown: -7.81%
Sortino ratio: 5.044
Calmar ratio: 6.27

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

13.98%

Ann. 23.32% (Sharpe / Sortino numerator)

Volatility

12.55%

Sharpe ratio

1.569

VaR 95%

-1.41%

CVaR 95%: -1.62%
Max drawdown: -9.33%
Sortino ratio: 2.340
Calmar ratio: 2.50

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

20.67%

Ann. 28.84% (Sharpe / Sortino numerator)

Volatility

11.87%

Sharpe ratio

2.123

VaR 95%

-1.32%

CVaR 95%: -1.67%
Max drawdown: -9.33%
Sortino ratio: 2.995
Calmar ratio: 3.09

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

34.67%

Ann. 18.41% (Sharpe / Sortino numerator)

Volatility

16.55%

Sharpe ratio

0.891

VaR 95%

-1.55%

CVaR 95%: -2.41%
Max drawdown: -18.20%
Sortino ratio: 1.118
Calmar ratio: 1.01

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: 03/09/2025 - 03/09/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.078%

Best day

2.76%

31/03/2026
Worst day

-2.637%

10/10/2025
Days with data

252

Recent price history (last 90 days)

Date Open High Low Close Volume
03/09/2026 $53.28 $53.45 $53.03 $53.45 46,300
02/09/2026 $52.73 $52.90 $52.64 $52.89 35,100
01/09/2026 $52.75 $52.81 $52.45 $52.65 45,300
31/08/2026 $53.06 $53.06 $52.81 $53.01 42,900
28/08/2026 $53.35 $53.52 $53.10 $53.19 20,800
27/08/2026 $53.06 $53.34 $53.03 $53.20 20,000
26/08/2026 $52.89 $53.03 $52.76 $52.90 44,900
25/08/2026 $52.90 $53.00 $52.75 $52.91 34,400
24/08/2026 $52.85 $52.85 $52.65 $52.79 22,200
21/08/2026 $52.96 $53.00 $52.81 $52.95 50,400