Summary
XPAY
Prices · period metrics · 12M
NAV as of 16/07/2026
30/05/2025 → 28/05/2026
Return 20.71% 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: 16/07/2026

Current price: $52.78

Expense ratio: 0.49%

Assets under management
$155.4M
-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

0.23%

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

7.27%

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

8.85%

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

20.71%

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

32.98%

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: 16/07/2025 - 16/07/2026.

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

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $52.95 $53.04 $52.60 $52.78 50,800
15/07/2026 $52.96 $53.09 $52.77 $53.00 24,700
14/07/2026 $52.80 $52.94 $52.69 $52.92 22,100
13/07/2026 $52.86 $52.99 $52.57 $52.69 40,800
10/07/2026 $52.85 $53.09 $52.56 $53.05 59,000
09/07/2026 $52.60 $52.92 $52.45 $52.83 74,500
08/07/2026 $52.33 $52.48 $52.04 $52.46 67,100
07/07/2026 $53.77 $53.77 $53.32 $53.54 105,900
06/07/2026 $53.53 $53.86 $53.51 $53.80 140,500
02/07/2026 $53.60 $53.75 $52.94 $53.28 103,100