See what your fund actually adds

Roundhill S&P 500 0DTE Covered Call Strategy ETF XDTE

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

XDTE compared with its replication portfolio
MeasureXDTEReplication
Annualized growth17.0%15.3%
Annualized volatility13.4%13.7%
Sharpe ratio1.241.11
Maximum drawdown16.6%16.6%
Replication fit (R²)0.92 · Tracking error 3.8%

Replication portfolio

The published portfolio below is the investable basket used to model XDTE’s historical return behavior.

XDTE replication basket weights
TickerBuilding blockWeight
VOOUS Large Cap34.6%
VUGStyle · Growth31.9%
PFFFI · Preferred22.8%
IJRUS Small Cap10.7%