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XDTERoundhill S&P 500 0DTE Covered Call Strategy ETF

Get income2y track recordRanked #936 of 1,622 in this goal

Seeks to provide current income and capital appreciation.

By Roundhill Investments · Launched 2024

Annual Cost

0.97%

#4,819 of 5,562 · expensive

Fund Size

$334M

#1,874 of 5,562 · large

Dividend YieldGoal

32.96%

Track Record

2 years

#3,472 of 5,562 · seasoned

Performance

Total-return NAV · USD
Growth of $10,000
$12,329+23.3%

Total-return NAV, USD. Net of fund fees, before tax.

Classification

How Beacon categorizes this fund

Asset class

Alternative

Strategy

Option income

Index tracked

S&P 500 Index

What it actually holds

By weight

Concentration

Top 6 holdings = 102.2% of fundconcentrated

N/A
52.6%
N/A
34.2%
Roundhill Weekly T-Bill ETF
7.3%
N/A
4.3%
N/A
3.2%
First American Government Obli
0.6%

Asset allocation

Stocks
174.0%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years
Volatility (1Y)
11.5%Moderate

Year-on-year price swings

Max drawdown
-19.1%Moderate

Worst peak-to-trough loss

Sharpe (3Y)
Unavailable

Needs 3+ years of history

Sortino (3Y)
Not yet

Needs 3+ years of history

Where to buy

Listing

Exchange
Cboe BZX

Full fund details

Objective
Seeks to provide current income and capital appreciation.
Strategy
Utilizes a synthetic covered call strategy, selling 0DTE call options on the S&P 500 Index to generate weekly income while maintaining long exposure through deeply in-the-money call options. Invests primarily in options contracts referencing the S&P 500 Index.
Inception date
March 6, 2024
Fund family
Roundhill Investments

Our take

Structural notes on how this fund behaves. Read our guide on the 6 warning signs.

Covered call
Warning

Covered call ETF — yield ≠ total return

The high distribution yield is not free income — it comes from selling upside via call options. Research finds these strategies systematically underperform their underlying index over full cycles, typically by 100–300 basis points per year depending on the option-overlay design. The monthly distributions make the shortfall hard to see in return summaries.

Source: Israelov & Ndong, 'A Devil's Bargain: When Generating Income Undermines Investment Returns' (NDVR, 2023)

Why we flagged this: strategy=option_income + option_income_strategy

Educational analysis of structural product characteristics. Not investment advice. Always read the fund prospectus and consult a qualified advisor before investing. More

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Data updated on 2026-06-20