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AMZW vs. GDXW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AMZW vs. GDXW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill AMZN WeeklyPay ETF (AMZW) and Roundhill Gold Miners Weeklypay ETF (GDXW). The values are adjusted to include any dividend payments, if applicable.

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AMZW vs. GDXW - Yearly Performance Comparison


2026 (YTD)2025
AMZW
Roundhill AMZN WeeklyPay ETF
-12.52%3.74%
GDXW
Roundhill Gold Miners Weeklypay ETF
5.38%21.25%

Returns By Period

In the year-to-date period, AMZW achieves a -12.52% return, which is significantly lower than GDXW's 5.38% return.


AMZW

1D
4.56%
1M
-1.29%
YTD
-12.52%
6M
-8.96%
1Y
3Y*
5Y*
10Y*

GDXW

1D
8.44%
1M
-25.76%
YTD
5.38%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AMZW vs. GDXW - Expense Ratio Comparison

Both AMZW and GDXW have an expense ratio of 0.99%.


Return for Risk

AMZW vs. GDXW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill AMZN WeeklyPay ETF (AMZW) and Roundhill Gold Miners Weeklypay ETF (GDXW). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

AMZW vs. GDXW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AMZWGDXWDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.21

1.29

-1.50

Correlation

The correlation between AMZW and GDXW is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AMZW vs. GDXW - Dividend Comparison

AMZW's dividend yield for the trailing twelve months is around 41.30%, more than GDXW's 23.26% yield.


Drawdowns

AMZW vs. GDXW - Drawdown Comparison

The maximum AMZW drawdown since its inception was -26.79%, smaller than the maximum GDXW drawdown of -36.83%. Use the drawdown chart below to compare losses from any high point for AMZW and GDXW.


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Drawdown Indicators


AMZWGDXWDifference

Max Drawdown

Largest peak-to-trough decline

-26.79%

-36.83%

+10.04%

Current Drawdown

Current decline from peak

-22.69%

-25.76%

+3.07%

Average Drawdown

Average peak-to-trough decline

-9.61%

-8.15%

-1.46%

Volatility

AMZW vs. GDXW - Volatility Comparison


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Volatility by Period


AMZWGDXWDifference

Volatility (1Y)

Calculated over the trailing 1-year period

37.58%

64.01%

-26.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.58%

64.01%

-26.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.58%

64.01%

-26.43%