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AVGW vs. GDXY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVGW vs. GDXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill AVGO WeeklyPay™ ETF (AVGW) and YieldMax Gold Miners Option Income Strategy ETF (GDXY). The values are adjusted to include any dividend payments, if applicable.

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AVGW vs. GDXY - Yearly Performance Comparison


Returns By Period

In the year-to-date period, AVGW achieves a -13.46% return, which is significantly lower than GDXY's 0.12% return.


AVGW

1D
6.58%
1M
-4.34%
YTD
-13.46%
6M
-10.00%
1Y
3Y*
5Y*
10Y*

GDXY

1D
4.88%
1M
-19.63%
YTD
0.12%
6M
7.38%
1Y
48.22%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVGW vs. GDXY - Expense Ratio Comparison

Both AVGW and GDXY have an expense ratio of 0.99%.


Return for Risk

AVGW vs. GDXY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVGW

GDXY
GDXY Risk / Return Rank: 7171
Overall Rank
GDXY Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
GDXY Sortino Ratio Rank: 6868
Sortino Ratio Rank
GDXY Omega Ratio Rank: 7272
Omega Ratio Rank
GDXY Calmar Ratio Rank: 7272
Calmar Ratio Rank
GDXY Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AVGW vs. GDXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill AVGO WeeklyPay™ ETF (AVGW) and YieldMax Gold Miners Option Income Strategy ETF (GDXY). 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.

AVGW vs. GDXY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AVGWGDXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

1.02

-0.90

Correlation

The correlation between AVGW and GDXY is 0.24, 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

AVGW vs. GDXY - Dividend Comparison

AVGW's dividend yield for the trailing twelve months is around 55.75%, less than GDXY's 61.55% yield.


TTM20252024
AVGW
Roundhill AVGO WeeklyPay™ ETF
55.75%31.15%0.00%
GDXY
YieldMax Gold Miners Option Income Strategy ETF
61.55%52.13%23.91%

Drawdowns

AVGW vs. GDXY - Drawdown Comparison

The maximum AVGW drawdown since its inception was -34.65%, which is greater than GDXY's maximum drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for AVGW and GDXY.


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Drawdown Indicators


AVGWGDXYDifference

Max Drawdown

Largest peak-to-trough decline

-34.65%

-28.03%

-6.62%

Max Drawdown (1Y)

Largest decline over 1 year

-28.03%

Current Drawdown

Current decline from peak

-30.35%

-19.63%

-10.72%

Average Drawdown

Average peak-to-trough decline

-13.61%

-5.16%

-8.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.48%

Volatility

AVGW vs. GDXY - Volatility Comparison


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Volatility by Period


AVGWGDXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.12%

Volatility (6M)

Calculated over the trailing 6-month period

31.43%

Volatility (1Y)

Calculated over the trailing 1-year period

54.19%

36.74%

+17.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.19%

31.11%

+23.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.19%

31.11%

+23.08%