BAR vs. GDXW
BAR (GraniteShares Gold Trust) and GDXW (Roundhill Gold Miners Weeklypay ETF) are both Gold funds. BAR is passively managed, while GDXW is actively managed. Their correlation of 0.83 suggests significant overlap in exposure. BAR charges 0.17%/yr vs 0.99%/yr for GDXW.
Performance
BAR vs. GDXW - Performance Comparison
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Returns By Period
In the year-to-date period, BAR achieves a -4.82% return, which is significantly higher than GDXW's -15.08% return.
BAR
- 1D
- -1.94%
- 1M
- -8.92%
- YTD
- -4.82%
- 6M
- -8.73%
- 1Y
- 21.40%
- 3Y*
- 28.63%
- 5Y*
- 18.08%
- 10Y*
- —
GDXW
- 1D
- -5.53%
- 1M
- -11.11%
- YTD
- -15.08%
- 6M
- -20.16%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BAR vs. GDXW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BAR GraniteShares Gold Trust | -4.82% | 9.28% |
GDXW Roundhill Gold Miners Weeklypay ETF | -15.08% | 25.26% |
Correlation
The correlation between BAR and GDXW is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 30, 2025 | 0.83 |
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Return for Risk
BAR vs. GDXW — Risk / Return Rank
BAR
GDXW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
BAR vs. GDXW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares Gold Trust (BAR) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BAR | GDXW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.17 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.88 | — | — |
| Martin ratioReturn relative to average drawdown | 2.37 | — | — |
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Drawdowns
BAR vs. GDXW - Drawdown Comparison
The maximum BAR drawdown since its inception was -24.38%, smaller than the maximum GDXW drawdown of -43.76%. Use the drawdown chart below to compare losses from any high point for BAR and GDXW.
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Drawdown Indicators
| BAR | GDXW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.38% | -43.76% | +19.38% |
Max Drawdown (1Y)Largest decline over 1 year | -24.38% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -24.38% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.38% | — | — |
Current DrawdownCurrent decline from peak | -23.93% | -40.18% | +16.25% |
Average DrawdownAverage peak-to-trough decline | -6.53% | -15.28% | +8.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.07% | — | — |
Volatility
BAR vs. GDXW - Volatility Comparison
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Volatility by Period
| BAR | GDXW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.11% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 24.24% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 27.39% | 63.03% | -35.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.14% | 63.03% | -44.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.54% | 63.03% | -46.49% |
BAR vs. GDXW - Expense Ratio Comparison
BAR has a 0.17% expense ratio, which is lower than GDXW's 0.99% expense ratio.
Dividends
BAR vs. GDXW - Dividend Comparison
BAR has not paid dividends to shareholders, while GDXW's dividend yield for the trailing twelve months is around 48.83%.
| Position | TTM | 2025 |
|---|---|---|
BAR GraniteShares Gold Trust | 0.00% | 0.00% |
GDXW Roundhill Gold Miners Weeklypay ETF | 48.83% | 7.48% |
Frequently Asked Questions
BAR and GDXW have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BAR is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BAR is cheaper with a 0.17% expense ratio, compared with 0.99% for GDXW.
GDXW has the higher dividend yield at 48.83%, compared with 0.00% for BAR.
They also come from different issuers: GraniteShares and Roundhill. Their fees differ too: 0.17% for BAR and 0.99% for GDXW.
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