CPXR vs. GLDW

Last updated Apr 1, 2026

Compare and contrast key facts about USCF Daily Target 2X Copper Index ETF (CPXR) and Roundhill Gold WeeklyPay ETF (GLDW).

CPXR and GLDW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CPXR is a passively managed fund by USCF that tracks the performance of the SummerHaven Copper Index. It was launched on Jan 21, 2025. GLDW is an actively managed fund by State Street. It was launched on Oct 30, 2025.

Performance

CPXR vs. GLDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USCF Daily Target 2X Copper Index ETF (CPXR) and Roundhill Gold WeeklyPay ETF (GLDW). The values are adjusted to include any dividend payments, if applicable.

CPXR vs. GLDW - Yearly Performance Comparison

	2026 (YTD)	2025
CPXR USCF Daily Target 2X Copper Index ETF	-6.04%	20.07%
GLDW Roundhill Gold WeeklyPay ETF	8.62%	7.63%

Returns By Period

In the year-to-date period, CPXR achieves a -6.04% return, which is significantly lower than GLDW's 8.62% return.

CPXR

• 1D: 4.58%
• 1M: -13.97%
• YTD: -6.04%
• 6M: 22.56%
• 1Y: -5.05%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GLDW

• 1D: 4.69%
• 1M: -13.64%
• YTD: 8.62%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CPXR vs. GLDW - Expense Ratio Comparison

CPXR has a 1.20% expense ratio, which is higher than GLDW's 0.99% expense ratio.

CPXR

USCF Daily Target 2X Copper Index ETF

GLDW

Roundhill Gold WeeklyPay ETF

Return for Risk

CPXR vs. GLDW — Risk / Return Rank

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

CPXR

CPXR Risk / Return Rank: 13
CPXR Sharpe Ratio Rank: 10
CPXR Sortino Ratio Rank: 17
CPXR Omega Ratio Rank: 19
CPXR Calmar Ratio Rank: 9
CPXR Martin Ratio Rank: 10

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.

CPXR vs. GLDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USCF Daily Target 2X Copper Index ETF (CPXR) and Roundhill Gold WeeklyPay ETF (GLDW). 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.

	CPXR	GLDW	Difference
Sharpe ratio Return per unit of total volatility	-0.07	—	—
Sortino ratio Return per unit of downside risk	0.42	—	—
Omega ratio Gain probability vs. loss probability	1.07	—	—
Calmar ratio Return relative to maximum drawdown	-0.15	—	—
Martin ratio Return relative to average drawdown	-0.27	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	CPXR	GLDW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.07	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	1.13	-0.81

Correlation

The correlation between CPXR and GLDW is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

CPXR vs. GLDW - Dividend Comparison

CPXR's dividend yield for the trailing twelve months is around 0.75%, less than GLDW's 12.11% yield.

	TTM	2025
CPXR USCF Daily Target 2X Copper Index ETF	0.75%	0.70%
GLDW Roundhill Gold WeeklyPay ETF	12.11%	3.75%

Drawdowns

CPXR vs. GLDW - Drawdown Comparison

The maximum CPXR drawdown since its inception was -47.87%, which is greater than GLDW's maximum drawdown of -23.59%. Use the drawdown chart below to compare losses from any high point for CPXR and GLDW.

Drawdown Indicators

	CPXR	GLDW	Difference
Max Drawdown Largest peak-to-trough decline	-47.87%	-23.59%	-24.28%
Max Drawdown (1Y) Largest decline over 1 year	-47.87%	—	—
Current Drawdown Current decline from peak	-22.99%	-16.66%	-6.33%
Average Drawdown Average peak-to-trough decline	-21.15%	-5.11%	-16.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	26.53%	—	—

Volatility

Volatility by Period

	CPXR	GLDW	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.18%	—	—
Volatility (6M) Calculated over the trailing 6-month period	44.09%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	73.45%	41.26%	+32.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	70.44%	41.26%	+29.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	70.44%	41.26%	+29.18%