CXRN vs. GLDW

Last updated Apr 17, 2026

CXRN (Teucrium 2x Daily Corn ETF) and GLDW (Roundhill Gold WeeklyPay ETF) are both exchange-traded funds — CXRN is a Leveraged Commodities fund actively managed by Teucrium, while GLDW is a Derivative Income fund actively managed by State Street. Both are actively managed. At 0.06, their price movements are largely independent. CXRN charges 0.95%/yr vs 0.99%/yr for GLDW.

Performance

CXRN vs. GLDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium 2x Daily Corn ETF (CXRN) and Roundhill Gold WeeklyPay ETF (GLDW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CXRN achieves a -1.73% return, which is significantly lower than GLDW's 11.64% return.

CXRN

• 1D: -1.36%
• 1M: -3.81%
• YTD: -1.73%
• 6M: 0.42%
• 1Y: -30.78%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GLDW

• 1D: 0.00%
• 1M: -5.51%
• YTD: 11.64%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CXRN vs. GLDW - Yearly Performance Comparison

	2026 (YTD)	2025
CXRN Teucrium 2x Daily Corn ETF	-1.73%	-1.34%
GLDW Roundhill Gold WeeklyPay ETF	11.64%	7.63%

Correlation

The correlation between CXRN and GLDW is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 31, 2025	0.06

Return for Risk

CXRN vs. GLDW — Risk / Return Rank

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

CXRN

CXRN Risk / Return Rank: 2
CXRN Sharpe Ratio Rank: 1
CXRN Sortino Ratio Rank: 2
CXRN Omega Ratio Rank: 2
CXRN Calmar Ratio Rank: 2
CXRN Martin Ratio Rank: 2

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.

CXRN vs. GLDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium 2x Daily Corn ETF (CXRN) 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.

	CXRN	GLDW	Difference
Sharpe ratio Return per unit of total volatility	-0.90	—	—
Sortino ratio Return per unit of downside risk	-1.15	—	—
Omega ratio Gain probability vs. loss probability	0.86	—	—
Calmar ratio Return relative to maximum drawdown	-0.78	—	—
Martin ratio Return relative to average drawdown	-1.09	—	—
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

	CXRN	GLDW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.90	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.47	1.27	-1.74

Drawdowns

CXRN vs. GLDW - Drawdown Comparison

The maximum CXRN drawdown since its inception was -46.71%, which is greater than GLDW's maximum drawdown of -23.59%. Use the drawdown chart below to compare losses from any high point for CXRN and GLDW.

Drawdown Indicators

	CXRN	GLDW	Difference
Max Drawdown Largest peak-to-trough decline	-46.71%	-23.59%	-23.12%
Max Drawdown (1Y) Largest decline over 1 year	-39.47%	—	—
Current Drawdown Current decline from peak	-38.89%	-14.35%	-24.54%
Average Drawdown Average peak-to-trough decline	-29.41%	-6.10%	-23.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	28.60%	—	—

Volatility

Volatility by Period

	CXRN	GLDW	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.59%	—	—
Volatility (6M) Calculated over the trailing 6-month period	23.70%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	34.47%	39.74%	-5.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.78%	39.74%	-3.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.78%	39.74%	-3.96%

CXRN vs. GLDW - Expense Ratio Comparison

CXRN has a 0.95% expense ratio, which is lower than GLDW's 0.99% expense ratio.

Dividends

CXRN vs. GLDW - Dividend Comparison

CXRN's dividend yield for the trailing twelve months is around 2.77%, less than GLDW's 13.56% yield.

	TTM	2025	2024
CXRN Teucrium 2x Daily Corn ETF	2.77%	3.30%	0.13%
GLDW Roundhill Gold WeeklyPay ETF	13.56%	3.75%	0.00%