CXRN vs. GLDW

Last updated Aug 1, 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 Roundhill Investments. Both are actively managed. Their 0.00 correlation means their historical movements had little consistent relationship. 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 -13.17% return, which is significantly lower than GLDW's -10.18% return.

CXRN

• 1D: -2.07%
• 1M: 8.11%
• 6M: -7.88%
• YTD: -13.17%
• 1Y: -7.33%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: -20.15%

GLDW

• 1D: -1.58%
• 1M: -2.25%
• 6M: -21.62%
• YTD: -10.18%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CXRN Teucrium 2x Daily Corn ETF	$59.75K	$98.55K	$292.18K
GLDW Roundhill Gold WeeklyPay ETF	$259.24K	$286.30K	$479.68K

CXRN vs. GLDW - Yearly Performance Comparison

	2026 (YTD)	2025
CXRN Teucrium 2x Daily Corn ETF	-13.17%	-3.63%
GLDW Roundhill Gold WeeklyPay ETF	-10.18%	9.36%

Correlation

The correlation between CXRN and GLDW is 0.00, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 30, 2025	0.00

Return for Risk

CXRN vs. GLDW — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CXRN

CXRN Risk / Return Rank: 7
CXRN Sharpe Ratio Rank: 7
CXRN Sortino Ratio Rank: 8
CXRN Omega Ratio Rank: 8
CXRN Calmar Ratio Rank: 7
CXRN Martin Ratio Rank: 6

GLDW

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.

	CXRN	GLDW	Difference
Sharpe ratio: Return per unit of total volatility	-0.26	—	—
Sortino ratio: Return per unit of downside risk	-0.11	—	—
Omega ratio: Gain probability vs. loss probability	0.99	—	—
Calmar ratio: Return relative to maximum drawdown	-0.30	—	—
Martin ratio: Return relative to average drawdown	-0.83	—	—

Drawdowns

CXRN vs. GLDW - Drawdown Comparison

The maximum CXRN drawdown since its inception was -53.17%, which is greater than GLDW's maximum drawdown of -32.55%. 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	-53.17%	-32.55%	-20.62%
Max Drawdown (1Y) Largest decline over 1 year	-31.96%	—	—
Current Drawdown Current decline from peak	-46.00%	-31.08%	-14.92%
Average Drawdown Average peak-to-trough decline	-31.70%	-13.26%	-18.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.66%	—	—

Volatility

Volatility by Period

	CXRN	GLDW	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.18%	—	—
Volatility (6M) Calculated over the trailing 6-month period	29.46%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	37.65%	35.85%	+1.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.12%	35.85%	+2.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.12%	35.85%	+2.27%

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 2.38%, less than GLDW's 26.73% yield.

Position	TTM	2025	2024
CXRN Teucrium 2x Daily Corn ETF	2.38%	3.30%	0.13%
GLDW Roundhill Gold WeeklyPay ETF	26.73%	3.75%	0.00%

Frequently Asked Questions

Can I hold both CXRN and GLDW in my portfolio?

CXRN and GLDW have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CXRN or GLDW?

On fees, CXRN is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CXRN or GLDW?

CXRN is cheaper with a 0.95% expense ratio, compared with 0.99% for GLDW.

Which ETF pays a higher dividend yield, CXRN or GLDW?

GLDW has the higher dividend yield at 26.73%, compared with 2.38% for CXRN.

What is the main difference between CXRN and GLDW?

CXRN is categorized as Leveraged Commodities, while GLDW is Derivative Income. They also come from different issuers: Teucrium and Roundhill Investments. Their fees differ too: 0.95% for CXRN and 0.99% for GLDW.