GDXW vs. BGLD

Last updated Apr 2, 2026

Compare and contrast key facts about Roundhill Gold Miners Weeklypay ETF (GDXW) and FT Vest Gold Strategy Quarterly Buffer ETF (BGLD).

GDXW and BGLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GDXW is an actively managed fund by Roundhill. It was launched on Oct 29, 2025. BGLD is an actively managed fund by FT Vest. It was launched on Jan 20, 2021.

Performance

GDXW vs. BGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Gold Miners Weeklypay ETF (GDXW) and FT Vest Gold Strategy Quarterly Buffer ETF (BGLD). The values are adjusted to include any dividend payments, if applicable.

GDXW vs. BGLD - Yearly Performance Comparison

	2026 (YTD)	2025
GDXW Roundhill Gold Miners Weeklypay ETF	11.12%	21.25%
BGLD FT Vest Gold Strategy Quarterly Buffer ETF	1.46%	1.22%

Returns By Period

In the year-to-date period, GDXW achieves a 11.12% return, which is significantly higher than BGLD's 1.46% return.

GDXW

• 1D: 5.45%
• 1M: -20.83%
• YTD: 11.12%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BGLD

• 1D: 1.28%
• 1M: -6.16%
• YTD: 1.46%
• 6M: 3.57%
• 1Y: 18.03%
• 3Y*: 20.72%
• 5Y*: 12.47%
• 10Y*: —

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

GDXW vs. BGLD - Expense Ratio Comparison

GDXW has a 0.99% expense ratio, which is higher than BGLD's 0.91% expense ratio.

GDXW

Roundhill Gold Miners Weeklypay ETF

BGLD

FT Vest Gold Strategy Quarterly Buffer ETF

Return for Risk

GDXW vs. BGLD — Risk / Return Rank

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

BGLD

BGLD Risk / Return Rank: 73
BGLD Sharpe Ratio Rank: 78
BGLD Sortino Ratio Rank: 78
BGLD Omega Ratio Rank: 77
BGLD Calmar Ratio Rank: 60
BGLD Martin Ratio Rank: 74

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.

GDXW vs. BGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Gold Miners Weeklypay ETF (GDXW) and FT Vest Gold Strategy Quarterly Buffer ETF (BGLD). 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.

Sharpe Ratios by Period

	GDXW	BGLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.49	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.27	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.66	1.11	+0.54

Correlation

The correlation between GDXW and BGLD is 0.53, 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

GDXW vs. BGLD - Dividend Comparison

GDXW's dividend yield for the trailing twelve months is around 22.06%, less than BGLD's 43.68% yield.

	TTM	2025	2024	2023	2022
GDXW Roundhill Gold Miners Weeklypay ETF	22.06%	7.48%	0.00%	0.00%	0.00%
BGLD FT Vest Gold Strategy Quarterly Buffer ETF	43.68%	44.32%	25.04%	10.49%	0.40%

Drawdowns

GDXW vs. BGLD - Drawdown Comparison

The maximum GDXW drawdown since its inception was -36.83%, which is greater than BGLD's maximum drawdown of -16.19%. Use the drawdown chart below to compare losses from any high point for GDXW and BGLD.

Drawdown Indicators

	GDXW	BGLD	Difference
Max Drawdown Largest peak-to-trough decline	-36.83%	-16.19%	-20.64%
Max Drawdown (1Y) Largest decline over 1 year	—	-11.11%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-16.19%	—
Current Drawdown Current decline from peak	-21.72%	-6.16%	-15.56%
Average Drawdown Average peak-to-trough decline	-8.28%	-3.54%	-4.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.19%	—

Volatility

Volatility by Period

	GDXW	BGLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.56%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.36%	—
Volatility (1Y) Calculated over the trailing 1-year period	64.19%	12.12%	+52.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	64.19%	9.89%	+54.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	64.19%	9.88%	+54.31%