GDXW vs. BTCI
Compare and contrast key facts about Roundhill Gold Miners Weeklypay ETF (GDXW) and NEOS Bitcoin High Income ETF (BTCI).
GDXW and BTCI 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. BTCI is an actively managed fund by Neos. It was launched on Oct 16, 2024.
Performance
GDXW vs. BTCI - Performance Comparison
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GDXW vs. BTCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GDXW Roundhill Gold Miners Weeklypay ETF | 5.38% | 21.25% |
BTCI NEOS Bitcoin High Income ETF | -20.23% | -15.67% |
Returns By Period
In the year-to-date period, GDXW achieves a 5.38% return, which is significantly higher than BTCI's -20.23% return.
GDXW
- 1D
- 8.44%
- 1M
- -25.76%
- YTD
- 5.38%
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BTCI
- 1D
- 0.09%
- 1M
- -0.24%
- YTD
- -20.23%
- 6M
- -37.90%
- 1Y
- -15.50%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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GDXW vs. BTCI - Expense Ratio Comparison
GDXW has a 0.99% expense ratio, which is higher than BTCI's 0.98% expense ratio.
Return for Risk
GDXW vs. BTCI — Risk / Return Rank
GDXW
BTCI
GDXW vs. BTCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Gold Miners Weeklypay ETF (GDXW) and NEOS Bitcoin High Income ETF (BTCI). 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.
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Sharpe Ratios by Period
| GDXW | BTCI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | -0.39 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.29 | 0.02 | +1.27 |
Correlation
The correlation between GDXW and BTCI is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
GDXW vs. BTCI - Dividend Comparison
GDXW's dividend yield for the trailing twelve months is around 23.26%, less than BTCI's 43.58% yield.
| TTM | 2025 | 2024 | |
|---|---|---|---|
GDXW Roundhill Gold Miners Weeklypay ETF | 23.26% | 7.48% | 0.00% |
BTCI NEOS Bitcoin High Income ETF | 43.58% | 36.46% | 6.76% |
Drawdowns
GDXW vs. BTCI - Drawdown Comparison
The maximum GDXW drawdown since its inception was -36.83%, smaller than the maximum BTCI drawdown of -44.98%. Use the drawdown chart below to compare losses from any high point for GDXW and BTCI.
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Drawdown Indicators
| GDXW | BTCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.83% | -44.98% | +8.15% |
Max Drawdown (1Y)Largest decline over 1 year | — | -44.98% | — |
Current DrawdownCurrent decline from peak | -25.76% | -41.01% | +15.25% |
Average DrawdownAverage peak-to-trough decline | -8.15% | -12.85% | +4.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 20.50% | — |
Volatility
GDXW vs. BTCI - Volatility Comparison
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Volatility by Period
| GDXW | BTCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 10.21% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 33.66% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 64.01% | 40.04% | +23.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 64.01% | 41.35% | +22.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 64.01% | 41.35% | +22.66% |