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GDXW vs. CHPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GDXW vs. CHPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Gold Miners Weeklypay ETF (GDXW) and Global X AI Semiconductor & Quantum ETF (CHPX). The values are adjusted to include any dividend payments, if applicable.

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GDXW vs. CHPX - Yearly Performance Comparison


Returns By Period

In the year-to-date period, GDXW achieves a 11.12% return, which is significantly higher than CHPX's 7.94% return.


GDXW

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

CHPX

1D
2.67%
1M
-3.46%
YTD
7.94%
6M
13.94%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GDXW vs. CHPX - Expense Ratio Comparison

GDXW has a 0.99% expense ratio, which is higher than CHPX's 0.50% expense ratio.


Return for Risk

GDXW vs. CHPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Gold Miners Weeklypay ETF (GDXW) and Global X AI Semiconductor & Quantum ETF (CHPX). 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.

GDXW vs. CHPX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GDXWCHPXDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

1.66

0.84

+0.81

Correlation

The correlation between GDXW and CHPX is 0.41, 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. CHPX - Dividend Comparison

GDXW's dividend yield for the trailing twelve months is around 22.06%, more than CHPX's 0.05% yield.


Drawdowns

GDXW vs. CHPX - Drawdown Comparison

The maximum GDXW drawdown since its inception was -36.83%, which is greater than CHPX's maximum drawdown of -15.15%. Use the drawdown chart below to compare losses from any high point for GDXW and CHPX.


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Drawdown Indicators


GDXWCHPXDifference

Max Drawdown

Largest peak-to-trough decline

-36.83%

-15.15%

-21.68%

Current Drawdown

Current decline from peak

-21.72%

-7.82%

-13.90%

Average Drawdown

Average peak-to-trough decline

-8.28%

-4.60%

-3.68%

Volatility

GDXW vs. CHPX - Volatility Comparison


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Volatility by Period


GDXWCHPXDifference

Volatility (1Y)

Calculated over the trailing 1-year period

64.19%

35.77%

+28.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.19%

35.77%

+28.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.19%

35.77%

+28.42%