GDXW vs. CHPY
GDXW (Roundhill Gold Miners Weeklypay ETF) and CHPY (YieldMax Semiconductor Portfolio Option Income ETF) are both exchange-traded funds - GDXW is a Gold fund actively managed by Roundhill, while CHPY is a Derivative Income fund actively managed by YieldMax. Both are actively managed. Their 0.41 correlation means their historical movements had little consistent relationship. Both charge a 0.99% expense ratio.
Performance
GDXW vs. CHPY - Performance Comparison
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Returns By Period
In the year-to-date period, GDXW achieves a -20.04% return, which is significantly lower than CHPY's 55.50% return.
GDXW
- 1D
- -3.84%
- 1M
- -6.91%
- 6M
- -28.00%
- YTD
- -20.04%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
CHPY
- 1D
- 0.27%
- 1M
- -11.10%
- 6M
- 39.35%
- YTD
- 55.50%
- 1Y
- 93.51%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 95.90%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $53.10M | $56.24M | $62.00M | |
| $1.31M | $1.39M | $2.06M |
GDXW vs. CHPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GDXW Roundhill Gold Miners Weeklypay ETF | -20.04% | 25.26% |
CHPY YieldMax Semiconductor Portfolio Option Income ETF | 55.50% | -0.62% |
Correlation
The correlation between GDXW and CHPY is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 30, 2025 | 0.41 |
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Return for Risk
GDXW vs. CHPY — Risk / Return Rank
GDXW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CHPY
GDXW vs. CHPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Gold Miners Weeklypay ETF (GDXW) and YieldMax Semiconductor Portfolio Option Income ETF (CHPY). 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.
| GDXW | CHPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.39 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.33 | — |
| Martin ratioReturn relative to average drawdown | — | 15.63 | — |
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Drawdowns
GDXW vs. CHPY - Drawdown Comparison
The maximum GDXW drawdown since its inception was -46.79%, which is greater than CHPY's maximum drawdown of -27.64%. Use the drawdown chart below to compare losses from any high point for GDXW and CHPY.
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Drawdown Indicators
| GDXW | CHPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.79% | -27.64% | -19.15% |
Max Drawdown (1Y)Largest decline over 1 year | — | -27.64% | — |
Current DrawdownCurrent decline from peak | -43.67% | -20.81% | -22.86% |
Average DrawdownAverage peak-to-trough decline | -19.25% | -3.03% | -16.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.88% | — |
Volatility
GDXW vs. CHPY - Volatility Comparison
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Volatility by Period
| GDXW | CHPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 17.69% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 34.00% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 61.28% | 38.28% | +23.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.28% | 39.15% | +22.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.28% | 39.15% | +22.13% |
GDXW vs. CHPY - Expense Ratio Comparison
Both GDXW and CHPY have an expense ratio of 0.99%.
Dividends
GDXW vs. CHPY - Dividend Comparison
GDXW's dividend yield for the trailing twelve months is around 59.35%, more than CHPY's 38.69% yield.
| Position | TTM | 2025 |
|---|---|---|
CHPY YieldMax Semiconductor Portfolio Option Income ETF | 38.69% | 28.19% |
GDXW Roundhill Gold Miners Weeklypay ETF | 59.35% | 7.48% |
Frequently Asked Questions
GDXW and CHPY have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
GDXW and CHPY have the same expense ratio: 0.99% per year.
GDXW has the higher dividend yield at 59.35%, compared with 38.69% for CHPY.
GDXW is categorized as Gold, while CHPY is Derivative Income. They also come from different issuers: Roundhill and YieldMax.
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