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GDXW vs. COYY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GDXW vs. COYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Gold Miners Weeklypay ETF (GDXW) and GraniteShares YieldBOOST COIN ETF (COYY). The values are adjusted to include any dividend payments, if applicable.

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GDXW vs. COYY - Yearly Performance Comparison


2026 (YTD)2025
GDXW
Roundhill Gold Miners Weeklypay ETF
11.12%21.25%
COYY
GraniteShares YieldBOOST COIN ETF
-24.24%-26.59%

Returns By Period

In the year-to-date period, GDXW achieves a 11.12% return, which is significantly higher than COYY's -24.24% return.


GDXW

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

COYY

1D
-0.93%
1M
-3.22%
YTD
-24.24%
6M
-51.89%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GDXW vs. COYY - Expense Ratio Comparison

GDXW has a 0.99% expense ratio, which is lower than COYY's 1.07% expense ratio.


Return for Risk

GDXW vs. COYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Gold Miners Weeklypay ETF (GDXW) and GraniteShares YieldBOOST COIN ETF (COYY). 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. COYY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GDXWCOYYDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

1.66

-1.74

+3.40

Correlation

The correlation between GDXW and COYY is 0.28, 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. COYY - Dividend Comparison

GDXW's dividend yield for the trailing twelve months is around 22.06%, less than COYY's 290.71% yield.


Drawdowns

GDXW vs. COYY - Drawdown Comparison

The maximum GDXW drawdown since its inception was -36.83%, smaller than the maximum COYY drawdown of -58.26%. Use the drawdown chart below to compare losses from any high point for GDXW and COYY.


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Drawdown Indicators


GDXWCOYYDifference

Max Drawdown

Largest peak-to-trough decline

-36.83%

-58.26%

+21.43%

Current Drawdown

Current decline from peak

-21.72%

-55.39%

+33.67%

Average Drawdown

Average peak-to-trough decline

-8.28%

-30.15%

+21.87%

Volatility

GDXW vs. COYY - Volatility Comparison


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Volatility by Period


GDXWCOYYDifference

Volatility (1Y)

Calculated over the trailing 1-year period

64.19%

39.27%

+24.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.19%

39.27%

+24.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.19%

39.27%

+24.92%