GDXW vs. GDXJ
GDXW (Roundhill Gold Miners Weeklypay ETF) and GDXJ (VanEck Junior Gold Miners ETF) are both Gold funds. GDXW is actively managed, while GDXJ is passively managed. Their 0.98 correlation means they have historically moved very closely together. GDXW charges 0.99%/yr vs 0.52%/yr for GDXJ.
Performance
GDXW vs. GDXJ - 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 GDXJ's -16.16% return.
GDXW
- 1D
- -3.84%
- 1M
- -6.91%
- 6M
- -28.00%
- YTD
- -20.04%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
GDXJ
- 1D
- -3.69%
- 1M
- -7.31%
- 6M
- -23.13%
- YTD
- -16.16%
- 1Y
- 50.07%
- 3Y*
- 40.59%
- 5Y*
- 17.64%
- 10Y*
- 8.17%
- ALL TIME*
- 1.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $446.17M | $451.03M | $619.88M | |
| $1.31M | $1.39M | $2.06M |
GDXW vs. GDXJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GDXW Roundhill Gold Miners Weeklypay ETF | -20.04% | 25.26% |
GDXJ VanEck Junior Gold Miners ETF | -16.16% | 25.50% |
Correlation
The correlation between GDXW and GDXJ is 0.98 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 30, 2025 | 0.98 |
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Return for Risk
GDXW vs. GDXJ — Risk / Return Rank
GDXW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GDXJ
GDXW vs. GDXJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Gold Miners Weeklypay ETF (GDXW) and VanEck Junior Gold Miners ETF (GDXJ). 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 | GDXJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.19 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.26 | — |
| Martin ratioReturn relative to average drawdown | — | 2.68 | — |
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Drawdowns
GDXW vs. GDXJ - Drawdown Comparison
The maximum GDXW drawdown since its inception was -46.79%, smaller than the maximum GDXJ drawdown of -88.66%. Use the drawdown chart below to compare losses from any high point for GDXW and GDXJ.
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Drawdown Indicators
| GDXW | GDXJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.79% | -88.66% | +41.87% |
Max Drawdown (1Y)Largest decline over 1 year | — | -41.32% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -41.32% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -48.79% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -57.77% | — |
Current DrawdownCurrent decline from peak | -43.67% | -38.93% | -4.74% |
Average DrawdownAverage peak-to-trough decline | -19.25% | -60.26% | +41.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 19.42% | — |
Volatility
GDXW vs. GDXJ - Volatility Comparison
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Volatility by Period
| GDXW | GDXJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 14.90% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 44.56% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 61.28% | 53.86% | +7.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.28% | 42.07% | +19.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.28% | 44.18% | +17.10% |
GDXW vs. GDXJ - Expense Ratio Comparison
GDXW has a 0.99% expense ratio, which is higher than GDXJ's 0.52% expense ratio.
Dividends
GDXW vs. GDXJ - Dividend Comparison
GDXW's dividend yield for the trailing twelve months is around 59.35%, more than GDXJ's 2.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GDXJ VanEck Junior Gold Miners ETF | 2.78% | 2.33% | 2.61% | 0.72% | 0.51% | 1.78% | 1.58% | 0.39% | 0.45% | 0.03% | 4.78% | 0.72% |
GDXW Roundhill Gold Miners Weeklypay ETF | 59.35% | 7.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.98, GDXW and GDXJ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, GDXJ is cheaper at 0.52% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GDXJ is cheaper with a 0.52% expense ratio, compared with 0.99% for GDXW.
GDXW has the higher dividend yield at 59.35%, compared with 2.78% for GDXJ.
They also come from different issuers: Roundhill and VanEck. Their fees differ too: 0.99% for GDXW and 0.52% for GDXJ.
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