GDXW vs. GDXJ

Last updated Apr 1, 2026

Compare and contrast key facts about Roundhill Gold Miners Weeklypay ETF (GDXW) and VanEck Vectors Junior Gold Miners ETF (GDXJ).

GDXW and GDXJ 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. GDXJ is a passively managed fund by VanEck that tracks the performance of the MVIS Global Junior Gold Miners Index. It was launched on Nov 10, 2009.

Performance

GDXW vs. GDXJ - Performance Comparison

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

GDXW vs. GDXJ - Yearly Performance Comparison

	2026 (YTD)	2025
GDXW Roundhill Gold Miners Weeklypay ETF	5.38%	21.25%
GDXJ VanEck Vectors Junior Gold Miners ETF	5.50%	22.62%

Returns By Period

The year-to-date returns for both investments are quite close, with GDXW having a 5.38% return and GDXJ slightly higher at 5.50%.

GDXW

• 1D: 8.44%
• 1M: -25.76%
• YTD: 5.38%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

GDXJ

• 1D: 8.53%
• 1M: -23.14%
• YTD: 5.50%
• 6M: 24.01%
• 1Y: 114.70%
• 3Y*: 47.55%
• 5Y*: 22.70%
• 10Y*: 17.38%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GDXW vs. GDXJ - Expense Ratio Comparison

GDXW has a 0.99% expense ratio, which is higher than GDXJ's 0.54% expense ratio.

GDXW

Roundhill Gold Miners Weeklypay ETF

GDXJ

VanEck Vectors Junior Gold Miners ETF

Return for Risk

GDXW vs. GDXJ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GDXJ

GDXJ Risk / Return Rank: 92
GDXJ Sharpe Ratio Rank: 95
GDXJ Sortino Ratio Rank: 90
GDXJ Omega Ratio Rank: 89
GDXJ Calmar Ratio Rank: 94
GDXJ Martin Ratio Rank: 92

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 Vectors 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	GDXW	GDXJ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.27	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.56	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.39	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.29	0.07	+1.22

Correlation

The correlation between GDXW and GDXJ is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

GDXW vs. GDXJ - Dividend Comparison

GDXW's dividend yield for the trailing twelve months is around 23.26%, more than GDXJ's 2.21% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GDXW Roundhill Gold Miners Weeklypay ETF	23.26%	7.48%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GDXJ VanEck Vectors Junior Gold Miners ETF	2.21%	2.33%	2.61%	0.72%	0.51%	1.78%	1.58%	0.39%	0.45%	0.03%	4.78%	0.72%

Drawdowns

GDXW vs. GDXJ - Drawdown Comparison

The maximum GDXW drawdown since its inception was -36.83%, 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.

Drawdown Indicators

	GDXW	GDXJ	Difference
Max Drawdown Largest peak-to-trough decline	-36.83%	-88.66%	+51.83%
Max Drawdown (1Y) Largest decline over 1 year	—	-32.92%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-51.76%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-57.77%	—
Current Drawdown Current decline from peak	-25.76%	-23.14%	-2.62%
Average Drawdown Average peak-to-trough decline	-8.15%	-60.91%	+52.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	9.43%	—

Volatility

Volatility by Period

	GDXW	GDXJ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	20.63%	—
Volatility (6M) Calculated over the trailing 6-month period	—	42.33%	—
Volatility (1Y) Calculated over the trailing 1-year period	64.01%	50.75%	+13.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	64.01%	40.56%	+23.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	64.01%	44.45%	+19.56%