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GDXW vs. GLDW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GDXW vs. GLDW - Performance Comparison

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

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GDXW vs. GLDW - Yearly Performance Comparison


2026 (YTD)2025
GDXW
Roundhill Gold Miners Weeklypay ETF
5.38%21.25%
GLDW
Roundhill Gold WeeklyPay ETF
8.62%7.63%

Returns By Period

In the year-to-date period, GDXW achieves a 5.38% return, which is significantly lower than GLDW's 8.62% return.


GDXW

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

GLDW

1D
4.69%
1M
-13.64%
YTD
8.62%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GDXW vs. GLDW - Expense Ratio Comparison

Both GDXW and GLDW have an expense ratio of 0.99%.


Return for Risk

GDXW vs. GLDW - Risk-Adjusted Trends Comparison

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


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Sharpe Ratios by Period


GDXWGLDWDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

1.29

1.13

+0.16

Correlation

The correlation between GDXW and GLDW is 0.78, 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. GLDW - Dividend Comparison

GDXW's dividend yield for the trailing twelve months is around 23.26%, more than GLDW's 12.11% yield.


Drawdowns

GDXW vs. GLDW - Drawdown Comparison

The maximum GDXW drawdown since its inception was -36.83%, which is greater than GLDW's maximum drawdown of -23.59%. Use the drawdown chart below to compare losses from any high point for GDXW and GLDW.


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Drawdown Indicators


GDXWGLDWDifference

Max Drawdown

Largest peak-to-trough decline

-36.83%

-23.59%

-13.24%

Current Drawdown

Current decline from peak

-25.76%

-16.66%

-9.10%

Average Drawdown

Average peak-to-trough decline

-8.15%

-5.11%

-3.04%

Volatility

GDXW vs. GLDW - Volatility Comparison


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Volatility by Period


GDXWGLDWDifference

Volatility (1Y)

Calculated over the trailing 1-year period

64.01%

41.26%

+22.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.01%

41.26%

+22.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.01%

41.26%

+22.75%