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GDXW vs. GOOW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GDXW vs. GOOW - Performance Comparison

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

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GDXW vs. GOOW - Yearly Performance Comparison


2026 (YTD)2025
GDXW
Roundhill Gold Miners Weeklypay ETF
11.12%21.25%
GOOW
Roundhill GOOGL WeeklyPay™ ETF
-6.83%12.47%

Returns By Period

In the year-to-date period, GDXW achieves a 11.12% return, which is significantly higher than GOOW's -6.83% return.


GDXW

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

GOOW

1D
4.18%
1M
-3.52%
YTD
-6.83%
6M
23.18%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GDXW vs. GOOW - Expense Ratio Comparison

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


Return for Risk

GDXW vs. GOOW - Risk-Adjusted Trends Comparison

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


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Sharpe Ratios by Period


GDXWGOOWDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

1.66

2.96

-1.31

Correlation

The correlation between GDXW and GOOW is 0.19, 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. GOOW - Dividend Comparison

GDXW's dividend yield for the trailing twelve months is around 22.06%, less than GOOW's 33.30% yield.


Drawdowns

GDXW vs. GOOW - Drawdown Comparison

The maximum GDXW drawdown since its inception was -36.83%, which is greater than GOOW's maximum drawdown of -24.88%. Use the drawdown chart below to compare losses from any high point for GDXW and GOOW.


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Drawdown Indicators


GDXWGOOWDifference

Max Drawdown

Largest peak-to-trough decline

-36.83%

-24.88%

-11.95%

Current Drawdown

Current decline from peak

-21.72%

-16.70%

-5.02%

Average Drawdown

Average peak-to-trough decline

-8.28%

-4.80%

-3.48%

Volatility

GDXW vs. GOOW - Volatility Comparison


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Volatility by Period


GDXWGOOWDifference

Volatility (1Y)

Calculated over the trailing 1-year period

64.19%

35.44%

+28.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.19%

35.44%

+28.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.19%

35.44%

+28.75%