GDXW vs. GOOW
GDXW (Roundhill Gold Miners Weeklypay ETF) and GOOW (Roundhill GOOGL WeeklyPay™ ETF) are both exchange-traded funds - GDXW is a Gold fund actively managed by Roundhill, while GOOW is a Derivative Income fund actively managed by Roundhill. Both are actively managed. Their 0.23 correlation means their historical movements had little consistent relationship. Both charge a 0.99% expense ratio.
Performance
GDXW vs. GOOW - 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 GOOW's 13.56% return.
GDXW
- 1D
- -3.84%
- 1M
- -6.91%
- 6M
- -28.00%
- YTD
- -20.04%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
GOOW
- 1D
- 7.98%
- 1M
- -1.82%
- 6M
- 3.91%
- YTD
- 13.56%
- 1Y
- 103.29%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 92.03%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.31M | $1.39M | $2.06M | |
| $1.99M | $1.77M | $2.25M |
GDXW vs. GOOW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GDXW Roundhill Gold Miners Weeklypay ETF | -20.04% | 25.26% |
GOOW Roundhill GOOGL WeeklyPay™ ETF | 13.56% | 15.68% |
Correlation
The correlation between GDXW and GOOW is 0.23, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 30, 2025 | 0.23 |
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Return for Risk
GDXW vs. GOOW — Risk / Return Rank
GDXW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GOOW
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.
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 | GOOW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.42 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.95 | — |
| Martin ratioReturn relative to average drawdown | — | 10.85 | — |
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Drawdowns
GDXW vs. GOOW - Drawdown Comparison
The maximum GDXW drawdown since its inception was -46.79%, which is greater than GOOW's maximum drawdown of -25.44%. Use the drawdown chart below to compare losses from any high point for GDXW and GOOW.
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Drawdown Indicators
| GDXW | GOOW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.79% | -25.44% | -21.35% |
Max Drawdown (1Y)Largest decline over 1 year | — | -25.44% | — |
Current DrawdownCurrent decline from peak | -43.67% | -14.60% | -29.07% |
Average DrawdownAverage peak-to-trough decline | -19.25% | -6.41% | -12.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 9.24% | — |
Volatility
GDXW vs. GOOW - Volatility Comparison
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Volatility by Period
| GDXW | GOOW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 15.50% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 30.46% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 61.28% | 39.64% | +21.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.28% | 39.39% | +21.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.28% | 39.39% | +21.89% |
GDXW vs. GOOW - Expense Ratio Comparison
Both GDXW and GOOW have an expense ratio of 0.99%.
Dividends
GDXW vs. GOOW - Dividend Comparison
GDXW's dividend yield for the trailing twelve months is around 59.35%, more than GOOW's 42.80% yield.
| Position | TTM | 2025 |
|---|---|---|
GDXW Roundhill Gold Miners Weeklypay ETF | 59.35% | 7.48% |
GOOW Roundhill GOOGL WeeklyPay™ ETF | 42.80% | 19.77% |
Frequently Asked Questions
GDXW and GOOW have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
GDXW and GOOW have the same expense ratio: 0.99% per year.
GDXW has the higher dividend yield at 59.35%, compared with 42.80% for GOOW.
GDXW is categorized as Gold, while GOOW is Derivative Income.
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