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GDXW vs. IAUI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GDXW vs. IAUI - Performance Comparison

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

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GDXW vs. IAUI - Yearly Performance Comparison


2026 (YTD)2025
GDXW
Roundhill Gold Miners Weeklypay ETF
11.12%21.25%
IAUI
NEOS Gold High Income ETF
6.76%6.52%

Returns By Period

In the year-to-date period, GDXW achieves a 11.12% return, which is significantly higher than IAUI's 6.76% return.


GDXW

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

IAUI

1D
1.74%
1M
-9.46%
YTD
6.76%
6M
17.96%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GDXW vs. IAUI - Expense Ratio Comparison

GDXW has a 0.99% expense ratio, which is higher than IAUI's 0.78% expense ratio.


Return for Risk

GDXW vs. IAUI - Risk-Adjusted Trends Comparison

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


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Sharpe Ratios by Period


GDXWIAUIDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

1.66

1.74

-0.08

Correlation

The correlation between GDXW and IAUI is 0.80, 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. IAUI - Dividend Comparison

GDXW's dividend yield for the trailing twelve months is around 22.06%, more than IAUI's 9.83% yield.


Drawdowns

GDXW vs. IAUI - Drawdown Comparison

The maximum GDXW drawdown since its inception was -36.83%, which is greater than IAUI's maximum drawdown of -16.88%. Use the drawdown chart below to compare losses from any high point for GDXW and IAUI.


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Drawdown Indicators


GDXWIAUIDifference

Max Drawdown

Largest peak-to-trough decline

-36.83%

-16.88%

-19.95%

Current Drawdown

Current decline from peak

-21.72%

-9.46%

-12.26%

Average Drawdown

Average peak-to-trough decline

-8.28%

-1.89%

-6.39%

Volatility

GDXW vs. IAUI - Volatility Comparison


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Volatility by Period


GDXWIAUIDifference

Volatility (1Y)

Calculated over the trailing 1-year period

64.19%

20.80%

+43.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.19%

20.80%

+43.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.19%

20.80%

+43.39%