GDXW vs. IAUM
Compare and contrast key facts about Roundhill Gold Miners Weeklypay ETF (GDXW) and iShares Gold Trust Micro (IAUM).
GDXW and IAUM 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. IAUM is a passively managed fund by iShares that tracks the performance of the LBMA Gold Price. It was launched on Jun 15, 2021.
Performance
GDXW vs. IAUM - Performance Comparison
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GDXW vs. IAUM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GDXW Roundhill Gold Miners Weeklypay ETF | 11.12% | 21.25% |
IAUM iShares Gold Trust Micro | 10.49% | 7.23% |
Returns By Period
In the year-to-date period, GDXW achieves a 11.12% return, which is significantly higher than IAUM's 10.49% return.
GDXW
- 1D
- 5.45%
- 1M
- -20.83%
- YTD
- 11.12%
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IAUM
- 1D
- 1.71%
- 1M
- -10.65%
- YTD
- 10.49%
- 6M
- 23.22%
- 1Y
- 52.68%
- 3Y*
- 34.12%
- 5Y*
- —
- 10Y*
- —
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GDXW vs. IAUM - Expense Ratio Comparison
GDXW has a 0.99% expense ratio, which is higher than IAUM's 0.09% expense ratio.
Return for Risk
GDXW vs. IAUM — Risk / Return Rank
GDXW
IAUM
GDXW vs. IAUM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Gold Miners Weeklypay ETF (GDXW) and iShares Gold Trust Micro (IAUM). 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.
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Sharpe Ratios by Period
| GDXW | IAUM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.66 | 1.31 | +0.35 |
Correlation
The correlation between GDXW and IAUM is 0.79, 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. IAUM - Dividend Comparison
GDXW's dividend yield for the trailing twelve months is around 22.06%, while IAUM has not paid dividends to shareholders.
| TTM | 2025 | |
|---|---|---|
GDXW Roundhill Gold Miners Weeklypay ETF | 22.06% | 7.48% |
IAUM iShares Gold Trust Micro | 0.00% | 0.00% |
Drawdowns
GDXW vs. IAUM - Drawdown Comparison
The maximum GDXW drawdown since its inception was -36.83%, which is greater than IAUM's maximum drawdown of -20.87%. Use the drawdown chart below to compare losses from any high point for GDXW and IAUM.
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Drawdown Indicators
| GDXW | IAUM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.83% | -20.87% | -15.96% |
Max Drawdown (1Y)Largest decline over 1 year | — | -19.15% | — |
Current DrawdownCurrent decline from peak | -21.72% | -11.69% | -10.03% |
Average DrawdownAverage peak-to-trough decline | -8.28% | -4.99% | -3.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.23% | — |
Volatility
GDXW vs. IAUM - Volatility Comparison
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Volatility by Period
| GDXW | IAUM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 10.38% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 24.00% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 64.19% | 27.53% | +36.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 64.19% | 17.79% | +46.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 64.19% | 17.79% | +46.40% |