GDXW vs. IBIC

Last updated Jul 17, 2026

GDXW (Roundhill Gold Miners Weeklypay ETF) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - GDXW is a Gold fund actively managed by Roundhill, while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. GDXW is actively managed, while IBIC is passively managed. At a correlation of -0.27, they often move in opposite directions. GDXW charges 0.99%/yr vs 0.10%/yr for IBIC.

Performance

GDXW vs. IBIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Gold Miners Weeklypay ETF (GDXW) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GDXW achieves a -23.48% return, which is significantly lower than IBIC's 2.55% return.

GDXW

• 1D: -4.16%
• 1M: -21.57%
• 6M: -33.84%
• YTD: -23.48%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IBIC

• 1D: 0.07%
• 1M: 0.26%
• 6M: 2.41%
• YTD: 2.55%
• 1Y: 4.19%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GDXW vs. IBIC - Yearly Performance Comparison

	2026 (YTD)	2025
GDXW Roundhill Gold Miners Weeklypay ETF	-23.48%	25.26%
IBIC iShares iBonds Oct 2026 Term TIPS ETF	2.55%	0.47%

Correlation

The correlation between GDXW and IBIC is -0.27, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 30, 2025	-0.27

Return for Risk

GDXW vs. IBIC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GDXW

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IBIC

IBIC Risk / Return Rank: 98
IBIC Sharpe Ratio Rank: 98
IBIC Sortino Ratio Rank: 98
IBIC Omega Ratio Rank: 98
IBIC Calmar Ratio Rank: 99
IBIC Martin Ratio Rank: 98

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GDXW vs. IBIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Gold Miners Weeklypay ETF (GDXW) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). 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	IBIC	Difference
Sharpe ratio: Return per unit of total volatility	—	4.63	—
Sortino ratio: Return per unit of downside risk	—	8.25	—
Omega ratio: Gain probability vs. loss probability	—	2.10	—
Calmar ratio: Return relative to maximum drawdown	—	15.70	—
Martin ratio: Return relative to average drawdown	—	53.10	—

Drawdowns

GDXW vs. IBIC - Drawdown Comparison

The maximum GDXW drawdown since its inception was -46.10%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for GDXW and IBIC.

Drawdown Indicators

	GDXW	IBIC	Difference
Max Drawdown Largest peak-to-trough decline	-46.10%	-0.90%	-45.20%
Max Drawdown (1Y) Largest decline over 1 year	—	-0.27%	—
Current Drawdown Current decline from peak	-46.10%	-0.08%	-46.02%
Average Drawdown Average peak-to-trough decline	-17.74%	-0.10%	-17.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.08%	—

Volatility

Volatility by Period

	GDXW	IBIC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.31%	—
Volatility (6M) Calculated over the trailing 6-month period	—	0.70%	—
Volatility (1Y) Calculated over the trailing 1-year period	61.94%	0.91%	+61.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	61.94%	1.56%	+60.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	61.94%	1.56%	+60.38%

GDXW vs. IBIC - Expense Ratio Comparison

GDXW has a 0.99% expense ratio, which is higher than IBIC's 0.10% expense ratio.

Dividends

GDXW vs. IBIC - Dividend Comparison

GDXW's dividend yield for the trailing twelve months is around 59.46%, more than IBIC's 4.62% yield.

Position	TTM	2025	2024	2023
GDXW Roundhill Gold Miners Weeklypay ETF	59.46%	7.48%	0.00%	0.00%
IBIC iShares iBonds Oct 2026 Term TIPS ETF	4.62%	4.43%	4.65%	0.83%

Frequently Asked Questions

Can I hold both GDXW and IBIC in my portfolio?

GDXW and IBIC have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GDXW or IBIC?

On fees, IBIC is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GDXW or IBIC?

IBIC is cheaper with a 0.10% expense ratio, compared with 0.99% for GDXW.

Which ETF pays a higher dividend yield, GDXW or IBIC?

GDXW has the higher dividend yield at 59.46%, compared with 4.62% for IBIC.

What is the main difference between GDXW and IBIC?

GDXW is categorized as Gold, while IBIC is Inflation-Protected Bonds. They also come from different issuers: Roundhill and iShares. Their fees differ too: 0.99% for GDXW and 0.10% for IBIC.