GDXW vs. ISCMF
GDXW (Roundhill Gold Miners Weeklypay ETF) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - GDXW is a Gold fund actively managed by Roundhill, while ISCMF is a Commodities fund tracking the Bloomberg Commodity Index. GDXW is actively managed, while ISCMF is passively managed. At a correlation of -0.05, they often move in opposite directions. GDXW charges 0.99%/yr vs 0.19%/yr for ISCMF.
Performance
GDXW vs. ISCMF - Performance Comparison
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Returns By Period
In the year-to-date period, GDXW achieves a -23.48% return, which is significantly lower than ISCMF's 11.96% return.
GDXW
- 1D
- -4.16%
- 1M
- -21.57%
- 6M
- -33.84%
- YTD
- -23.48%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ISCMF
- 1D
- 0.00%
- 1M
- -8.88%
- 6M
- 11.96%
- YTD
- 11.96%
- 1Y
- 22.55%
- 3Y*
- 10.82%
- 5Y*
- —
- 10Y*
- —
GDXW vs. ISCMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GDXW Roundhill Gold Miners Weeklypay ETF | -23.48% | 25.26% |
ISCMF iShares Diversified Commodity Swap UCITS ETF | 11.96% | 7.57% |
Correlation
The correlation between GDXW and ISCMF is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 30, 2025 | -0.05 |
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Return for Risk
GDXW vs. ISCMF — Risk / Return Rank
GDXW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ISCMF
GDXW vs. ISCMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Gold Miners Weeklypay ETF (GDXW) and iShares Diversified Commodity Swap UCITS ETF (ISCMF). 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 | ISCMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.84 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.66 | — |
| Martin ratioReturn relative to average drawdown | — | 6.41 | — |
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Drawdowns
GDXW vs. ISCMF - Drawdown Comparison
The maximum GDXW drawdown since its inception was -46.10%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for GDXW and ISCMF.
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Drawdown Indicators
| GDXW | ISCMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.10% | -25.42% | -20.68% |
Max Drawdown (1Y)Largest decline over 1 year | — | -13.68% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.68% | — |
Current DrawdownCurrent decline from peak | -46.10% | -13.68% | -32.42% |
Average DrawdownAverage peak-to-trough decline | -17.74% | -13.31% | -4.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.53% | — |
Volatility
GDXW vs. ISCMF - Volatility Comparison
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Volatility by Period
| GDXW | ISCMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 9.30% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 18.12% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 61.94% | 19.58% | +42.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.94% | 14.82% | +47.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.94% | 14.82% | +47.12% |
GDXW vs. ISCMF - Expense Ratio Comparison
GDXW has a 0.99% expense ratio, which is higher than ISCMF's 0.19% expense ratio.
Dividends
GDXW vs. ISCMF - Dividend Comparison
GDXW's dividend yield for the trailing twelve months is around 59.46%, while ISCMF has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
GDXW Roundhill Gold Miners Weeklypay ETF | 59.46% | 7.48% |
ISCMF iShares Diversified Commodity Swap UCITS ETF | 0.00% | 0.00% |
Frequently Asked Questions
GDXW and ISCMF have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ISCMF is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ISCMF is cheaper with a 0.19% expense ratio, compared with 0.99% for GDXW.
GDXW has the higher dividend yield at 59.46%, compared with 0.00% for ISCMF.
GDXW is categorized as Gold, while ISCMF is Commodities. They also come from different issuers: Roundhill and iShares. Their fees differ too: 0.99% for GDXW and 0.19% for ISCMF.
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