GDXW vs. KGLD

Last updated Apr 2, 2026

Compare and contrast key facts about Roundhill Gold Miners Weeklypay ETF (GDXW) and Kurv Gold Enhanced Income ETF (KGLD).

GDXW and KGLD 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. KGLD is an actively managed fund by Kurv. It was launched on Jul 7, 2025.

Performance

GDXW vs. KGLD - Performance Comparison

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

GDXW vs. KGLD - Yearly Performance Comparison

	2026 (YTD)	2025
GDXW Roundhill Gold Miners Weeklypay ETF	11.12%	21.25%
KGLD Kurv Gold Enhanced Income ETF	11.28%	8.57%

Returns By Period

The year-to-date returns for both investments are quite close, with GDXW having a 11.12% return and KGLD slightly higher at 11.28%.

GDXW

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

KGLD

• 1D: 1.14%
• 1M: -11.79%
• YTD: 11.28%
• 6M: 24.03%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GDXW vs. KGLD - Expense Ratio Comparison

GDXW has a 0.99% expense ratio, which is lower than KGLD's 1.00% expense ratio.

KGLD

Kurv Gold Enhanced Income ETF

GDXW

Roundhill Gold Miners Weeklypay ETF

Return for Risk

GDXW vs. KGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Gold Miners Weeklypay ETF (GDXW) and Kurv Gold Enhanced Income ETF (KGLD). 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.

Sharpe Ratios by Period

	GDXW	KGLD	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	1.66	2.15	-0.50

Correlation

The correlation between GDXW and KGLD is 0.78, 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. KGLD - Dividend Comparison

GDXW's dividend yield for the trailing twelve months is around 22.06%, more than KGLD's 7.44% yield.

	TTM	2025
GDXW Roundhill Gold Miners Weeklypay ETF	22.06%	7.48%
KGLD Kurv Gold Enhanced Income ETF	7.44%	4.59%

Drawdowns

GDXW vs. KGLD - Drawdown Comparison

The maximum GDXW drawdown since its inception was -36.83%, which is greater than KGLD's maximum drawdown of -20.29%. Use the drawdown chart below to compare losses from any high point for GDXW and KGLD.

Drawdown Indicators

	GDXW	KGLD	Difference
Max Drawdown Largest peak-to-trough decline	-36.83%	-20.29%	-16.54%
Current Drawdown Current decline from peak	-21.72%	-12.91%	-8.81%
Average Drawdown Average peak-to-trough decline	-8.28%	-3.92%	-4.36%

Volatility

Volatility by Period

	GDXW	KGLD	Difference
Volatility (1Y) Calculated over the trailing 1-year period	64.19%	30.23%	+33.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	64.19%	30.23%	+33.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	64.19%	30.23%	+33.96%