GDXW vs. NVDW
GDXW (Roundhill Gold Miners Weeklypay ETF) and NVDW (Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF) are both exchange-traded funds - GDXW is a Gold fund actively managed by Roundhill, while NVDW is a Derivative Income fund actively managed by Roundhill. Both are actively managed. At a 0.27 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.
Performance
GDXW vs. NVDW - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GDXW achieves a -3.22% return, which is significantly lower than NVDW's 18.30% return.
GDXW
- 1D
- 1.75%
- 1M
- 0.20%
- YTD
- -3.22%
- 6M
- 3.82%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NVDW
- 1D
- 2.02%
- 1M
- 13.37%
- YTD
- 18.30%
- 6M
- 20.44%
- 1Y
- 59.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GDXW vs. NVDW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GDXW Roundhill Gold Miners Weeklypay ETF | -3.22% | 21.25% |
NVDW Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF | 18.30% | -10.30% |
Correlation
The correlation between GDXW and NVDW is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 31, 2025 | 0.27 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GDXW vs. NVDW — Risk / Return Rank
GDXW
NVDW
GDXW vs. NVDW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Gold Miners Weeklypay ETF (GDXW) and Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF (NVDW). 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.
Loading charts...
Sharpe Ratios by Period
| GDXW | NVDW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 1.59 | -1.08 |
Drawdowns
GDXW vs. NVDW - Drawdown Comparison
The maximum GDXW drawdown since its inception was -36.83%, which is greater than NVDW's maximum drawdown of -25.54%. Use the drawdown chart below to compare losses from any high point for GDXW and NVDW.
Loading charts...
Drawdown Indicators
| GDXW | NVDW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.83% | -25.54% | -11.29% |
Max Drawdown (1Y)Largest decline over 1 year | — | -25.54% | — |
Current DrawdownCurrent decline from peak | -31.82% | -8.85% | -22.97% |
Average DrawdownAverage peak-to-trough decline | -13.58% | -8.19% | -5.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 10.51% | — |
Volatility
GDXW vs. NVDW - Volatility Comparison
Loading charts...
Volatility by Period
| GDXW | NVDW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 14.99% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 30.78% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 61.21% | 41.06% | +20.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.21% | 41.11% | +20.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.21% | 41.11% | +20.10% |
GDXW vs. NVDW - Expense Ratio Comparison
Both GDXW and NVDW have an expense ratio of 0.99%.
Dividends
GDXW vs. NVDW - Dividend Comparison
GDXW's dividend yield for the trailing twelve months is around 38.71%, less than NVDW's 57.01% yield.
| Position | TTM | 2025 |
|---|---|---|
GDXW Roundhill Gold Miners Weeklypay ETF | 38.71% | 7.48% |
NVDW Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF | 57.01% | 38.94% |
Frequently Asked Questions
GDXW and NVDW 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.
Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
GDXW and NVDW have the same expense ratio: 0.99% per year.
NVDW has the higher dividend yield at 57.01%, compared with 38.71% for GDXW.
GDXW is categorized as Gold, while NVDW is Derivative Income.
Find the right allocation for GDXW and NVDW
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer