GDXW vs. NVII
GDXW (Roundhill Gold Miners Weeklypay ETF) and NVII (REX NVIDIA Growth & Income ETF) are both exchange-traded funds - GDXW is a Gold fund actively managed by Roundhill, while NVII is a Derivative Income fund actively managed by REX. Both are actively managed. Their 0.28 correlation means their historical movements had little consistent relationship. Both charge a 0.99% expense ratio.
Performance
GDXW vs. NVII - Performance Comparison
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Returns By Period
In the year-to-date period, GDXW achieves a -7.75% return, which is significantly lower than NVII's 17.37% return.
GDXW
- 1D
- 9.21%
- 1M
- 6.85%
- 6M
- -21.29%
- YTD
- -7.75%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
NVII
- 1D
- 2.10%
- 1M
- 10.64%
- 6M
- 25.71%
- YTD
- 17.37%
- 1Y
- 26.84%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 58.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.45M | $1.46M | $1.98M | |
| $3.06M | $2.68M | $3.93M |
GDXW vs. NVII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GDXW Roundhill Gold Miners Weeklypay ETF | -7.75% | 25.26% |
NVII REX NVIDIA Growth & Income ETF | 17.37% | -8.15% |
Correlation
The correlation between GDXW and NVII is 0.28, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 30, 2025 | 0.28 |
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Return for Risk
GDXW vs. NVII — Risk / Return Rank
GDXW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
NVII
GDXW vs. NVII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Gold Miners Weeklypay ETF (GDXW) and REX NVIDIA Growth & Income ETF (NVII). 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 | NVII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.14 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.45 | — |
| Martin ratioReturn relative to average drawdown | — | 3.00 | — |
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Drawdowns
GDXW vs. NVII - Drawdown Comparison
The maximum GDXW drawdown since its inception was -46.79%, which is greater than NVII's maximum drawdown of -18.56%. Use the drawdown chart below to compare losses from any high point for GDXW and NVII.
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Drawdown Indicators
| GDXW | NVII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.79% | -18.56% | -28.23% |
Max Drawdown (1Y)Largest decline over 1 year | — | -18.56% | — |
Current DrawdownCurrent decline from peak | -35.01% | -7.06% | -27.95% |
Average DrawdownAverage peak-to-trough decline | -19.56% | -6.49% | -13.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 8.97% | — |
Volatility
GDXW vs. NVII - Volatility Comparison
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Volatility by Period
| GDXW | NVII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 12.43% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 28.29% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 61.84% | 36.95% | +24.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.84% | 35.90% | +25.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.84% | 35.90% | +25.94% |
GDXW vs. NVII - Expense Ratio Comparison
Both GDXW and NVII have an expense ratio of 0.99%.
Dividends
GDXW vs. NVII - Dividend Comparison
GDXW's dividend yield for the trailing twelve months is around 53.01%, less than NVII's 54.94% yield.
| Position | TTM | 2025 |
|---|---|---|
GDXW Roundhill Gold Miners Weeklypay ETF | 53.01% | 7.48% |
NVII REX NVIDIA Growth & Income ETF | 54.94% | 29.17% |
Frequently Asked Questions
GDXW and NVII have a correlation of 0.28, 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 NVII have the same expense ratio: 0.99% per year.
NVII has the higher dividend yield at 54.94%, compared with 53.01% for GDXW.
GDXW is categorized as Gold, while NVII is Derivative Income. They also come from different issuers: Roundhill and REX.
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