GDXW vs. PLTW
Compare and contrast key facts about Roundhill Gold Miners Weeklypay ETF (GDXW) and PLTR WeeklyPay™ ETF (PLTW).
GDXW and PLTW 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. PLTW is an actively managed fund by Roundhill. It was launched on Feb 18, 2025.
Performance
GDXW vs. PLTW - Performance Comparison
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GDXW vs. PLTW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GDXW Roundhill Gold Miners Weeklypay ETF | 11.12% | 21.25% |
PLTW PLTR WeeklyPay™ ETF | -22.30% | -12.35% |
Returns By Period
In the year-to-date period, GDXW achieves a 11.12% return, which is significantly higher than PLTW's -22.30% return.
GDXW
- 1D
- 5.45%
- 1M
- -20.83%
- YTD
- 11.12%
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PLTW
- 1D
- 0.08%
- 1M
- 0.20%
- YTD
- -22.30%
- 6M
- -27.82%
- 1Y
- 75.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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GDXW vs. PLTW - Expense Ratio Comparison
Both GDXW and PLTW have an expense ratio of 0.99%.
Return for Risk
GDXW vs. PLTW — Risk / Return Rank
GDXW
PLTW
GDXW vs. PLTW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Gold Miners Weeklypay ETF (GDXW) and PLTR WeeklyPay™ ETF (PLTW). 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.
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Sharpe Ratios by Period
| GDXW | PLTW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.10 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.66 | 0.29 | +1.37 |
Correlation
The correlation between GDXW and PLTW is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
GDXW vs. PLTW - Dividend Comparison
GDXW's dividend yield for the trailing twelve months is around 22.06%, less than PLTW's 114.64% yield.
| TTM | 2025 | |
|---|---|---|
GDXW Roundhill Gold Miners Weeklypay ETF | 22.06% | 7.48% |
PLTW PLTR WeeklyPay™ ETF | 114.64% | 72.40% |
Drawdowns
GDXW vs. PLTW - Drawdown Comparison
The maximum GDXW drawdown since its inception was -36.83%, smaller than the maximum PLTW drawdown of -45.33%. Use the drawdown chart below to compare losses from any high point for GDXW and PLTW.
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Drawdown Indicators
| GDXW | PLTW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.83% | -45.33% | +8.50% |
Max Drawdown (1Y)Largest decline over 1 year | — | -45.33% | — |
Current DrawdownCurrent decline from peak | -21.72% | -36.44% | +14.72% |
Average DrawdownAverage peak-to-trough decline | -8.28% | -16.44% | +8.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 19.20% | — |
Volatility
GDXW vs. PLTW - Volatility Comparison
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Volatility by Period
| GDXW | PLTW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 18.32% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 45.09% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 64.19% | 69.24% | -5.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 64.19% | 73.25% | -9.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 64.19% | 73.25% | -9.06% |