PortfoliosLab logoPortfoliosLab logo
GDXW vs. PLTW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GDXW vs. PLTW - Performance Comparison

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

Loading graphics...

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

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GDXW

PLTW
PLTW Risk / Return Rank: 5858
Overall Rank
PLTW Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
PLTW Sortino Ratio Rank: 6666
Sortino Ratio Rank
PLTW Omega Ratio Rank: 5858
Omega Ratio Rank
PLTW Calmar Ratio Rank: 6363
Calmar Ratio Rank
PLTW Martin Ratio Rank: 4141
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

GDXW vs. PLTW - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


GDXWPLTWDifference

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.


TTM2025
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.


Loading graphics...

Drawdown Indicators


GDXWPLTWDifference

Max Drawdown

Largest peak-to-trough decline

-36.83%

-45.33%

+8.50%

Max Drawdown (1Y)

Largest decline over 1 year

-45.33%

Current Drawdown

Current decline from peak

-21.72%

-36.44%

+14.72%

Average Drawdown

Average peak-to-trough decline

-8.28%

-16.44%

+8.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.20%

Volatility

GDXW vs. PLTW - Volatility Comparison


Loading graphics...

Volatility by Period


GDXWPLTWDifference

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%