GDXW vs. SGDJ

Last updated Jun 24, 2026

GDXW (Roundhill Gold Miners Weeklypay ETF) and SGDJ (Sprott Junior Gold Miners ETF) are both Gold funds. GDXW is actively managed, while SGDJ is passively managed. Their correlation of 0.94 suggests significant overlap in exposure. GDXW charges 0.99%/yr vs 0.50%/yr for SGDJ.

Performance

GDXW vs. SGDJ - Performance Comparison

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

Returns By Period

In the year-to-date period, GDXW achieves a -15.08% return, which is significantly lower than SGDJ's -5.38% return.

GDXW

• 1D: -5.53%
• 1M: -11.11%
• YTD: -15.08%
• 6M: -20.16%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SGDJ

• 1D: -5.01%
• 1M: -6.84%
• YTD: -5.38%
• 6M: -10.31%
• 1Y: 72.25%
• 3Y*: 50.80%
• 5Y*: 17.28%
• 10Y*: 10.08%

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

GDXW vs. SGDJ - Yearly Performance Comparison

	2026 (YTD)	2025
GDXW Roundhill Gold Miners Weeklypay ETF	-15.08%	25.26%
SGDJ Sprott Junior Gold Miners ETF	-5.38%	29.72%

Correlation

The correlation between GDXW and SGDJ is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 30, 2025	0.94

Return for Risk

GDXW vs. SGDJ — Risk / Return Rank

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

GDXW

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SGDJ

SGDJ Risk / Return Rank: 39
SGDJ Sharpe Ratio Rank: 42
SGDJ Sortino Ratio Rank: 37
SGDJ Omega Ratio Rank: 40
SGDJ Calmar Ratio Rank: 41
SGDJ Martin Ratio Rank: 35

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. SGDJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Gold Miners Weeklypay ETF (GDXW) and Sprott Junior Gold Miners ETF (SGDJ). 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	SGDJ	Difference
Sharpe ratio: Return per unit of total volatility	—	1.43	—
Sortino ratio: Return per unit of downside risk	—	1.82	—
Omega ratio: Gain probability vs. loss probability	—	1.25	—
Calmar ratio: Return relative to maximum drawdown	—	1.97	—
Martin ratio: Return relative to average drawdown	—	5.11	—

Drawdowns

GDXW vs. SGDJ - Drawdown Comparison

The maximum GDXW drawdown since its inception was -43.76%, smaller than the maximum SGDJ drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for GDXW and SGDJ.

Drawdown Indicators

	GDXW	SGDJ	Difference
Max Drawdown Largest peak-to-trough decline	-43.76%	-59.27%	+15.51%
Max Drawdown (1Y) Largest decline over 1 year	—	-36.84%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-36.84%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-52.66%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-59.27%	—
Current Drawdown Current decline from peak	-40.18%	-31.02%	-9.16%
Average Drawdown Average peak-to-trough decline	-15.28%	-26.25%	+10.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	14.18%	—

Volatility

Volatility by Period

	GDXW	SGDJ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	18.68%	—
Volatility (6M) Calculated over the trailing 6-month period	—	42.77%	—
Volatility (1Y) Calculated over the trailing 1-year period	63.03%	50.78%	+12.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	63.03%	40.87%	+22.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	63.03%	40.96%	+22.07%

GDXW vs. SGDJ - Expense Ratio Comparison

GDXW has a 0.99% expense ratio, which is higher than SGDJ's 0.50% expense ratio.

Dividends

GDXW vs. SGDJ - Dividend Comparison

GDXW's dividend yield for the trailing twelve months is around 48.83%, more than SGDJ's 8.85% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GDXW Roundhill Gold Miners Weeklypay ETF	48.83%	7.48%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SGDJ Sprott Junior Gold Miners ETF	8.85%	8.37%	6.55%	4.55%	2.46%	2.20%	1.97%	0.65%	0.00%	0.14%	1.77%	0.85%

Frequently Asked Questions

Can I hold both GDXW and SGDJ in my portfolio?

With a correlation of 0.94, GDXW and SGDJ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, GDXW or SGDJ?

On fees, SGDJ is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GDXW or SGDJ?

SGDJ is cheaper with a 0.50% expense ratio, compared with 0.99% for GDXW.

Which ETF pays a higher dividend yield, GDXW or SGDJ?

GDXW has the higher dividend yield at 48.83%, compared with 8.85% for SGDJ.

What is the main difference between GDXW and SGDJ?

They also come from different issuers: Roundhill and Sprott. Their fees differ too: 0.99% for GDXW and 0.50% for SGDJ.