GDXW vs. URA

Last updated Apr 2, 2026

Compare and contrast key facts about Roundhill Gold Miners Weeklypay ETF (GDXW) and Global X Uranium ETF (URA).

GDXW and URA 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. URA is a passively managed fund by Global X that tracks the performance of the Solactive Global Uranium & Nuclear Components Index. It was launched on Nov 4, 2010.

Performance

GDXW vs. URA - Performance Comparison

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

GDXW vs. URA - Yearly Performance Comparison

	2026 (YTD)	2025
GDXW Roundhill Gold Miners Weeklypay ETF	11.12%	21.25%
URA Global X Uranium ETF	15.28%	-20.32%

Returns By Period

In the year-to-date period, GDXW achieves a 11.12% return, which is significantly lower than URA's 15.28% return.

GDXW

• 1D: 5.45%
• 1M: -20.83%
• YTD: 11.12%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

URA

• 1D: 1.71%
• 1M: -12.74%
• YTD: 15.28%
• 6M: 6.95%
• 1Y: 123.62%
• 3Y*: 41.34%
• 5Y*: 25.08%
• 10Y*: 16.67%

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

GDXW vs. URA - Expense Ratio Comparison

GDXW has a 0.99% expense ratio, which is higher than URA's 0.69% expense ratio.

GDXW

Roundhill Gold Miners Weeklypay ETF

URA

Global X Uranium ETF

Return for Risk

GDXW vs. URA — Risk / Return Rank

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

URA

URA Risk / Return Rank: 92
URA Sharpe Ratio Rank: 96
URA Sortino Ratio Rank: 94
URA Omega Ratio Rank: 88
URA Calmar Ratio Rank: 96
URA Martin Ratio Rank: 86

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. URA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Gold Miners Weeklypay ETF (GDXW) and Global X Uranium ETF (URA). 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.

Sharpe Ratios by Period

	GDXW	URA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.53	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.59	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.45	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.66	-0.05	+1.71

Correlation

The correlation between GDXW and URA is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

GDXW vs. URA - Dividend Comparison

GDXW's dividend yield for the trailing twelve months is around 22.06%, more than URA's 4.23% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GDXW Roundhill Gold Miners Weeklypay ETF	22.06%	7.48%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
URA Global X Uranium ETF	4.23%	4.88%	2.86%	6.07%	0.76%	5.84%	1.69%	1.66%	0.44%	2.03%	7.28%	1.96%

Drawdowns

GDXW vs. URA - Drawdown Comparison

The maximum GDXW drawdown since its inception was -36.83%, smaller than the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for GDXW and URA.

Drawdown Indicators

	GDXW	URA	Difference
Max Drawdown Largest peak-to-trough decline	-36.83%	-93.54%	+56.71%
Max Drawdown (1Y) Largest decline over 1 year	—	-28.43%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-37.90%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-61.45%	—
Current Drawdown Current decline from peak	-21.72%	-44.10%	+22.38%
Average Drawdown Average peak-to-trough decline	-8.28%	-75.40%	+67.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	11.89%	—

Volatility

Volatility by Period

	GDXW	URA	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	14.44%	—
Volatility (6M) Calculated over the trailing 6-month period	—	38.51%	—
Volatility (1Y) Calculated over the trailing 1-year period	64.19%	49.22%	+14.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	64.19%	42.97%	+21.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	64.19%	37.22%	+26.97%