GDXW vs. XDTE

Last updated Apr 2, 2026

Compare and contrast key facts about Roundhill Gold Miners Weeklypay ETF (GDXW) and Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE).

GDXW and XDTE 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. XDTE is an actively managed fund by Roundhill. It was launched on Mar 7, 2024.

Performance

GDXW vs. XDTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Gold Miners Weeklypay ETF (GDXW) and Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE). The values are adjusted to include any dividend payments, if applicable.

GDXW vs. XDTE - Yearly Performance Comparison

	2026 (YTD)	2025
GDXW Roundhill Gold Miners Weeklypay ETF	11.12%	21.25%
XDTE Roundhill S&P 500 0DTE Covered Call Strategy ETF	-2.43%	1.50%

Returns By Period

In the year-to-date period, GDXW achieves a 11.12% return, which is significantly higher than XDTE's -2.43% return.

GDXW

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

XDTE

• 1D: 1.03%
• 1M: -4.05%
• YTD: -2.43%
• 6M: 0.99%
• 1Y: 13.86%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GDXW vs. XDTE - Expense Ratio Comparison

GDXW has a 0.99% expense ratio, which is higher than XDTE's 0.97% expense ratio.

GDXW

Roundhill Gold Miners Weeklypay ETF

XDTE

Roundhill S&P 500 0DTE Covered Call Strategy ETF

Return for Risk

GDXW vs. XDTE — Risk / Return Rank

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

XDTE

XDTE Risk / Return Rank: 45
XDTE Sharpe Ratio Rank: 48
XDTE Sortino Ratio Rank: 41
XDTE Omega Ratio Rank: 48
XDTE Calmar Ratio Rank: 41
XDTE Martin Ratio Rank: 46

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. XDTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Gold Miners Weeklypay ETF (GDXW) and Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE). 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	XDTE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.90	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.66	0.90	+0.75

Correlation

The correlation between GDXW and XDTE is 0.45, 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. XDTE - Dividend Comparison

GDXW's dividend yield for the trailing twelve months is around 22.06%, less than XDTE's 38.73% yield.

	TTM	2025	2024
GDXW Roundhill Gold Miners Weeklypay ETF	22.06%	7.48%	0.00%
XDTE Roundhill S&P 500 0DTE Covered Call Strategy ETF	38.73%	39.16%	20.35%

Drawdowns

GDXW vs. XDTE - Drawdown Comparison

The maximum GDXW drawdown since its inception was -36.83%, which is greater than XDTE's maximum drawdown of -19.09%. Use the drawdown chart below to compare losses from any high point for GDXW and XDTE.

Drawdown Indicators

	GDXW	XDTE	Difference
Max Drawdown Largest peak-to-trough decline	-36.83%	-19.09%	-17.74%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.87%	—
Current Drawdown Current decline from peak	-21.72%	-4.87%	-16.85%
Average Drawdown Average peak-to-trough decline	-8.28%	-2.44%	-5.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.14%	—

Volatility

Volatility by Period

	GDXW	XDTE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.77%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.90%	—
Volatility (1Y) Calculated over the trailing 1-year period	64.19%	15.42%	+48.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	64.19%	14.07%	+50.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	64.19%	14.07%	+50.12%