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GLDI vs. GLDW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDI vs. GLDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI) and Roundhill Gold WeeklyPay ETF (GLDW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLDI achieves a 2.06% return, which is significantly higher than GLDW's 1.00% return.


GLDI

1D
-0.81%
1M
0.90%
YTD
2.06%
6M
4.42%
1Y
21.23%
3Y*
19.54%
5Y*
11.15%
10Y*
8.99%

GLDW

1D
-1.20%
1M
-2.48%
YTD
1.00%
6M
3.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDI vs. GLDW - Yearly Performance Comparison


Correlation

The correlation between GLDI and GLDW is 0.84, 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 31, 2025

0.84

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Return for Risk

GLDI vs. GLDW — Risk / Return Rank

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

GLDI
GLDI Risk / Return Rank: 3838
Overall Rank
GLDI Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
GLDI Sortino Ratio Rank: 3535
Sortino Ratio Rank
GLDI Omega Ratio Rank: 4747
Omega Ratio Rank
GLDI Calmar Ratio Rank: 3131
Calmar Ratio Rank
GLDI Martin Ratio Rank: 3838
Martin Ratio Rank

GLDW
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.

GLDI vs. GLDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI) and Roundhill Gold WeeklyPay ETF (GLDW). 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.


GLDIGLDWDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

1.55

Martin ratioReturn relative to average drawdown

6.07

GLDI vs. GLDW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GLDIGLDWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.42

-0.05

Drawdowns

GLDI vs. GLDW - Drawdown Comparison

The maximum GLDI drawdown since its inception was -32.26%, which is greater than GLDW's maximum drawdown of -23.59%. Use the drawdown chart below to compare losses from any high point for GLDI and GLDW.


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Drawdown Indicators


GLDIGLDWDifference

Max Drawdown

Largest peak-to-trough decline

-32.26%

-23.59%

-8.67%

Max Drawdown (1Y)

Largest decline over 1 year

-13.73%

Max Drawdown (3Y)

Largest decline over 3 years

-13.73%

Max Drawdown (5Y)

Largest decline over 5 years

-14.07%

Max Drawdown (10Y)

Largest decline over 10 years

-14.94%

Current Drawdown

Current decline from peak

-7.37%

-22.51%

+15.14%

Average Drawdown

Average peak-to-trough decline

-14.00%

-8.93%

-5.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

Volatility

GLDI vs. GLDW - Volatility Comparison


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Volatility by Period


GLDIGLDWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

Volatility (6M)

Calculated over the trailing 6-month period

12.87%

Volatility (1Y)

Calculated over the trailing 1-year period

14.57%

36.90%

-22.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.31%

36.90%

-25.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.35%

36.90%

-25.55%

GLDI vs. GLDW - Expense Ratio Comparison

GLDI has a 0.65% expense ratio, which is lower than GLDW's 0.99% expense ratio.


Dividends

GLDI vs. GLDW - Dividend Comparison

GLDI's dividend yield for the trailing twelve months is around 22.37%, more than GLDW's 19.48% yield.


PositionTTM20252024202320222021202020192018201720162015
GLDI
Credit Suisse X-Links Gold Shares Covered Call ETN
22.37%16.15%10.45%10.02%13.73%10.65%14.25%7.25%5.33%7.77%17.26%10.07%
GLDW
Roundhill Gold WeeklyPay ETF
19.48%3.75%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GLDI and GLDW have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GLDI is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GLDI is cheaper with a 0.65% expense ratio, compared with 0.99% for GLDW.

GLDI has the higher dividend yield at 22.37%, compared with 19.48% for GLDW.

GLDI is categorized as Precious Metals, while GLDW is Derivative Income. They also come from different issuers: Credit Suisse and State Street. Their fees differ too: 0.65% for GLDI and 0.99% for GLDW.

Portfolio Optimizer

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