GLDI vs. GLDW
GLDI (Credit Suisse X-Links Gold Shares Covered Call ETN) and GLDW (Roundhill Gold WeeklyPay ETF) are both exchange-traded funds - GLDI is a Precious Metals fund tracking the Credit Suisse NASDAQ Gold FLOWS 103 Index, while GLDW is a Derivative Income fund actively managed by State Street. GLDI is passively managed, while GLDW is actively managed. Their correlation of 0.84 suggests significant overlap in exposure. GLDI charges 0.65%/yr vs 0.99%/yr for GLDW.
Performance
GLDI vs. GLDW - Performance Comparison
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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*
- —
GLDI vs. GLDW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GLDI Credit Suisse X-Links Gold Shares Covered Call ETN | 2.06% | 7.31% |
GLDW Roundhill Gold WeeklyPay ETF | 1.00% | 7.63% |
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
GLDI
GLDW
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.
| GLDI | GLDW | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GLDI | GLDW | Difference | |
|---|---|---|---|
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
| GLDI | GLDW | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.37% | -22.51% | +15.14% |
Average DrawdownAverage peak-to-trough decline | -14.00% | -8.93% | -5.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | — | — |
Volatility
GLDI vs. GLDW - Volatility Comparison
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Volatility by Period
| GLDI | GLDW | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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