GLDW vs. BESF
GLDW (Roundhill Gold WeeklyPay ETF) and BESF (Bastion Energy ETF) are both exchange-traded funds - GLDW is a Derivative Income fund actively managed by Roundhill Investments, while BESF is a Energy Equities fund actively managed by Bastion. Both are actively managed. Their -0.05 correlation means they have often moved in opposite directions in the past. GLDW charges 0.99%/yr vs 0.80%/yr for BESF.
Performance
GLDW vs. BESF - Performance Comparison
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Returns By Period
In the year-to-date period, GLDW achieves a -10.18% return, which is significantly lower than BESF's 17.62% return.
GLDW
- 1D
- -1.58%
- 1M
- -2.25%
- 6M
- -21.62%
- YTD
- -10.18%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
BESF
- 1D
- 1.19%
- 1M
- 2.81%
- 6M
- 7.68%
- YTD
- 17.62%
- 1Y
- 58.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 52.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $43.42K | $94.04K | $92.36K | |
| $259.24K | $286.30K | $479.68K |
GLDW vs. BESF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GLDW Roundhill Gold WeeklyPay ETF | -10.18% | 9.36% |
BESF Bastion Energy ETF | 17.62% | 7.54% |
Correlation
The correlation between GLDW and BESF is -0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 30, 2025 | -0.05 |
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Return for Risk
GLDW vs. BESF — Risk / Return Rank
GLDW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
BESF
GLDW vs. BESF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Gold WeeklyPay ETF (GLDW) and Bastion Energy ETF (BESF). 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.
| GLDW | BESF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.37 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 5.06 | — |
| Martin ratioReturn relative to average drawdown | — | 11.87 | — |
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Drawdowns
GLDW vs. BESF - Drawdown Comparison
The maximum GLDW drawdown since its inception was -32.55%, which is greater than BESF's maximum drawdown of -10.97%. Use the drawdown chart below to compare losses from any high point for GLDW and BESF.
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Drawdown Indicators
| GLDW | BESF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.55% | -10.97% | -21.58% |
Max Drawdown (1Y)Largest decline over 1 year | — | -10.97% | — |
Current DrawdownCurrent decline from peak | -31.08% | -7.55% | -23.53% |
Average DrawdownAverage peak-to-trough decline | -13.26% | -3.22% | -10.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.68% | — |
Volatility
GLDW vs. BESF - Volatility Comparison
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Volatility by Period
| GLDW | BESF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.28% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 15.33% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 35.85% | 25.02% | +10.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.85% | 24.31% | +11.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.85% | 24.31% | +11.54% |
GLDW vs. BESF - Expense Ratio Comparison
GLDW has a 0.99% expense ratio, which is higher than BESF's 0.80% expense ratio.
Dividends
GLDW vs. BESF - Dividend Comparison
GLDW's dividend yield for the trailing twelve months is around 26.73%, more than BESF's 5.85% yield.
| Position | TTM | 2025 |
|---|---|---|
BESF Bastion Energy ETF | 5.85% | 6.39% |
GLDW Roundhill Gold WeeklyPay ETF | 26.73% | 3.75% |
Frequently Asked Questions
GLDW and BESF have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BESF is cheaper at 0.80% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BESF is cheaper with a 0.80% expense ratio, compared with 0.99% for GLDW.
GLDW has the higher dividend yield at 26.73%, compared with 5.85% for BESF.
GLDW is categorized as Derivative Income, while BESF is Energy Equities. They also come from different issuers: Roundhill Investments and Bastion. Their fees differ too: 0.99% for GLDW and 0.80% for BESF.
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