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GLDW vs. CWII
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDW vs. CWII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Gold WeeklyPay ETF (GLDW) and REX CRWV Growth & Income ETF (CWII). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLDW achieves a -8.13% return, which is significantly lower than CWII's 13,199.78% return.


GLDW

1D
-1.99%
1M
-10.73%
YTD
-8.13%
6M
-12.71%
1Y
3Y*
5Y*
10Y*

CWII

1D
0.00%
1M
10,273.16%
YTD
13,199.78%
6M
11,946.90%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDW vs. CWII - Yearly Performance Comparison


2026 (YTD)2025
GLDW
Roundhill Gold WeeklyPay ETF
-8.13%8.09%
CWII
REX CRWV Growth & Income ETF
13,199.78%-45.06%

Correlation

The correlation between GLDW and CWII is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 4, 2025

0.15

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Return for Risk

GLDW vs. CWII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Gold WeeklyPay ETF (GLDW) and REX CRWV Growth & Income ETF (CWII). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GLDW vs. CWII - Sharpe Ratio Comparison


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Drawdowns

GLDW vs. CWII - Drawdown Comparison

The maximum GLDW drawdown since its inception was -30.07%, smaller than the maximum CWII drawdown of -51.04%. Use the drawdown chart below to compare losses from any high point for GLDW and CWII.


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Drawdown Indicators


GLDWCWIIDifference

Max Drawdown

Largest peak-to-trough decline

-30.07%

-51.04%

+20.97%

Current Drawdown

Current decline from peak

-29.51%

0.00%

-29.51%

Average Drawdown

Average peak-to-trough decline

-10.30%

-33.26%

+22.96%

Volatility

GLDW vs. CWII - Volatility Comparison


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Volatility by Period


GLDWCWIIDifference

Volatility (1Y)

Calculated over the trailing 1-year period

37.17%

13,701.30%

-13,664.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.17%

13,701.30%

-13,664.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.17%

13,701.30%

-13,664.13%

GLDW vs. CWII - Expense Ratio Comparison

GLDW has a 0.99% expense ratio, which is lower than CWII's 1.03% expense ratio.


Dividends

GLDW vs. CWII - Dividend Comparison

GLDW's dividend yield for the trailing twelve months is around 23.10%, less than CWII's 123.26% yield.


PositionTTM2025
CWII
REX CRWV Growth & Income ETF
123.26%6.09%
GLDW
Roundhill Gold WeeklyPay ETF
23.10%3.75%

Frequently Asked Questions


GLDW and CWII have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GLDW is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GLDW is cheaper with a 0.99% expense ratio, compared with 1.03% for CWII.

CWII has the higher dividend yield at 123.26%, compared with 23.10% for GLDW.

They also come from different issuers: State Street and REX Shares. Their fees differ too: 0.99% for GLDW and 1.03% for CWII.

Portfolio Optimizer

Find the right allocation for GLDW and CWII

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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