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GLDW vs. GDXW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLDW vs. GDXW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Gold WeeklyPay ETF (GLDW) and Roundhill Gold Miners Weeklypay ETF (GDXW). The values are adjusted to include any dividend payments, if applicable.

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GLDW vs. GDXW - Yearly Performance Comparison


2026 (YTD)2025
GLDW
Roundhill Gold WeeklyPay ETF
8.62%7.63%
GDXW
Roundhill Gold Miners Weeklypay ETF
5.38%21.25%

Returns By Period

In the year-to-date period, GLDW achieves a 8.62% return, which is significantly higher than GDXW's 5.38% return.


GLDW

1D
4.69%
1M
-13.64%
YTD
8.62%
6M
1Y
3Y*
5Y*
10Y*

GDXW

1D
8.44%
1M
-25.76%
YTD
5.38%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLDW vs. GDXW - Expense Ratio Comparison

Both GLDW and GDXW have an expense ratio of 0.99%.


Return for Risk

GLDW vs. GDXW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Gold WeeklyPay ETF (GLDW) and Roundhill Gold Miners Weeklypay ETF (GDXW). 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.

GLDW vs. GDXW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GLDWGDXWDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

1.29

-0.16

Correlation

The correlation between GLDW and GDXW is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GLDW vs. GDXW - Dividend Comparison

GLDW's dividend yield for the trailing twelve months is around 12.11%, less than GDXW's 23.26% yield.


Drawdowns

GLDW vs. GDXW - Drawdown Comparison

The maximum GLDW drawdown since its inception was -23.59%, smaller than the maximum GDXW drawdown of -36.83%. Use the drawdown chart below to compare losses from any high point for GLDW and GDXW.


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Drawdown Indicators


GLDWGDXWDifference

Max Drawdown

Largest peak-to-trough decline

-23.59%

-36.83%

+13.24%

Current Drawdown

Current decline from peak

-16.66%

-25.76%

+9.10%

Average Drawdown

Average peak-to-trough decline

-5.11%

-8.15%

+3.04%

Volatility

GLDW vs. GDXW - Volatility Comparison


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Volatility by Period


GLDWGDXWDifference

Volatility (1Y)

Calculated over the trailing 1-year period

41.26%

64.01%

-22.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.26%

64.01%

-22.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.26%

64.01%

-22.75%