GLDW vs. GDXY
GLDW (Roundhill Gold WeeklyPay ETF) and GDXY (YieldMax Gold Miners Option Income Strategy ETF) are both exchange-traded funds - GLDW is a Derivative Income fund actively managed by Roundhill Investments, while GDXY is a Gold fund actively managed by YieldMax. Both are actively managed. Their correlation of 0.82 means they have usually moved in the same direction. GLDW charges 0.99%/yr vs 1.08%/yr for GDXY.
Performance
GLDW vs. GDXY - Performance Comparison
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Returns By Period
In the year-to-date period, GLDW achieves a -10.18% return, which is significantly higher than GDXY's -18.85% return.
GLDW
- 1D
- -1.58%
- 1M
- -2.25%
- 6M
- -21.62%
- YTD
- -10.18%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
GDXY
- 1D
- -2.75%
- 1M
- -3.94%
- 6M
- -22.61%
- YTD
- -18.85%
- 1Y
- 13.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 14.49%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $4.52M | $4.39M | $7.85M | |
| $259.24K | $286.30K | $479.68K |
GLDW vs. GDXY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GLDW Roundhill Gold WeeklyPay ETF | -10.18% | 9.36% |
GDXY YieldMax Gold Miners Option Income Strategy ETF | -18.85% | 14.29% |
Correlation
The correlation between GLDW and GDXY is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 30, 2025 | 0.82 |
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Return for Risk
GLDW vs. GDXY — Risk / Return Rank
GLDW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GDXY
GLDW vs. GDXY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Gold WeeklyPay ETF (GLDW) and YieldMax Gold Miners Option Income Strategy ETF (GDXY). 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 | GDXY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.10 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.39 | — |
| Martin ratioReturn relative to average drawdown | — | 0.85 | — |
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Drawdowns
GLDW vs. GDXY - Drawdown Comparison
The maximum GLDW drawdown since its inception was -32.55%, smaller than the maximum GDXY drawdown of -36.99%. Use the drawdown chart below to compare losses from any high point for GLDW and GDXY.
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Drawdown Indicators
| GLDW | GDXY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.55% | -36.99% | +4.44% |
Max Drawdown (1Y)Largest decline over 1 year | — | -36.99% | — |
Current DrawdownCurrent decline from peak | -31.08% | -34.85% | +3.77% |
Average DrawdownAverage peak-to-trough decline | -13.26% | -8.31% | -4.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 17.02% | — |
Volatility
GLDW vs. GDXY - Volatility Comparison
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Volatility by Period
| GLDW | GDXY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 9.85% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 33.12% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 35.85% | 39.36% | -3.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.85% | 32.57% | +3.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.85% | 32.57% | +3.28% |
GLDW vs. GDXY - Expense Ratio Comparison
GLDW has a 0.99% expense ratio, which is lower than GDXY's 1.08% expense ratio.
Dividends
GLDW vs. GDXY - Dividend Comparison
GLDW's dividend yield for the trailing twelve months is around 26.73%, less than GDXY's 88.00% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
GDXY YieldMax Gold Miners Option Income Strategy ETF | 88.00% | 52.13% | 23.91% |
GLDW Roundhill Gold WeeklyPay ETF | 26.73% | 3.75% | 0.00% |
Frequently Asked Questions
GLDW and GDXY have a correlation of 0.82, 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 1.08% for GDXY.
GDXY has the higher dividend yield at 88.00%, compared with 26.73% for GLDW.
GLDW is categorized as Derivative Income, while GDXY is Gold. They also come from different issuers: Roundhill Investments and YieldMax. Their fees differ too: 0.99% for GLDW and 1.08% for GDXY.
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