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GLDW vs. KGLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLDW vs. KGLD - Performance Comparison

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

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GLDW vs. KGLD - Yearly Performance Comparison


2026 (YTD)2025
GLDW
Roundhill Gold WeeklyPay ETF
8.62%7.63%
KGLD
Kurv Gold Enhanced Income ETF
10.03%8.57%

Returns By Period

In the year-to-date period, GLDW achieves a 8.62% return, which is significantly lower than KGLD's 10.03% return.


GLDW

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

KGLD

1D
3.96%
1M
-11.65%
YTD
10.03%
6M
23.07%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLDW vs. KGLD - Expense Ratio Comparison

GLDW has a 0.99% expense ratio, which is lower than KGLD's 1.00% expense ratio.


Return for Risk

GLDW vs. KGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Gold WeeklyPay ETF (GLDW) and Kurv Gold Enhanced Income ETF (KGLD). 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. KGLD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GLDWKGLDDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

2.08

-0.95

Correlation

The correlation between GLDW and KGLD is 0.98, 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. KGLD - Dividend Comparison

GLDW's dividend yield for the trailing twelve months is around 12.11%, more than KGLD's 7.52% yield.


Drawdowns

GLDW vs. KGLD - Drawdown Comparison

The maximum GLDW drawdown since its inception was -23.59%, which is greater than KGLD's maximum drawdown of -20.29%. Use the drawdown chart below to compare losses from any high point for GLDW and KGLD.


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Drawdown Indicators


GLDWKGLDDifference

Max Drawdown

Largest peak-to-trough decline

-23.59%

-20.29%

-3.30%

Current Drawdown

Current decline from peak

-16.66%

-13.89%

-2.77%

Average Drawdown

Average peak-to-trough decline

-5.11%

-3.88%

-1.23%

Volatility

GLDW vs. KGLD - Volatility Comparison


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Volatility by Period


GLDWKGLDDifference

Volatility (1Y)

Calculated over the trailing 1-year period

41.26%

30.29%

+10.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.26%

30.29%

+10.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.26%

30.29%

+10.97%