GLDW vs. TSMY
Compare and contrast key facts about Roundhill Gold WeeklyPay ETF (GLDW) and YieldMax TSM Option Income Strategy ETF (TSMY).
GLDW and TSMY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GLDW is an actively managed fund by State Street. It was launched on Oct 30, 2025. TSMY is an actively managed fund by YieldMax. It was launched on Aug 20, 2024.
Performance
GLDW vs. TSMY - Performance Comparison
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GLDW vs. TSMY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GLDW Roundhill Gold WeeklyPay ETF | 8.62% | 7.63% |
TSMY YieldMax TSM Option Income Strategy ETF | 10.01% | -0.20% |
Returns By Period
In the year-to-date period, GLDW achieves a 8.62% return, which is significantly lower than TSMY's 10.01% return.
GLDW
- 1D
- 4.69%
- 1M
- -13.64%
- YTD
- 8.62%
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSMY
- 1D
- 6.41%
- 1M
- -7.42%
- YTD
- 10.01%
- 6M
- 17.90%
- 1Y
- 81.49%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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GLDW vs. TSMY - Expense Ratio Comparison
Both GLDW and TSMY have an expense ratio of 0.99%.
Return for Risk
GLDW vs. TSMY — Risk / Return Rank
GLDW
TSMY
GLDW vs. TSMY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Gold WeeklyPay ETF (GLDW) and YieldMax TSM Option Income Strategy ETF (TSMY). 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.
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Sharpe Ratios by Period
| GLDW | TSMY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 1.15 | -0.01 |
Correlation
The correlation between GLDW and TSMY is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
GLDW vs. TSMY - Dividend Comparison
GLDW's dividend yield for the trailing twelve months is around 12.11%, less than TSMY's 57.85% yield.
| TTM | 2025 | 2024 | |
|---|---|---|---|
GLDW Roundhill Gold WeeklyPay ETF | 12.11% | 3.75% | 0.00% |
TSMY YieldMax TSM Option Income Strategy ETF | 57.85% | 56.76% | 13.71% |
Drawdowns
GLDW vs. TSMY - Drawdown Comparison
The maximum GLDW drawdown since its inception was -23.59%, smaller than the maximum TSMY drawdown of -31.15%. Use the drawdown chart below to compare losses from any high point for GLDW and TSMY.
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Drawdown Indicators
| GLDW | TSMY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.59% | -31.15% | +7.56% |
Max Drawdown (1Y)Largest decline over 1 year | — | -15.50% | — |
Current DrawdownCurrent decline from peak | -16.66% | -10.08% | -6.58% |
Average DrawdownAverage peak-to-trough decline | -5.11% | -5.81% | +0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.48% | — |
Volatility
GLDW vs. TSMY - Volatility Comparison
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Volatility by Period
| GLDW | TSMY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 12.70% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 23.05% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 41.26% | 31.08% | +10.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.26% | 33.42% | +7.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.26% | 33.42% | +7.84% |