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GLDW vs. WPAY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLDW vs. WPAY - Performance Comparison

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

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GLDW vs. WPAY - Yearly Performance Comparison


2026 (YTD)2025
GLDW
Roundhill Gold WeeklyPay ETF
8.62%7.63%
WPAY
Roundhill WeeklyPay™ Universe ETF
-10.65%-13.33%

Returns By Period

In the year-to-date period, GLDW achieves a 8.62% return, which is significantly higher than WPAY's -10.65% return.


GLDW

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

WPAY

1D
-1.58%
1M
-3.05%
YTD
-10.65%
6M
-19.33%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLDW vs. WPAY - Expense Ratio Comparison

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


Return for Risk

GLDW vs. WPAY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Gold WeeklyPay ETF (GLDW) and Roundhill WeeklyPay™ Universe ETF (WPAY). 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. WPAY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GLDWWPAYDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

-0.78

+1.92

Correlation

The correlation between GLDW and WPAY is 0.27, 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. WPAY - Dividend Comparison

GLDW's dividend yield for the trailing twelve months is around 12.11%, less than WPAY's 36.55% yield.


Drawdowns

GLDW vs. WPAY - Drawdown Comparison

The maximum GLDW drawdown since its inception was -23.59%, smaller than the maximum WPAY drawdown of -26.17%. Use the drawdown chart below to compare losses from any high point for GLDW and WPAY.


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Drawdown Indicators


GLDWWPAYDifference

Max Drawdown

Largest peak-to-trough decline

-23.59%

-26.17%

+2.58%

Current Drawdown

Current decline from peak

-16.66%

-25.35%

+8.69%

Average Drawdown

Average peak-to-trough decline

-5.11%

-11.92%

+6.81%

Volatility

GLDW vs. WPAY - Volatility Comparison


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Volatility by Period


GLDWWPAYDifference

Volatility (1Y)

Calculated over the trailing 1-year period

41.26%

28.83%

+12.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.26%

28.83%

+12.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.26%

28.83%

+12.43%