GLDW vs. XLE
GLDW (Roundhill Gold WeeklyPay ETF) and XLE (State Street Energy Select Sector SPDR ETF) are both exchange-traded funds - GLDW is a Derivative Income fund actively managed by State Street, while XLE is a Energy Equities fund tracking the Energy Select Sector Index. GLDW is actively managed, while XLE is passively managed. At a correlation of -0.00, they often move in opposite directions. GLDW charges 0.99%/yr vs 0.08%/yr for XLE.
Performance
GLDW vs. XLE - Performance Comparison
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Returns By Period
In the year-to-date period, GLDW achieves a -12.10% return, which is significantly lower than XLE's 29.29% return.
GLDW
- 1D
- -2.26%
- 1M
- -10.14%
- 6M
- -18.75%
- YTD
- -12.10%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XLE
- 1D
- 0.92%
- 1M
- 3.74%
- 6M
- 21.42%
- YTD
- 29.29%
- 1Y
- 36.53%
- 3Y*
- 15.59%
- 5Y*
- 22.95%
- 10Y*
- 9.47%
GLDW vs. XLE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GLDW Roundhill Gold WeeklyPay ETF | -12.10% | 9.36% |
XLE State Street Energy Select Sector SPDR ETF | 29.29% | 2.47% |
Correlation
The correlation between GLDW and XLE is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 30, 2025 | -0.00 |
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Return for Risk
GLDW vs. XLE — Risk / Return Rank
GLDW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
XLE
GLDW vs. XLE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Gold WeeklyPay ETF (GLDW) and State Street Energy Select Sector SPDR ETF (XLE). 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 | XLE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.29 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.45 | — |
| Martin ratioReturn relative to average drawdown | — | 6.58 | — |
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Drawdowns
GLDW vs. XLE - Drawdown Comparison
The maximum GLDW drawdown since its inception was -32.55%, smaller than the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for GLDW and XLE.
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Drawdown Indicators
| GLDW | XLE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.55% | -71.26% | +38.71% |
Max Drawdown (1Y)Largest decline over 1 year | — | -14.98% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.14% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.04% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -66.81% | — |
Current DrawdownCurrent decline from peak | -32.55% | -8.20% | -24.35% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -17.95% | +5.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.57% | — |
Volatility
GLDW vs. XLE - Volatility Comparison
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Volatility by Period
| GLDW | XLE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.10% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 16.65% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 36.47% | 20.96% | +15.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.47% | 25.87% | +10.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.47% | 29.58% | +6.89% |
GLDW vs. XLE - Expense Ratio Comparison
GLDW has a 0.99% expense ratio, which is higher than XLE's 0.08% expense ratio.
Dividends
GLDW vs. XLE - Dividend Comparison
GLDW's dividend yield for the trailing twelve months is around 26.12%, more than XLE's 2.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLDW Roundhill Gold WeeklyPay ETF | 26.12% | 3.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLE State Street Energy Select Sector SPDR ETF | 2.66% | 3.28% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 6.72% | 3.54% | 3.03% | 2.26% | 3.39% |
Frequently Asked Questions
GLDW and XLE have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XLE is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XLE is cheaper with a 0.08% expense ratio, compared with 0.99% for GLDW.
GLDW has the higher dividend yield at 26.12%, compared with 2.66% for XLE.
GLDW is categorized as Derivative Income, while XLE is Energy Equities. Their fees differ too: 0.99% for GLDW and 0.08% for XLE.
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