GLDW vs. XLK

Last updated Apr 1, 2026

Compare and contrast key facts about Roundhill Gold WeeklyPay ETF (GLDW) and State Street Technology Select Sector SPDR ETF (XLK).

GLDW and XLK 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. XLK is a passively managed fund by State Street that tracks the performance of the S&P Technology Select Sector Daily Capped 35/20 Index. It was launched on Dec 16, 1998.

Performance

GLDW vs. XLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Gold WeeklyPay ETF (GLDW) and State Street Technology Select Sector SPDR ETF (XLK). The values are adjusted to include any dividend payments, if applicable.

GLDW vs. XLK - Yearly Performance Comparison

	2026 (YTD)	2025
GLDW Roundhill Gold WeeklyPay ETF	8.62%	7.63%
XLK State Street Technology Select Sector SPDR ETF	-7.57%	-4.00%

Returns By Period

In the year-to-date period, GLDW achieves a 8.62% return, which is significantly higher than XLK's -7.57% return.

GLDW

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

XLK

• 1D: 4.24%
• 1M: -4.10%
• YTD: -7.57%
• 6M: -5.44%
• 1Y: 29.46%
• 3Y*: 21.58%
• 5Y*: 15.31%
• 10Y*: 20.82%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDW vs. XLK - Expense Ratio Comparison

GLDW has a 0.99% expense ratio, which is higher than XLK's 0.08% expense ratio.

GLDW

Roundhill Gold WeeklyPay ETF

XLK

State Street Technology Select Sector SPDR ETF

Return for Risk

GLDW vs. XLK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XLK

XLK Risk / Return Rank: 69
XLK Sharpe Ratio Rank: 66
XLK Sortino Ratio Rank: 69
XLK Omega Ratio Rank: 67
XLK Calmar Ratio Rank: 75
XLK Martin Ratio Rank: 65

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GLDW vs. XLK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Gold WeeklyPay ETF (GLDW) and State Street Technology Select Sector SPDR ETF (XLK). 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.

Sharpe Ratios by Period

	GLDW	XLK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.10	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.62	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.86	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.13	0.36	+0.78

Correlation

The correlation between GLDW and XLK is 0.25, 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. XLK - Dividend Comparison

GLDW's dividend yield for the trailing twelve months is around 12.11%, more than XLK's 0.57% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GLDW Roundhill Gold WeeklyPay ETF	12.11%	3.75%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XLK State Street Technology Select Sector SPDR ETF	0.57%	0.54%	0.66%	0.76%	1.04%	0.65%	0.92%	1.16%	1.60%	1.37%	1.74%	1.79%

Drawdowns

GLDW vs. XLK - Drawdown Comparison

The maximum GLDW drawdown since its inception was -23.59%, smaller than the maximum XLK drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for GLDW and XLK.

Drawdown Indicators

	GLDW	XLK	Difference
Max Drawdown Largest peak-to-trough decline	-23.59%	-82.05%	+58.46%
Max Drawdown (1Y) Largest decline over 1 year	—	-15.92%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-33.56%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.56%	—
Current Drawdown Current decline from peak	-16.66%	-12.36%	-4.30%
Average Drawdown Average peak-to-trough decline	-5.11%	-35.17%	+30.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.93%	—

Volatility

Volatility by Period

	GLDW	XLK	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	8.06%	—
Volatility (6M) Calculated over the trailing 6-month period	—	16.43%	—
Volatility (1Y) Calculated over the trailing 1-year period	41.26%	27.02%	+14.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.26%	24.72%	+16.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.26%	24.33%	+16.93%