GLDW vs. XLU
GLDW (Roundhill Gold WeeklyPay ETF) and XLU (State Street Utilities Select Sector SPDR ETF) are both exchange-traded funds - GLDW is a Derivative Income fund actively managed by State Street, while XLU is a Utilities Equities fund tracking the Utilities Select Sector Index. GLDW is actively managed, while XLU is passively managed. At a 0.14 correlation, their price movements are largely independent. GLDW charges 0.99%/yr vs 0.08%/yr for XLU.
Performance
GLDW vs. XLU - Performance Comparison
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Returns By Period
In the year-to-date period, GLDW achieves a -8.13% return, which is significantly lower than XLU's 6.99% return.
GLDW
- 1D
- -1.99%
- 1M
- -10.73%
- YTD
- -8.13%
- 6M
- -12.71%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XLU
- 1D
- 0.78%
- 1M
- 0.02%
- YTD
- 6.99%
- 6M
- 7.17%
- 1Y
- 14.05%
- 3Y*
- 14.90%
- 5Y*
- 10.60%
- 10Y*
- 9.35%
GLDW vs. XLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GLDW Roundhill Gold WeeklyPay ETF | -8.13% | 9.36% |
XLU State Street Utilities Select Sector SPDR ETF | 6.99% | -4.53% |
Correlation
The correlation between GLDW and XLU is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 30, 2025 | 0.14 |
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Return for Risk
GLDW vs. XLU — Risk / Return Rank
GLDW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
XLU
GLDW vs. XLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Gold WeeklyPay ETF (GLDW) and State Street Utilities Select Sector SPDR ETF (XLU). 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 | XLU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.17 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.54 | — |
| Martin ratioReturn relative to average drawdown | — | 3.26 | — |
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Drawdowns
GLDW vs. XLU - Drawdown Comparison
The maximum GLDW drawdown since its inception was -30.07%, smaller than the maximum XLU drawdown of -51.98%. Use the drawdown chart below to compare losses from any high point for GLDW and XLU.
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Drawdown Indicators
| GLDW | XLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.07% | -51.98% | +21.91% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.18% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.26% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.26% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.07% | — |
Current DrawdownCurrent decline from peak | -29.51% | -4.30% | -25.21% |
Average DrawdownAverage peak-to-trough decline | -10.30% | -10.21% | -0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.32% | — |
Volatility
GLDW vs. XLU - Volatility Comparison
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Volatility by Period
| GLDW | XLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.21% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 11.70% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 37.17% | 14.69% | +22.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.17% | 17.30% | +19.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.17% | 19.29% | +17.88% |
GLDW vs. XLU - Expense Ratio Comparison
GLDW has a 0.99% expense ratio, which is higher than XLU's 0.08% expense ratio.
Dividends
GLDW vs. XLU - Dividend Comparison
GLDW's dividend yield for the trailing twelve months is around 23.10%, more than XLU's 2.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLDW Roundhill Gold WeeklyPay ETF | 23.10% | 3.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLU State Street Utilities Select Sector SPDR ETF | 2.65% | 2.71% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% |
Frequently Asked Questions
GLDW and XLU have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XLU is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XLU is cheaper with a 0.08% expense ratio, compared with 0.99% for GLDW.
GLDW has the higher dividend yield at 23.10%, compared with 2.65% for XLU.
GLDW is categorized as Derivative Income, while XLU is Utilities Equities. Their fees differ too: 0.99% for GLDW and 0.08% for XLU.
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