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GLDY vs. GLDW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDY vs. GLDW - Performance Comparison

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

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Returns By Period

In the year-to-date period, GLDY achieves a -2.30% return, which is significantly lower than GLDW's 1.00% return.


GLDY

1D
-0.58%
1M
-1.38%
YTD
-2.30%
6M
-0.58%
1Y
13.84%
3Y*
5Y*
10Y*

GLDW

1D
-1.20%
1M
-2.48%
YTD
1.00%
6M
3.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDY vs. GLDW - Yearly Performance Comparison


Correlation

The correlation between GLDY and GLDW is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 31, 2025

0.91

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Return for Risk

GLDY vs. GLDW — Risk / Return Rank

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

GLDY
GLDY Risk / Return Rank: 2121
Overall Rank
GLDY Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
GLDY Sortino Ratio Rank: 1818
Sortino Ratio Rank
GLDY Omega Ratio Rank: 2323
Omega Ratio Rank
GLDY Calmar Ratio Rank: 2323
Calmar Ratio Rank
GLDY Martin Ratio Rank: 2121
Martin Ratio Rank

GLDW
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.

GLDY vs. GLDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Gold Enhanced Options Income ETF (GLDY) and Roundhill Gold WeeklyPay ETF (GLDW). 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.


GLDYGLDWDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.16

Calmar ratioReturn relative to maximum drawdown

1.03

Martin ratioReturn relative to average drawdown

2.47

GLDY vs. GLDW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GLDYGLDWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.42

+0.14

Drawdowns

GLDY vs. GLDW - Drawdown Comparison

The maximum GLDY drawdown since its inception was -13.43%, smaller than the maximum GLDW drawdown of -23.59%. Use the drawdown chart below to compare losses from any high point for GLDY and GLDW.


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Drawdown Indicators


GLDYGLDWDifference

Max Drawdown

Largest peak-to-trough decline

-13.43%

-23.59%

+10.16%

Max Drawdown (1Y)

Largest decline over 1 year

-13.43%

Current Drawdown

Current decline from peak

-13.12%

-22.51%

+9.39%

Average Drawdown

Average peak-to-trough decline

-3.91%

-8.93%

+5.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.61%

Volatility

GLDY vs. GLDW - Volatility Comparison


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Volatility by Period


GLDYGLDWDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.56%

Volatility (6M)

Calculated over the trailing 6-month period

18.27%

Volatility (1Y)

Calculated over the trailing 1-year period

19.87%

36.90%

-17.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.58%

36.90%

-17.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.58%

36.90%

-17.32%

GLDY vs. GLDW - Expense Ratio Comparison

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


Dividends

GLDY vs. GLDW - Dividend Comparison

GLDY's dividend yield for the trailing twelve months is around 46.42%, more than GLDW's 19.48% yield.


PositionTTM2025
GLDW
Roundhill Gold WeeklyPay ETF
19.48%3.75%
GLDY
Defiance Gold Enhanced Options Income ETF
46.42%37.38%

Frequently Asked Questions


With a correlation of 0.91, GLDY and GLDW move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

GLDY and GLDW have the same expense ratio: 0.99% per year.

GLDY has the higher dividend yield at 46.42%, compared with 19.48% for GLDW.

They also come from different issuers: Defiance and State Street.

Portfolio Optimizer

Find the right allocation for GLDY and GLDW

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