GLDY vs. PLTW
GLDY (Defiance Gold Enhanced Options Income ETF) and PLTW (PLTR WeeklyPay™ ETF) are both Derivative Income funds. Both are actively managed. Over the past year, GLDY returned 6.42% vs -14.50% for PLTW. At a 0.08 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.
Performance
GLDY vs. PLTW - Performance Comparison
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Returns By Period
In the year-to-date period, GLDY achieves a -7.57% return, which is significantly higher than PLTW's -35.27% return.
GLDY
- 1D
- 10.92%
- 1M
- -9.36%
- YTD
- -7.57%
- 6M
- -7.59%
- 1Y
- 6.42%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PLTW
- 1D
- -3.30%
- 1M
- -3.21%
- YTD
- -35.27%
- 6M
- -38.21%
- 1Y
- -14.50%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GLDY vs. PLTW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GLDY Defiance Gold Enhanced Options Income ETF | -7.57% | 15.15% |
PLTW PLTR WeeklyPay™ ETF | -35.27% | 126.02% |
Correlation
The correlation between GLDY and PLTW is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Apr 2, 2025 | 0.08 |
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Return for Risk
GLDY vs. PLTW — Risk / Return Rank
GLDY
PLTW
GLDY vs. PLTW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Defiance Gold Enhanced Options Income ETF (GLDY) and PLTR WeeklyPay™ ETF (PLTW). 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.
| GLDY | PLTW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.01 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.25 | -0.31 | +0.56 |
| Martin ratioReturn relative to average drawdown | 1.01 | -0.55 | +1.56 |
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Drawdowns
GLDY vs. PLTW - Drawdown Comparison
The maximum GLDY drawdown since its inception was -25.90%, smaller than the maximum PLTW drawdown of -51.72%. Use the drawdown chart below to compare losses from any high point for GLDY and PLTW.
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Drawdown Indicators
| GLDY | PLTW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.90% | -51.72% | +25.82% |
Max Drawdown (1Y)Largest decline over 1 year | -25.90% | -47.05% | +21.15% |
Current DrawdownCurrent decline from peak | -17.80% | -47.05% | +29.25% |
Average DrawdownAverage peak-to-trough decline | -4.22% | -22.91% | +18.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.37% | 26.24% | -19.87% |
Volatility
GLDY vs. PLTW - Volatility Comparison
The current volatility for Defiance Gold Enhanced Options Income ETF (GLDY) is 14.74%, while PLTR WeeklyPay™ ETF (PLTW) has a volatility of 20.76%. This indicates that GLDY experiences smaller price fluctuations and is considered to be less risky than PLTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GLDY | PLTW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.74% | 20.76% | -6.02% |
Volatility (6M)Calculated over the trailing 6-month period | 23.06% | 46.24% | -23.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.44% | 60.77% | -36.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.33% | 74.31% | -50.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.33% | 74.31% | -50.98% |
GLDY vs. PLTW - Expense Ratio Comparison
Both GLDY and PLTW have an expense ratio of 0.99%.
Dividends
GLDY vs. PLTW - Dividend Comparison
GLDY's dividend yield for the trailing twelve months is around 50.86%, less than PLTW's 139.00% yield.
| Position | TTM | 2025 |
|---|---|---|
GLDY Defiance Gold Enhanced Options Income ETF | 50.86% | 37.38% |
PLTW PLTR WeeklyPay™ ETF | 139.00% | 72.40% |
Frequently Asked Questions
GLDY and PLTW have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PLTW has higher volatility (20.76%) compared to GLDY (14.74%). In terms of maximum drawdown, GLDY dropped -25.90% vs PLTW's -51.72%.
On 1-year performance, GLDY leads with 6.42% vs -14.50% for PLTW. Both ETFs have the same 0.99% expense ratio. On volatility, GLDY has been the lower-risk option at 14.74%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, GLDY has performed better with a 6.42% return vs -14.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GLDY and PLTW have the same expense ratio: 0.99% per year.
PLTW has the higher dividend yield at 139.00%, compared with 50.86% for GLDY.
They also come from different issuers: Defiance and Roundhill.
GLDY currently has the higher Sharpe Ratio (0.26 vs -0.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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