LDRX vs. GOOW

Last updated Jun 4, 2026

LDRX (SGI Enhanced Market Leaders ETF) and GOOW (Roundhill GOOGL WeeklyPay™ ETF) are both Derivative Income funds. Both are actively managed. A 0.61 correlation means they provide meaningful diversification when combined. LDRX charges 0.59%/yr vs 0.99%/yr for GOOW.

Performance

LDRX vs. GOOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SGI Enhanced Market Leaders ETF (LDRX) and Roundhill GOOGL WeeklyPay™ ETF (GOOW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LDRX achieves a 10.09% return, which is significantly lower than GOOW's 15.42% return.

LDRX

• 1D: -0.69%
• 1M: 5.60%
• YTD: 10.09%
• 6M: 9.87%
• 1Y: 30.54%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GOOW

• 1D: -0.89%
• 1M: -7.95%
• YTD: 15.42%
• 6M: 11.81%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LDRX vs. GOOW - Yearly Performance Comparison

	2026 (YTD)	2025
LDRX SGI Enhanced Market Leaders ETF	10.09%	9.36%
GOOW Roundhill GOOGL WeeklyPay™ ETF	15.42%	75.51%

Correlation

The correlation between LDRX and GOOW is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 25, 2025	0.61

Return for Risk

LDRX vs. GOOW — Risk / Return Rank

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

LDRX

LDRX Risk / Return Rank: 71
LDRX Sharpe Ratio Rank: 76
LDRX Sortino Ratio Rank: 76
LDRX Omega Ratio Rank: 73
LDRX Calmar Ratio Rank: 60
LDRX Martin Ratio Rank: 68

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.

LDRX vs. GOOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SGI Enhanced Market Leaders ETF (LDRX) and Roundhill GOOGL WeeklyPay™ ETF (GOOW). 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.

	LDRX	GOOW	Difference
Sharpe ratio: Return per unit of total volatility	2.42	—	—
Sortino ratio: Return per unit of downside risk	3.39	—	—
Omega ratio: Gain probability vs. loss probability	1.43	—	—
Calmar ratio: Return relative to maximum drawdown	2.89	—	—
Martin ratio: Return relative to average drawdown	12.31	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	LDRX	GOOW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.42	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.60	3.43	-0.83

Drawdowns

LDRX vs. GOOW - Drawdown Comparison

The maximum LDRX drawdown since its inception was -10.62%, smaller than the maximum GOOW drawdown of -24.88%. Use the drawdown chart below to compare losses from any high point for LDRX and GOOW.

Drawdown Indicators

	LDRX	GOOW	Difference
Max Drawdown Largest peak-to-trough decline	-10.62%	-24.88%	+14.26%
Max Drawdown (1Y) Largest decline over 1 year	-10.62%	—	—
Current Drawdown Current decline from peak	-0.76%	-13.20%	+12.44%
Average Drawdown Average peak-to-trough decline	-1.44%	-4.80%	+3.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.49%	—	—

Volatility

Volatility by Period

	LDRX	GOOW	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.23%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.62%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.67%	37.38%	-24.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.85%	37.38%	-24.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.85%	37.38%	-24.53%

LDRX vs. GOOW - Expense Ratio Comparison

LDRX has a 0.59% expense ratio, which is lower than GOOW's 0.99% expense ratio.

Dividends

LDRX vs. GOOW - Dividend Comparison

LDRX's dividend yield for the trailing twelve months is around 1.19%, less than GOOW's 35.21% yield.

Position	TTM	2025
GOOW Roundhill GOOGL WeeklyPay™ ETF	35.21%	19.77%
LDRX SGI Enhanced Market Leaders ETF	1.19%	1.19%

Frequently Asked Questions

Can I hold both LDRX and GOOW in my portfolio?

LDRX and GOOW have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LDRX or GOOW?

On fees, LDRX is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LDRX or GOOW?

LDRX is cheaper with a 0.59% expense ratio, compared with 0.99% for GOOW.

Which ETF pays a higher dividend yield, LDRX or GOOW?

GOOW has the higher dividend yield at 35.21%, compared with 1.19% for LDRX.

What is the main difference between LDRX and GOOW?

They also come from different issuers: Summit Global Investments and Roundhill. Their fees differ too: 0.59% for LDRX and 0.99% for GOOW.