LQTI vs. GLDW
LQTI (FT Vest Investment Grade & Target Income ETF) and GLDW (Roundhill Gold WeeklyPay ETF) are both Derivative Income funds. Both are actively managed. At a 0.10 correlation, their price movements are largely independent. LQTI charges 0.65%/yr vs 0.99%/yr for GLDW.
Performance
LQTI vs. GLDW - Performance Comparison
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Returns By Period
In the year-to-date period, LQTI achieves a 0.63% return, which is significantly lower than GLDW's 1.94% return.
LQTI
- 1D
- 0.47%
- 1M
- 0.49%
- YTD
- 0.63%
- 6M
- 0.68%
- 1Y
- 5.55%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GLDW
- 1D
- 0.94%
- 1M
- -2.46%
- YTD
- 1.94%
- 6M
- 4.52%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LQTI vs. GLDW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LQTI FT Vest Investment Grade & Target Income ETF | 0.63% | 0.27% |
GLDW Roundhill Gold WeeklyPay ETF | 1.94% | 7.63% |
Correlation
The correlation between LQTI and GLDW is 0.10, 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 31, 2025 | 0.10 |
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Return for Risk
LQTI vs. GLDW — Risk / Return Rank
LQTI
GLDW
LQTI vs. GLDW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest Investment Grade & Target Income ETF (LQTI) 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.
| LQTI | GLDW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.19 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | — | — |
| Martin ratioReturn relative to average drawdown | 5.02 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LQTI | GLDW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.47 | +0.48 |
Drawdowns
LQTI vs. GLDW - Drawdown Comparison
The maximum LQTI drawdown since its inception was -3.41%, smaller than the maximum GLDW drawdown of -23.59%. Use the drawdown chart below to compare losses from any high point for LQTI and GLDW.
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Drawdown Indicators
| LQTI | GLDW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.41% | -23.59% | +20.18% |
Max Drawdown (1Y)Largest decline over 1 year | -3.41% | — | — |
Current DrawdownCurrent decline from peak | -0.97% | -21.78% | +20.81% |
Average DrawdownAverage peak-to-trough decline | -0.88% | -9.02% | +8.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.11% | — | — |
Volatility
LQTI vs. GLDW - Volatility Comparison
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Volatility by Period
| LQTI | GLDW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.67% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 4.04% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 5.12% | 36.79% | -31.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.97% | 36.79% | -30.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.97% | 36.79% | -30.82% |
LQTI vs. GLDW - Expense Ratio Comparison
LQTI has a 0.65% expense ratio, which is lower than GLDW's 0.99% expense ratio.
Dividends
LQTI vs. GLDW - Dividend Comparison
LQTI's dividend yield for the trailing twelve months is around 9.07%, less than GLDW's 19.30% yield.
| Position | TTM | 2025 |
|---|---|---|
GLDW Roundhill Gold WeeklyPay ETF | 19.30% | 3.75% |
LQTI FT Vest Investment Grade & Target Income ETF | 9.07% | 7.01% |
Frequently Asked Questions
LQTI and GLDW have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LQTI is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LQTI is cheaper with a 0.65% expense ratio, compared with 0.99% for GLDW.
GLDW has the higher dividend yield at 19.30%, compared with 9.07% for LQTI.
They also come from different issuers: FT Vest and State Street. Their fees differ too: 0.65% for LQTI and 0.99% for GLDW.
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