MSTW vs. GDXW
MSTW (Roundhill MSTR WeeklyPay™ ETF) and GDXW (Roundhill Gold Miners Weeklypay ETF) are both exchange-traded funds - MSTW is a Derivative Income fund actively managed by Roundhill, while GDXW is a Gold fund actively managed by Roundhill. Both are actively managed. Their 0.33 correlation means their historical movements had little consistent relationship. Both charge a 0.99% expense ratio.
Performance
MSTW vs. GDXW - Performance Comparison
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Returns By Period
In the year-to-date period, MSTW achieves a -49.11% return, which is significantly lower than GDXW's -20.04% return.
MSTW
- 1D
- -5.03%
- 1M
- -9.33%
- 6M
- -47.69%
- YTD
- -49.11%
- 1Y
- -83.12%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -84.93%
GDXW
- 1D
- -3.84%
- 1M
- -6.91%
- 6M
- -28.00%
- YTD
- -20.04%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.31M | $1.39M | $2.06M | |
| $1.36M | $1.35M | $3.08M |
MSTW vs. GDXW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MSTW Roundhill MSTR WeeklyPay™ ETF | -49.11% | -52.17% |
GDXW Roundhill Gold Miners Weeklypay ETF | -20.04% | 25.26% |
Correlation
The correlation between MSTW and GDXW is 0.33, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 30, 2025 | 0.33 |
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Return for Risk
MSTW vs. GDXW — Risk / Return Rank
MSTW
GDXW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
MSTW vs. GDXW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill MSTR WeeklyPay™ ETF (MSTW) and Roundhill Gold Miners Weeklypay ETF (GDXW). 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.
| MSTW | GDXW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.77 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | — | — |
| Martin ratioReturn relative to average drawdown | -1.35 | — | — |
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Drawdowns
MSTW vs. GDXW - Drawdown Comparison
The maximum MSTW drawdown since its inception was -87.29%, which is greater than GDXW's maximum drawdown of -46.79%. Use the drawdown chart below to compare losses from any high point for MSTW and GDXW.
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Drawdown Indicators
| MSTW | GDXW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.29% | -46.79% | -40.50% |
Max Drawdown (1Y)Largest decline over 1 year | -86.75% | — | — |
Current DrawdownCurrent decline from peak | -85.46% | -43.67% | -41.79% |
Average DrawdownAverage peak-to-trough decline | -58.78% | -19.25% | -39.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 63.15% | — | — |
Volatility
MSTW vs. GDXW - Volatility Comparison
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Volatility by Period
| MSTW | GDXW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.78% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 73.44% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 91.22% | 61.28% | +29.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 90.37% | 61.28% | +29.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.37% | 61.28% | +29.09% |
MSTW vs. GDXW - Expense Ratio Comparison
Both MSTW and GDXW have an expense ratio of 0.99%.
Dividends
MSTW vs. GDXW - Dividend Comparison
MSTW's dividend yield for the trailing twelve months is around 422.50%, more than GDXW's 59.35% yield.
| Position | TTM | 2025 |
|---|---|---|
GDXW Roundhill Gold Miners Weeklypay ETF | 59.35% | 7.48% |
MSTW Roundhill MSTR WeeklyPay™ ETF | 422.50% | 106.94% |
Frequently Asked Questions
MSTW and GDXW have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
MSTW and GDXW have the same expense ratio: 0.99% per year.
MSTW has the higher dividend yield at 422.50%, compared with 59.35% for GDXW.
MSTW is categorized as Derivative Income, while GDXW is Gold.
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