SDVD vs. GOOW
SDVD (FT Vest SMID Rising Dividend Achievers Target Income ETF) and GOOW (Roundhill GOOGL WeeklyPay™ ETF) are both Derivative Income funds. SDVD is passively managed, while GOOW is actively managed. At a 0.31 correlation, their price movements are largely independent. SDVD charges 0.85%/yr vs 0.99%/yr for GOOW.
Performance
SDVD vs. GOOW - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SDVD having a 10.33% return and GOOW slightly lower at 10.30%.
SDVD
- 1D
- -0.13%
- 1M
- 1.52%
- YTD
- 10.33%
- 6M
- 8.06%
- 1Y
- 22.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GOOW
- 1D
- -0.99%
- 1M
- -11.92%
- YTD
- 10.30%
- 6M
- 9.45%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SDVD vs. GOOW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SDVD FT Vest SMID Rising Dividend Achievers Target Income ETF | 10.33% | 5.40% |
GOOW Roundhill GOOGL WeeklyPay™ ETF | 10.30% | 71.16% |
Correlation
The correlation between SDVD and GOOW is 0.31, 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 Jul 24, 2025 | 0.31 |
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Return for Risk
SDVD vs. GOOW — Risk / Return Rank
SDVD
GOOW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SDVD vs. GOOW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest SMID Rising Dividend Achievers Target Income ETF (SDVD) 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.
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.
| SDVD | GOOW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.28 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | — | — |
| Martin ratioReturn relative to average drawdown | 8.52 | — | — |
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Drawdowns
SDVD vs. GOOW - Drawdown Comparison
The maximum SDVD drawdown since its inception was -24.17%, roughly equal to the maximum GOOW drawdown of -24.88%. Use the drawdown chart below to compare losses from any high point for SDVD and GOOW.
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Drawdown Indicators
| SDVD | GOOW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.17% | -24.88% | +0.71% |
Max Drawdown (1Y)Largest decline over 1 year | -8.76% | — | — |
Current DrawdownCurrent decline from peak | -1.00% | -17.05% | +16.05% |
Average DrawdownAverage peak-to-trough decline | -4.88% | -5.22% | +0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | — | — |
Volatility
SDVD vs. GOOW - Volatility Comparison
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Volatility by Period
| SDVD | GOOW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.50% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.35% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.36% | 37.85% | -23.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.11% | 37.85% | -19.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.11% | 37.85% | -19.74% |
SDVD vs. GOOW - Expense Ratio Comparison
SDVD has a 0.85% expense ratio, which is lower than GOOW's 0.99% expense ratio.
Dividends
SDVD vs. GOOW - Dividend Comparison
SDVD's dividend yield for the trailing twelve months is around 8.74%, less than GOOW's 39.42% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
GOOW Roundhill GOOGL WeeklyPay™ ETF | 39.42% | 19.77% | 0.00% | 0.00% |
SDVD FT Vest SMID Rising Dividend Achievers Target Income ETF | 8.74% | 8.36% | 9.26% | 3.18% |
Frequently Asked Questions
SDVD and GOOW have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SDVD is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SDVD is cheaper with a 0.85% expense ratio, compared with 0.99% for GOOW.
GOOW has the higher dividend yield at 39.42%, compared with 8.74% for SDVD.
They also come from different issuers: First Trust and Roundhill. Their fees differ too: 0.85% for SDVD and 0.99% for GOOW.
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