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ZHDG vs. GLDW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZHDG vs. GLDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ZEGA Buy and Hedge ETF (ZHDG) and Roundhill Gold WeeklyPay ETF (GLDW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZHDG achieves a 5.12% return, which is significantly higher than GLDW's 1.00% return.


ZHDG

1D
-0.60%
1M
4.65%
YTD
5.12%
6M
5.49%
1Y
18.31%
3Y*
14.68%
5Y*
10Y*

GLDW

1D
-1.20%
1M
-2.48%
YTD
1.00%
6M
3.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZHDG vs. GLDW - Yearly Performance Comparison


2026 (YTD)2025
ZHDG
ZEGA Buy and Hedge ETF
5.12%0.09%
GLDW
Roundhill Gold WeeklyPay ETF
1.00%7.63%

Correlation

The correlation between ZHDG and GLDW is 0.34, 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

0.34

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Return for Risk

ZHDG vs. GLDW — Risk / Return Rank

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

ZHDG
ZHDG Risk / Return Rank: 5151
Overall Rank
ZHDG Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ZHDG Sortino Ratio Rank: 5252
Sortino Ratio Rank
ZHDG Omega Ratio Rank: 5151
Omega Ratio Rank
ZHDG Calmar Ratio Rank: 4444
Calmar Ratio Rank
ZHDG Martin Ratio Rank: 5353
Martin Ratio Rank

GLDW
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.

ZHDG vs. GLDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ZEGA Buy and Hedge ETF (ZHDG) 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.


ZHDGGLDWDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

2.15

Martin ratioReturn relative to average drawdown

8.97

ZHDG vs. GLDW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ZHDGGLDWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.42

+0.09

Drawdowns

ZHDG vs. GLDW - Drawdown Comparison

The maximum ZHDG drawdown since its inception was -23.27%, roughly equal to the maximum GLDW drawdown of -23.59%. Use the drawdown chart below to compare losses from any high point for ZHDG and GLDW.


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Drawdown Indicators


ZHDGGLDWDifference

Max Drawdown

Largest peak-to-trough decline

-23.27%

-23.59%

+0.32%

Max Drawdown (1Y)

Largest decline over 1 year

-8.56%

Max Drawdown (3Y)

Largest decline over 3 years

-11.63%

Current Drawdown

Current decline from peak

-0.60%

-22.51%

+21.91%

Average Drawdown

Average peak-to-trough decline

-8.16%

-8.93%

+0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

Volatility

ZHDG vs. GLDW - Volatility Comparison


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Volatility by Period


ZHDGGLDWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.80%

Volatility (6M)

Calculated over the trailing 6-month period

8.06%

Volatility (1Y)

Calculated over the trailing 1-year period

10.27%

36.90%

-26.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.75%

36.90%

-25.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.75%

36.90%

-25.15%

ZHDG vs. GLDW - Expense Ratio Comparison

ZHDG has a 0.98% expense ratio, which is lower than GLDW's 0.99% expense ratio.


Dividends

ZHDG vs. GLDW - Dividend Comparison

ZHDG's dividend yield for the trailing twelve months is around 2.44%, less than GLDW's 19.48% yield.


PositionTTM20252024202320222021
GLDW
Roundhill Gold WeeklyPay ETF
19.48%3.75%0.00%0.00%0.00%0.00%
ZHDG
ZEGA Buy and Hedge ETF
2.44%2.57%2.59%1.52%3.58%1.33%

Frequently Asked Questions


ZHDG and GLDW have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZHDG is cheaper at 0.98% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZHDG is cheaper with a 0.98% expense ratio, compared with 0.99% for GLDW.

GLDW has the higher dividend yield at 19.48%, compared with 2.44% for ZHDG.

They also come from different issuers: ZEGA and State Street. Their fees differ too: 0.98% for ZHDG and 0.99% for GLDW.

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