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DJIA vs. GOOP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DJIA vs. GOOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Dow 30 Covered Call ETF (DJIA) and Kurv Yield Premium Strategy Google ETF (GOOP). The values are adjusted to include any dividend payments, if applicable.

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DJIA vs. GOOP - Yearly Performance Comparison


2026 (YTD)202520242023
DJIA
Global X Dow 30 Covered Call ETF
-1.83%9.11%14.52%3.11%
GOOP
Kurv Yield Premium Strategy Google ETF
-7.56%52.46%27.67%6.17%

Returns By Period

In the year-to-date period, DJIA achieves a -1.83% return, which is significantly higher than GOOP's -7.56% return.


DJIA

1D
0.38%
1M
-4.60%
YTD
-1.83%
6M
3.58%
1Y
6.73%
3Y*
9.17%
5Y*
10Y*

GOOP

1D
4.38%
1M
-3.40%
YTD
-7.56%
6M
15.37%
1Y
68.05%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DJIA vs. GOOP - Expense Ratio Comparison

DJIA has a 0.60% expense ratio, which is lower than GOOP's 0.99% expense ratio.


Return for Risk

DJIA vs. GOOP — Risk / Return Rank

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

DJIA
DJIA Risk / Return Rank: 3030
Overall Rank
DJIA Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
DJIA Sortino Ratio Rank: 2727
Sortino Ratio Rank
DJIA Omega Ratio Rank: 3535
Omega Ratio Rank
DJIA Calmar Ratio Rank: 3030
Calmar Ratio Rank
DJIA Martin Ratio Rank: 3333
Martin Ratio Rank

GOOP
GOOP Risk / Return Rank: 9292
Overall Rank
GOOP Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GOOP Sortino Ratio Rank: 9595
Sortino Ratio Rank
GOOP Omega Ratio Rank: 9292
Omega Ratio Rank
GOOP Calmar Ratio Rank: 8989
Calmar Ratio Rank
GOOP Martin Ratio Rank: 9090
Martin Ratio Rank
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.

DJIA vs. GOOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Dow 30 Covered Call ETF (DJIA) and Kurv Yield Premium Strategy Google ETF (GOOP). 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.


DJIAGOOPDifference

Sharpe ratio

Return per unit of total volatility

0.52

2.41

-1.90

Sortino ratio

Return per unit of downside risk

0.83

3.20

-2.38

Omega ratio

Gain probability vs. loss probability

1.15

1.42

-0.27

Calmar ratio

Return relative to maximum drawdown

0.75

3.03

-2.28

Martin ratio

Return relative to average drawdown

3.05

12.30

-9.25

DJIA vs. GOOP - Sharpe Ratio Comparison

The current DJIA Sharpe Ratio is 0.52, which is lower than the GOOP Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of DJIA and GOOP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DJIAGOOPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

2.41

-1.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

1.26

-0.67

Correlation

The correlation between DJIA and GOOP is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DJIA vs. GOOP - Dividend Comparison

DJIA's dividend yield for the trailing twelve months is around 11.42%, less than GOOP's 13.52% yield.


TTM2025202420232022
DJIA
Global X Dow 30 Covered Call ETF
11.42%10.60%11.44%7.16%9.18%
GOOP
Kurv Yield Premium Strategy Google ETF
13.52%11.79%13.73%2.06%0.00%

Drawdowns

DJIA vs. GOOP - Drawdown Comparison

The maximum DJIA drawdown since its inception was -16.91%, smaller than the maximum GOOP drawdown of -27.49%. Use the drawdown chart below to compare losses from any high point for DJIA and GOOP.


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Drawdown Indicators


DJIAGOOPDifference

Max Drawdown

Largest peak-to-trough decline

-16.91%

-27.49%

+10.58%

Max Drawdown (1Y)

Largest decline over 1 year

-9.20%

-23.32%

+14.12%

Current Drawdown

Current decline from peak

-5.23%

-15.24%

+10.01%

Average Drawdown

Average peak-to-trough decline

-3.63%

-6.44%

+2.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

5.75%

-3.50%

Volatility

DJIA vs. GOOP - Volatility Comparison

The current volatility for Global X Dow 30 Covered Call ETF (DJIA) is 4.12%, while Kurv Yield Premium Strategy Google ETF (GOOP) has a volatility of 11.35%. This indicates that DJIA experiences smaller price fluctuations and is considered to be less risky than GOOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DJIAGOOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

11.35%

-7.23%

Volatility (6M)

Calculated over the trailing 6-month period

6.08%

20.01%

-13.93%

Volatility (1Y)

Calculated over the trailing 1-year period

13.05%

28.37%

-15.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.32%

24.75%

-13.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.32%

24.75%

-13.43%