DRAY vs. GOOP
DRAY (YieldMax DKNG Option Income Strategy ETF) and GOOP (Kurv Yield Premium Strategy Google ETF) are both Derivative Income funds. Both are actively managed. At a 0.10 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.
Performance
DRAY vs. GOOP - Performance Comparison
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Returns By Period
In the year-to-date period, DRAY achieves a -30.74% return, which is significantly lower than GOOP's 7.39% return.
DRAY
- 1D
- -1.87%
- 1M
- -2.57%
- YTD
- -30.74%
- 6M
- -30.10%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GOOP
- 1D
- -0.59%
- 1M
- -12.81%
- YTD
- 7.39%
- 6M
- 7.47%
- 1Y
- 81.93%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DRAY vs. GOOP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DRAY YieldMax DKNG Option Income Strategy ETF | -30.74% | -19.48% |
GOOP Kurv Yield Premium Strategy Google ETF | 7.39% | 58.43% |
Correlation
The correlation between DRAY and GOOP is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 15, 2025 | 0.10 |
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Return for Risk
DRAY vs. GOOP — Risk / Return Rank
DRAY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GOOP
DRAY vs. GOOP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax DKNG Option Income Strategy ETF (DRAY) 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.
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.
| DRAY | GOOP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.49 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.53 | — |
| Martin ratioReturn relative to average drawdown | — | 12.25 | — |
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Drawdowns
DRAY vs. GOOP - Drawdown Comparison
The maximum DRAY drawdown since its inception was -57.87%, which is greater than GOOP's maximum drawdown of -27.49%. Use the drawdown chart below to compare losses from any high point for DRAY and GOOP.
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Drawdown Indicators
| DRAY | GOOP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.87% | -27.49% | -30.38% |
Max Drawdown (1Y)Largest decline over 1 year | — | -23.32% | — |
Current DrawdownCurrent decline from peak | -49.73% | -15.80% | -33.93% |
Average DrawdownAverage peak-to-trough decline | -32.06% | -6.40% | -25.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 6.71% | — |
Volatility
DRAY vs. GOOP - Volatility Comparison
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Volatility by Period
| DRAY | GOOP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 10.04% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 23.40% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 41.82% | 28.90% | +12.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.82% | 26.14% | +15.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.82% | 26.14% | +15.68% |
DRAY vs. GOOP - Expense Ratio Comparison
Both DRAY and GOOP have an expense ratio of 0.99%.
Dividends
DRAY vs. GOOP - Dividend Comparison
DRAY's dividend yield for the trailing twelve months is around 98.00%, more than GOOP's 13.21% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
DRAY YieldMax DKNG Option Income Strategy ETF | 98.00% | 32.48% | 0.00% | 0.00% |
GOOP Kurv Yield Premium Strategy Google ETF | 13.21% | 11.79% | 13.73% | 2.06% |
Frequently Asked Questions
DRAY and GOOP 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.
Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
DRAY and GOOP have the same expense ratio: 0.99% per year.
DRAY has the higher dividend yield at 98.00%, compared with 13.21% for GOOP.
They also come from different issuers: YieldMax and Kurv.
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