GLDI vs. KGLD
GLDI (Credit Suisse X-Links Gold Shares Covered Call ETN) and KGLD (Kurv Gold Enhanced Income ETF ) are both exchange-traded funds - GLDI is a Precious Metals fund tracking the Credit Suisse NASDAQ Gold FLOWS 103 Index, while KGLD is a Derivative Income fund actively managed by Kurv. GLDI is passively managed, while KGLD is actively managed. Their correlation of 0.84 suggests significant overlap in exposure. GLDI charges 0.65%/yr vs 1.00%/yr for KGLD.
Performance
GLDI vs. KGLD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GLDI achieves a 2.06% return, which is significantly lower than KGLD's 2.99% return.
GLDI
- 1D
- -0.81%
- 1M
- 0.90%
- YTD
- 2.06%
- 6M
- 4.42%
- 1Y
- 21.23%
- 3Y*
- 19.54%
- 5Y*
- 11.15%
- 10Y*
- 8.99%
KGLD
- 1D
- -1.05%
- 1M
- -1.84%
- YTD
- 2.99%
- 6M
- 5.94%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GLDI vs. KGLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GLDI Credit Suisse X-Links Gold Shares Covered Call ETN | 2.06% | 18.49% |
KGLD Kurv Gold Enhanced Income ETF | 2.99% | 29.75% |
Correlation
The correlation between GLDI and KGLD is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 9, 2025 | 0.84 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GLDI vs. KGLD — Risk / Return Rank
GLDI
KGLD
GLDI vs. KGLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI) and Kurv Gold Enhanced Income ETF (KGLD). 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.
| GLDI | KGLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.30 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.55 | — | — |
| Martin ratioReturn relative to average drawdown | 6.07 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| GLDI | KGLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.99 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 1.32 | -0.95 |
Drawdowns
GLDI vs. KGLD - Drawdown Comparison
The maximum GLDI drawdown since its inception was -32.26%, which is greater than KGLD's maximum drawdown of -20.29%. Use the drawdown chart below to compare losses from any high point for GLDI and KGLD.
Loading charts...
Drawdown Indicators
| GLDI | KGLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.26% | -20.29% | -11.97% |
Max Drawdown (1Y)Largest decline over 1 year | -13.73% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -13.73% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -14.07% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -14.94% | — | — |
Current DrawdownCurrent decline from peak | -7.37% | -19.40% | +12.03% |
Average DrawdownAverage peak-to-trough decline | -14.00% | -6.10% | -7.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | — | — |
Volatility
GLDI vs. KGLD - Volatility Comparison
Loading charts...
Volatility by Period
| GLDI | KGLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 12.87% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.57% | 28.72% | -14.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.31% | 28.72% | -17.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.35% | 28.72% | -17.37% |
GLDI vs. KGLD - Expense Ratio Comparison
GLDI has a 0.65% expense ratio, which is lower than KGLD's 1.00% expense ratio.
Dividends
GLDI vs. KGLD - Dividend Comparison
GLDI's dividend yield for the trailing twelve months is around 22.37%, more than KGLD's 12.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLDI Credit Suisse X-Links Gold Shares Covered Call ETN | 22.37% | 16.15% | 10.45% | 10.02% | 13.73% | 10.65% | 14.25% | 7.25% | 5.33% | 7.77% | 17.26% | 10.07% |
KGLD Kurv Gold Enhanced Income ETF | 12.64% | 4.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GLDI and KGLD have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GLDI is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GLDI is cheaper with a 0.65% expense ratio, compared with 1.00% for KGLD.
GLDI has the higher dividend yield at 22.37%, compared with 12.64% for KGLD.
GLDI is categorized as Precious Metals, while KGLD is Derivative Income. They also come from different issuers: Credit Suisse and Kurv. Their fees differ too: 0.65% for GLDI and 1.00% for KGLD.
Find the right allocation for GLDI and KGLD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer