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GLDY vs. KGLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDY vs. KGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Gold Enhanced Options Income ETF (GLDY) and Kurv Gold Enhanced Income ETF (KGLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLDY achieves a -2.30% return, which is significantly lower than KGLD's 2.99% return.


GLDY

1D
-0.58%
1M
-1.38%
YTD
-2.30%
6M
-0.58%
1Y
13.84%
3Y*
5Y*
10Y*

KGLD

1D
-1.05%
1M
-1.84%
YTD
2.99%
6M
5.94%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDY vs. KGLD - Yearly Performance Comparison


Correlation

The correlation between GLDY and KGLD is 0.88, 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

0.88

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Return for Risk

GLDY vs. KGLD — Risk / Return Rank

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

GLDY
GLDY Risk / Return Rank: 2121
Overall Rank
GLDY Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
GLDY Sortino Ratio Rank: 1818
Sortino Ratio Rank
GLDY Omega Ratio Rank: 2323
Omega Ratio Rank
GLDY Calmar Ratio Rank: 2323
Calmar Ratio Rank
GLDY Martin Ratio Rank: 2121
Martin Ratio Rank

KGLD
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.

GLDY vs. KGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Gold Enhanced Options Income ETF (GLDY) 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.


GLDYKGLDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.16

Calmar ratioReturn relative to maximum drawdown

1.03

Martin ratioReturn relative to average drawdown

2.47

GLDY vs. KGLD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GLDYKGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

1.32

-0.76

Drawdowns

GLDY vs. KGLD - Drawdown Comparison

The maximum GLDY drawdown since its inception was -13.43%, smaller than the maximum KGLD drawdown of -20.29%. Use the drawdown chart below to compare losses from any high point for GLDY and KGLD.


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Drawdown Indicators


GLDYKGLDDifference

Max Drawdown

Largest peak-to-trough decline

-13.43%

-20.29%

+6.86%

Max Drawdown (1Y)

Largest decline over 1 year

-13.43%

Current Drawdown

Current decline from peak

-13.12%

-19.40%

+6.28%

Average Drawdown

Average peak-to-trough decline

-3.91%

-6.10%

+2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.61%

Volatility

GLDY vs. KGLD - Volatility Comparison


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Volatility by Period


GLDYKGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.56%

Volatility (6M)

Calculated over the trailing 6-month period

18.27%

Volatility (1Y)

Calculated over the trailing 1-year period

19.87%

28.72%

-8.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.58%

28.72%

-9.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.58%

28.72%

-9.14%

GLDY vs. KGLD - Expense Ratio Comparison

GLDY has a 0.99% expense ratio, which is lower than KGLD's 1.00% expense ratio.


Dividends

GLDY vs. KGLD - Dividend Comparison

GLDY's dividend yield for the trailing twelve months is around 46.42%, more than KGLD's 12.64% yield.


Frequently Asked Questions


GLDY and KGLD have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GLDY is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GLDY is cheaper with a 0.99% expense ratio, compared with 1.00% for KGLD.

GLDY has the higher dividend yield at 46.42%, compared with 12.64% for KGLD.

They also come from different issuers: Defiance and Kurv. Their fees differ too: 0.99% for GLDY and 1.00% for KGLD.

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