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GOOW vs. KSLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GOOW vs. KSLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill GOOGL WeeklyPay™ ETF (GOOW) and Kurv Silver Enhanced Income ETF (KSLV). The values are adjusted to include any dividend payments, if applicable.

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GOOW vs. KSLV - Yearly Performance Comparison


2026 (YTD)2025
GOOW
Roundhill GOOGL WeeklyPay™ ETF
-10.57%33.65%
KSLV
Kurv Silver Enhanced Income ETF
5.32%48.94%

Returns By Period

In the year-to-date period, GOOW achieves a -10.57% return, which is significantly lower than KSLV's 5.32% return.


GOOW

1D
6.43%
1M
-9.30%
YTD
-10.57%
6M
19.53%
1Y
3Y*
5Y*
10Y*

KSLV

1D
7.16%
1M
-21.47%
YTD
5.32%
6M
56.86%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GOOW vs. KSLV - Expense Ratio Comparison

GOOW has a 0.99% expense ratio, which is lower than KSLV's 1.00% expense ratio.


Return for Risk

GOOW vs. KSLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill GOOGL WeeklyPay™ ETF (GOOW) and Kurv Silver Enhanced Income ETF (KSLV). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GOOW vs. KSLV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GOOWKSLVDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

2.66

1.87

+0.79

Correlation

The correlation between GOOW and KSLV is 0.18, 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

GOOW vs. KSLV - Dividend Comparison

GOOW's dividend yield for the trailing twelve months is around 34.69%, more than KSLV's 10.90% yield.


Drawdowns

GOOW vs. KSLV - Drawdown Comparison

The maximum GOOW drawdown since its inception was -24.88%, smaller than the maximum KSLV drawdown of -44.77%. Use the drawdown chart below to compare losses from any high point for GOOW and KSLV.


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Drawdown Indicators


GOOWKSLVDifference

Max Drawdown

Largest peak-to-trough decline

-24.88%

-44.77%

+19.89%

Current Drawdown

Current decline from peak

-20.04%

-37.58%

+17.54%

Average Drawdown

Average peak-to-trough decline

-4.73%

-13.41%

+8.68%

Volatility

GOOW vs. KSLV - Volatility Comparison


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Volatility by Period


GOOWKSLVDifference

Volatility (1Y)

Calculated over the trailing 1-year period

35.23%

79.21%

-43.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.23%

79.21%

-43.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.23%

79.21%

-43.98%