KGLD vs. GLDW
KGLD (Kurv Gold Enhanced Income ETF ) and GLDW (Roundhill Gold WeeklyPay ETF) are both Derivative Income funds. Both are actively managed. With a 0.99 correlation, they move nearly in lockstep. KGLD charges 1.00%/yr vs 0.99%/yr for GLDW.
Performance
KGLD vs. GLDW - Performance Comparison
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Returns By Period
In the year-to-date period, KGLD achieves a -5.13% return, which is significantly higher than GLDW's -8.13% return.
KGLD
- 1D
- -1.68%
- 1M
- -9.30%
- YTD
- -5.13%
- 6M
- -9.58%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GLDW
- 1D
- -1.99%
- 1M
- -10.73%
- YTD
- -8.13%
- 6M
- -12.71%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
KGLD vs. GLDW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
KGLD Kurv Gold Enhanced Income ETF | -5.13% | 11.65% |
GLDW Roundhill Gold WeeklyPay ETF | -8.13% | 9.36% |
Correlation
The correlation between KGLD and GLDW is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 30, 2025 | 0.99 |
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Return for Risk
KGLD vs. GLDW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kurv Gold Enhanced Income ETF (KGLD) and Roundhill Gold WeeklyPay ETF (GLDW). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Drawdowns
KGLD vs. GLDW - Drawdown Comparison
The maximum KGLD drawdown since its inception was -26.24%, smaller than the maximum GLDW drawdown of -30.07%. Use the drawdown chart below to compare losses from any high point for KGLD and GLDW.
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Drawdown Indicators
| KGLD | GLDW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.24% | -30.07% | +3.83% |
Current DrawdownCurrent decline from peak | -25.75% | -29.51% | +3.76% |
Average DrawdownAverage peak-to-trough decline | -6.98% | -10.30% | +3.32% |
Volatility
KGLD vs. GLDW - Volatility Comparison
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Volatility by Period
| KGLD | GLDW | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 29.01% | 37.17% | -8.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.01% | 37.17% | -8.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.01% | 37.17% | -8.16% |
KGLD vs. GLDW - Expense Ratio Comparison
KGLD has a 1.00% expense ratio, which is higher than GLDW's 0.99% expense ratio.
Dividends
KGLD vs. GLDW - Dividend Comparison
KGLD's dividend yield for the trailing twelve months is around 13.72%, less than GLDW's 23.10% yield.
| Position | TTM | 2025 |
|---|---|---|
GLDW Roundhill Gold WeeklyPay ETF | 23.10% | 3.75% |
KGLD Kurv Gold Enhanced Income ETF | 13.72% | 4.59% |
Frequently Asked Questions
With a correlation of 0.99, KGLD and GLDW move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, GLDW is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GLDW is cheaper with a 0.99% expense ratio, compared with 1.00% for KGLD.
GLDW has the higher dividend yield at 23.10%, compared with 13.72% for KGLD.
They also come from different issuers: Kurv and State Street. Their fees differ too: 1.00% for KGLD and 0.99% for GLDW.
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