KGLD vs. GLDW
KGLD (Kurv Gold Enhanced Income ETF ) and GLDW (Roundhill Gold WeeklyPay ETF) are both Derivative Income funds. Both are actively managed. Their 0.99 correlation means they have historically moved very closely together. 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 -6.67% return, which is significantly higher than GLDW's -10.18% return.
KGLD
- 1D
- -1.50%
- 1M
- -1.76%
- 6M
- -18.16%
- YTD
- -6.67%
- 1Y
- 18.91%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 19.74%
GLDW
- 1D
- -1.58%
- 1M
- -2.25%
- 6M
- -21.62%
- YTD
- -10.18%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $259.24K | $286.30K | $479.68K | |
| $2.66M | $2.33M | $2.61M |
KGLD vs. GLDW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
KGLD Kurv Gold Enhanced Income ETF | -6.67% | 11.65% |
GLDW Roundhill Gold WeeklyPay ETF | -10.18% | 9.36% |
Correlation
The correlation between KGLD and GLDW is 0.99 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| 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 / Return Rank
KGLD
GLDW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.
| KGLD | GLDW | Difference | |
|---|---|---|---|
| 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 | 0.76 | — | — |
| Martin ratioReturn relative to average drawdown | 1.63 | — | — |
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Drawdowns
KGLD vs. GLDW - Drawdown Comparison
The maximum KGLD drawdown since its inception was -28.32%, smaller than the maximum GLDW drawdown of -32.55%. 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 | -28.32% | -32.55% | +4.23% |
Max Drawdown (1Y)Largest decline over 1 year | -28.32% | — | — |
Current DrawdownCurrent decline from peak | -26.95% | -31.08% | +4.13% |
Average DrawdownAverage peak-to-trough decline | -8.98% | -13.26% | +4.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.19% | — | — |
Volatility
KGLD vs. GLDW - Volatility Comparison
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Volatility by Period
| KGLD | GLDW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.32% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 24.14% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 29.22% | 35.85% | -6.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.40% | 35.85% | -7.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.40% | 35.85% | -7.45% |
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 15.46%, less than GLDW's 26.73% yield.
| Position | TTM | 2025 |
|---|---|---|
GLDW Roundhill Gold WeeklyPay ETF | 26.73% | 3.75% |
KGLD Kurv Gold Enhanced Income ETF | 15.46% | 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 26.73%, compared with 15.46% for KGLD.
They also come from different issuers: Kurv and Roundhill Investments. Their fees differ too: 1.00% for KGLD and 0.99% for GLDW.
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