KGLD vs. KCOP

Last updated Jul 14, 2026

KGLD (Kurv Gold Enhanced Income ETF ) and KCOP (Kurv Copper & Mining Enhanced Income ETF) are both exchange-traded funds - KGLD is a Derivative Income fund actively managed by Kurv, while KCOP is a Copper fund actively managed by Kurv. Both are actively managed. A 0.67 correlation means they provide meaningful diversification when combined. KGLD charges 1.00%/yr vs 0.99%/yr for KCOP.

Performance

KGLD vs. KCOP - Performance Comparison

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

Returns By Period

KGLD

• 1D: -2.53%
• 1M: -5.25%
• 6M: -13.85%
• YTD: -7.88%
• 1Y: 17.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —

KCOP

• 1D: -2.04%
• 1M: -9.63%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

KGLD vs. KCOP - Yearly Performance Comparison

	2026 (YTD)
KGLD Kurv Gold Enhanced Income ETF	-20.12%
KCOP Kurv Copper & Mining Enhanced Income ETF	-7.31%

Correlation

The correlation between KGLD and KCOP is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 13, 2026	0.67

Return for Risk

KGLD vs. KCOP — Risk / Return Rank

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

KGLD

KGLD Risk / Return Rank: 21
KGLD Sharpe Ratio Rank: 22
KGLD Sortino Ratio Rank: 20
KGLD Omega Ratio Rank: 24
KGLD Calmar Ratio Rank: 19
KGLD Martin Ratio Rank: 18

KCOP

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

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.

KGLD vs. KCOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Gold Enhanced Income ETF (KGLD) and Kurv Copper & Mining Enhanced Income ETF (KCOP). 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	KCOP	Difference
Sharpe ratio: Return per unit of total volatility	0.62	—	—
Sortino ratio: Return per unit of downside risk	0.96	—	—
Omega ratio: Gain probability vs. loss probability	1.14	—	—
Calmar ratio: Return relative to maximum drawdown	0.64	—	—
Martin ratio: Return relative to average drawdown	1.55	—	—

Drawdowns

KGLD vs. KCOP - Drawdown Comparison

The maximum KGLD drawdown since its inception was -28.07%, which is greater than KCOP's maximum drawdown of -21.55%. Use the drawdown chart below to compare losses from any high point for KGLD and KCOP.

Drawdown Indicators

	KGLD	KCOP	Difference
Max Drawdown Largest peak-to-trough decline	-28.07%	-21.55%	-6.52%
Max Drawdown (1Y) Largest decline over 1 year	-28.07%	—	—
Current Drawdown Current decline from peak	-27.90%	-15.22%	-12.68%
Average Drawdown Average peak-to-trough decline	-7.99%	-9.23%	+1.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.56%	—	—

Volatility

Volatility by Period

	KGLD	KCOP	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.48%	—	—
Volatility (6M) Calculated over the trailing 6-month period	25.10%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	28.99%	43.21%	-14.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.78%	43.21%	-14.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.78%	43.21%	-14.43%

KGLD vs. KCOP - Expense Ratio Comparison

KGLD has a 1.00% expense ratio, which is higher than KCOP's 0.99% expense ratio.

Dividends

KGLD vs. KCOP - Dividend Comparison

KGLD's dividend yield for the trailing twelve months is around 15.67%, more than KCOP's 5.45% yield.

Position	TTM	2025
KCOP Kurv Copper & Mining Enhanced Income ETF	5.45%	0.00%
KGLD Kurv Gold Enhanced Income ETF	15.67%	4.59%

Frequently Asked Questions

Can I hold both KGLD and KCOP in my portfolio?

KGLD and KCOP have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, KGLD or KCOP?

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

Which ETF is cheaper, KGLD or KCOP?

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

Which ETF pays a higher dividend yield, KGLD or KCOP?

KGLD has the higher dividend yield at 15.67%, compared with 5.45% for KCOP.

What is the main difference between KGLD and KCOP?

KGLD is categorized as Derivative Income, while KCOP is Copper. Their fees differ too: 1.00% for KGLD and 0.99% for KCOP.