KGLD vs. KYLD

Last updated Aug 2, 2026

KGLD (Kurv Gold Enhanced Income ETF ) and KYLD (Kurv High Income ETF) are both Derivative Income funds from Kurv. Both are actively managed. Their 0.53 correlation means they have sometimes moved together and sometimes differently. Both charge a 1.00% expense ratio.

Performance

KGLD vs. KYLD - Performance Comparison

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

Returns By Period

In the year-to-date period, KGLD achieves a -6.67% return, which is significantly lower than KYLD's 10.14% return.

KGLD

• 1D: -1.50%
• 1M: -1.76%
• 6M: -18.16%
• YTD: -6.67%
• 1Y: 18.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19.74%

KYLD

• 1D: -1.70%
• 1M: -7.82%
• 6M: 11.05%
• YTD: 10.14%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
KGLD Kurv Gold Enhanced Income ETF	$2.66M	$2.33M	$2.61M
KYLD Kurv High Income ETF	$1.07M	$1.06M	$870.61K

KGLD vs. KYLD - Yearly Performance Comparison

	2026 (YTD)	2025
KGLD Kurv Gold Enhanced Income ETF	-6.67%	8.57%
KYLD Kurv High Income ETF	10.14%	-11.41%

Correlation

The correlation between KGLD and KYLD is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 31, 2025	0.53

Return for Risk

KGLD vs. KYLD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

KGLD

KGLD Risk / Return Rank: 28
KGLD Sharpe Ratio Rank: 31
KGLD Sortino Ratio Rank: 29
KGLD Omega Ratio Rank: 34
KGLD Calmar Ratio Rank: 25
KGLD Martin Ratio Rank: 23

KYLD

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

KGLD vs. KYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Gold Enhanced Income ETF (KGLD) and Kurv High Income ETF (KYLD). 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	KYLD	Difference
Sharpe ratio: Return per unit of total volatility	0.74	—	—
Sortino ratio: Return per unit of downside risk	1.09	—	—
Omega ratio: Gain probability vs. loss probability	1.16	—	—
Calmar ratio: Return relative to maximum drawdown	0.76	—	—
Martin ratio: Return relative to average drawdown	1.63	—	—

Drawdowns

KGLD vs. KYLD - Drawdown Comparison

The maximum KGLD drawdown since its inception was -28.32%, which is greater than KYLD's maximum drawdown of -21.14%. Use the drawdown chart below to compare losses from any high point for KGLD and KYLD.

Drawdown Indicators

	KGLD	KYLD	Difference
Max Drawdown Largest peak-to-trough decline	-28.32%	-21.14%	-7.18%
Max Drawdown (1Y) Largest decline over 1 year	-28.32%	—	—
Current Drawdown Current decline from peak	-26.95%	-10.76%	-16.19%
Average Drawdown Average peak-to-trough decline	-8.98%	-8.03%	-0.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.19%	—	—

Volatility

Volatility by Period

	KGLD	KYLD	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%	32.81%	-3.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.40%	32.81%	-4.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.40%	32.81%	-4.41%

KGLD vs. KYLD - Expense Ratio Comparison

Both KGLD and KYLD have an expense ratio of 1.00%.

Dividends

KGLD vs. KYLD - Dividend Comparison

KGLD's dividend yield for the trailing twelve months is around 15.46%, less than KYLD's 22.96% yield.

Position	TTM	2025
KGLD Kurv Gold Enhanced Income ETF	15.46%	4.59%
KYLD Kurv High Income ETF	22.96%	6.14%

Frequently Asked Questions

Can I hold both KGLD and KYLD in my portfolio?

KGLD and KYLD have a correlation of 0.53, 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 KYLD?

Both ETFs have the same 1.00% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, KGLD or KYLD?

KGLD and KYLD have the same expense ratio: 1.00% per year.

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

KYLD has the higher dividend yield at 22.96%, compared with 15.46% for KGLD.