KGLD vs. SCHG

Last updated Jun 5, 2026

KGLD (Kurv Gold Enhanced Income ETF ) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both exchange-traded funds - KGLD is a Derivative Income fund actively managed by Kurv, while SCHG is a Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. KGLD is actively managed, while SCHG is passively managed. At a 0.20 correlation, their price movements are largely independent. KGLD charges 1.00%/yr vs 0.04%/yr for SCHG.

Performance

KGLD vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Gold Enhanced Income ETF (KGLD) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KGLD achieves a 3.87% return, which is significantly lower than SCHG's 6.78% return.

KGLD

• 1D: 0.85%
• 1M: -1.84%
• YTD: 3.87%
• 6M: 6.74%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHG

• 1D: 0.35%
• 1M: 4.73%
• YTD: 6.78%
• 6M: 6.01%
• 1Y: 24.63%
• 3Y*: 25.14%
• 5Y*: 15.67%
• 10Y*: 18.74%

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

KGLD vs. SCHG - Yearly Performance Comparison

	2026 (YTD)	2025
KGLD Kurv Gold Enhanced Income ETF	3.87%	29.75%
SCHG Schwab U.S. Large-Cap Growth ETF	6.78%	12.00%

Correlation

The correlation between KGLD and SCHG is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 9, 2025	0.20

Return for Risk

KGLD vs. SCHG — Risk / Return Rank

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

SCHG

SCHG Risk / Return Rank: 40
SCHG Sharpe Ratio Rank: 46
SCHG Sortino Ratio Rank: 44
SCHG Omega Ratio Rank: 45
SCHG Calmar Ratio Rank: 31
SCHG Martin Ratio Rank: 34

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. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Gold Enhanced Income ETF (KGLD) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.

Sharpe Ratios by Period

	KGLD	SCHG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.60	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.71	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.87	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.36	0.85	+0.51

Drawdowns

KGLD vs. SCHG - Drawdown Comparison

The maximum KGLD drawdown since its inception was -20.29%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for KGLD and SCHG.

Drawdown Indicators

	KGLD	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-20.29%	-34.59%	+14.30%
Max Drawdown (1Y) Largest decline over 1 year	—	-16.41%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-23.39%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-34.59%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.59%	—
Current Drawdown Current decline from peak	-18.71%	-1.44%	-17.27%
Average Drawdown Average peak-to-trough decline	-6.15%	-5.20%	-0.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.90%	—

Volatility

Volatility by Period

	KGLD	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.61%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.62%	—
Volatility (1Y) Calculated over the trailing 1-year period	28.67%	15.49%	+13.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.67%	22.26%	+6.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.67%	21.55%	+7.12%

KGLD vs. SCHG - Expense Ratio Comparison

KGLD has a 1.00% expense ratio, which is higher than SCHG's 0.04% expense ratio.

Dividends

KGLD vs. SCHG - Dividend Comparison

KGLD's dividend yield for the trailing twelve months is around 12.53%, more than SCHG's 0.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KGLD Kurv Gold Enhanced Income ETF	12.53%	4.59%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHG Schwab U.S. Large-Cap Growth ETF	0.36%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%

Frequently Asked Questions

Can I hold both KGLD and SCHG in my portfolio?

KGLD and SCHG have a correlation of 0.20, 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 SCHG?

On fees, SCHG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, KGLD or SCHG?

SCHG is cheaper with a 0.04% expense ratio, compared with 1.00% for KGLD.

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

KGLD has the higher dividend yield at 12.53%, compared with 0.36% for SCHG.

What is the main difference between KGLD and SCHG?

KGLD is categorized as Derivative Income, while SCHG is Large Cap Growth Equities. They also come from different issuers: Kurv and Charles Schwab. Their fees differ too: 1.00% for KGLD and 0.04% for SCHG.