KGLD vs. SLJY

Last updated Apr 1, 2026

Compare and contrast key facts about Kurv Gold Enhanced Income ETF (KGLD) and Amplify SILJ Covered Call ETF (SLJY).

KGLD and SLJY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. KGLD is an actively managed fund by Kurv. It was launched on Jul 7, 2025. SLJY is an actively managed fund by Amplify. It was launched on Aug 18, 2025.

Performance

KGLD vs. SLJY - Performance Comparison

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

KGLD vs. SLJY - Yearly Performance Comparison

	2026 (YTD)	2025
KGLD Kurv Gold Enhanced Income ETF	10.03%	27.68%
SLJY Amplify SILJ Covered Call ETF	8.36%	43.38%

Returns By Period

In the year-to-date period, KGLD achieves a 10.03% return, which is significantly higher than SLJY's 8.36% return.

KGLD

• 1D: 3.96%
• 1M: -11.65%
• YTD: 10.03%
• 6M: 23.07%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SLJY

• 1D: 7.76%
• 1M: -21.18%
• YTD: 8.36%
• 6M: 27.06%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

KGLD vs. SLJY - Expense Ratio Comparison

KGLD has a 1.00% expense ratio, which is higher than SLJY's 0.75% expense ratio.

KGLD

Kurv Gold Enhanced Income ETF

SLJY

Amplify SILJ Covered Call ETF

Return for Risk

KGLD vs. SLJY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Gold Enhanced Income ETF (KGLD) and Amplify SILJ Covered Call ETF (SLJY). 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	SLJY	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	2.08	2.07	+0.01

Correlation

The correlation between KGLD and SLJY is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

KGLD vs. SLJY - Dividend Comparison

KGLD's dividend yield for the trailing twelve months is around 7.52%, less than SLJY's 12.01% yield.

	TTM	2025
KGLD Kurv Gold Enhanced Income ETF	7.52%	4.59%
SLJY Amplify SILJ Covered Call ETF	12.01%	6.26%

Drawdowns

KGLD vs. SLJY - Drawdown Comparison

The maximum KGLD drawdown since its inception was -20.29%, smaller than the maximum SLJY drawdown of -30.60%. Use the drawdown chart below to compare losses from any high point for KGLD and SLJY.

Drawdown Indicators

	KGLD	SLJY	Difference
Max Drawdown Largest peak-to-trough decline	-20.29%	-30.60%	+10.31%
Current Drawdown Current decline from peak	-13.89%	-21.18%	+7.29%
Average Drawdown Average peak-to-trough decline	-3.88%	-6.81%	+2.93%

Volatility

Volatility by Period

	KGLD	SLJY	Difference
Volatility (1Y) Calculated over the trailing 1-year period	30.29%	51.23%	-20.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.29%	51.23%	-20.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.29%	51.23%	-20.94%