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KGLD vs. XAUT-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

KGLD vs. XAUT-USD - Performance Comparison

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

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Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with KGLD at -6.67% and XAUT-USD at -6.67%.


KGLD

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

XAUT-USD

1D
0.04%
1M
-2.94%
6M
-14.46%
YTD
-6.67%
1Y
20.16%
3Y*
27.79%
5Y*
17.42%
10Y*
ALL TIME*
15.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.66M$2.33M$2.61M
$701.24B$631.59B$1.01T

KGLD vs. XAUT-USD - Yearly Performance Comparison


2026 (YTD)2025
KGLD
Kurv Gold Enhanced Income ETF
-6.67%29.75%
XAUT-USD
Tether Gold USD
-6.67%29.80%

Correlation

The correlation between KGLD and XAUT-USD is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.73

Correlation (All Time)
Calculated using the full available price history since Jul 8, 2025

0.74

The correlation between KGLD and XAUT-USD has been stable across timeframes, ranging from 0.73 to 0.74 - a consistent structural relationship.

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Return for Risk

KGLD vs. XAUT-USD — Risk / Return Rank

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

KGLD
KGLD Risk / Return Rank: 2828
Overall Rank
KGLD Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
KGLD Sortino Ratio Rank: 2929
Sortino Ratio Rank
KGLD Omega Ratio Rank: 3434
Omega Ratio Rank
KGLD Calmar Ratio Rank: 2525
Calmar Ratio Rank
KGLD Martin Ratio Rank: 2323
Martin Ratio Rank

XAUT-USD
XAUT-USD Risk / Return Rank: 9696
Overall Rank
XAUT-USD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XAUT-USD Sortino Ratio Rank: 9494
Sortino Ratio Rank
XAUT-USD Omega Ratio Rank: 9494
Omega Ratio Rank
XAUT-USD Calmar Ratio Rank: 9797
Calmar Ratio Rank
XAUT-USD Martin Ratio Rank: 9797
Martin Ratio Rank
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. XAUT-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Gold Enhanced Income ETF (KGLD) and Tether Gold USD (XAUT-USD). 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.


KGLDXAUT-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.16

1.14

+0.02

Calmar ratioReturn relative to maximum drawdown

0.76

0.72

+0.04

Martin ratioReturn relative to average drawdown

1.63

1.48

+0.15

KGLD vs. XAUT-USD - Sharpe Ratio Comparison

The current KGLD Sharpe Ratio is 0.74, which is comparable to the XAUT-USD Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of KGLD and XAUT-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

KGLD vs. XAUT-USD - Drawdown Comparison

The maximum KGLD drawdown since its inception was -28.32%, roughly equal to the maximum XAUT-USD drawdown of -27.89%. Use the drawdown chart below to compare losses from any high point for KGLD and XAUT-USD.


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Drawdown Indicators


KGLDXAUT-USDDifference

Max Drawdown

Largest peak-to-trough decline

-28.32%

-27.89%

-0.43%

Max Drawdown (1Y)

Largest decline over 1 year

-28.32%

-27.89%

-0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-27.89%

Max Drawdown (5Y)

Largest decline over 5 years

-27.89%

Current Drawdown

Current decline from peak

-26.95%

-26.84%

-0.11%

Average Drawdown

Average peak-to-trough decline

-8.98%

-6.92%

-2.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.19%

16.08%

-2.89%

Volatility

KGLD vs. XAUT-USD - Volatility Comparison

Kurv Gold Enhanced Income ETF (KGLD) has a higher volatility of 6.32% compared to Tether Gold USD (XAUT-USD) at 5.27%. This indicates that KGLD's price experiences larger fluctuations and is considered to be riskier than XAUT-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KGLDXAUT-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.32%

5.27%

+1.05%

Volatility (6M)

Calculated over the trailing 6-month period

24.14%

20.06%

+4.08%

Volatility (1Y)

Calculated over the trailing 1-year period

29.22%

22.96%

+6.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.40%

15.24%

+13.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.40%

15.31%

+13.09%

Frequently Asked Questions


KGLD and XAUT-USD have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KGLD has higher volatility (6.32%) compared to XAUT-USD (5.27%). In terms of maximum drawdown, KGLD dropped -28.32% vs XAUT-USD's -27.89%.

KGLD currently has the higher Sharpe Ratio (0.74 vs 0.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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