KSLV vs. COPX

Last updated Apr 1, 2026

Compare and contrast key facts about Kurv Silver Enhanced Income ETF (KSLV) and Global X Copper Miners ETF (COPX).

KSLV and COPX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. KSLV is an actively managed fund by Kurv. It was launched on Sep 29, 2025. COPX is a passively managed fund by Global X that tracks the performance of the Solactive Global Copper Miners Index. It was launched on Apr 19, 2010.

Performance

KSLV vs. COPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Silver Enhanced Income ETF (KSLV) and Global X Copper Miners ETF (COPX). The values are adjusted to include any dividend payments, if applicable.

KSLV vs. COPX - Yearly Performance Comparison

	2026 (YTD)	2025
KSLV Kurv Silver Enhanced Income ETF	5.32%	48.94%
COPX Global X Copper Miners ETF	6.35%	22.85%

Returns By Period

In the year-to-date period, KSLV achieves a 5.32% return, which is significantly lower than COPX's 6.35% return.

KSLV

• 1D: 7.16%
• 1M: -21.47%
• YTD: 5.32%
• 6M: 56.86%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

COPX

• 1D: 7.92%
• 1M: -20.22%
• YTD: 6.35%
• 6M: 30.65%
• 1Y: 101.10%
• 3Y*: 28.34%
• 5Y*: 18.72%
• 10Y*: 20.82%

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

KSLV vs. COPX - Expense Ratio Comparison

KSLV has a 1.00% expense ratio, which is higher than COPX's 0.65% expense ratio.

KSLV

Kurv Silver Enhanced Income ETF

COPX

Global X Copper Miners ETF

Return for Risk

KSLV vs. COPX — Risk / Return Rank

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

COPX

COPX Risk / Return Rank: 94
COPX Sharpe Ratio Rank: 96
COPX Sortino Ratio Rank: 93
COPX Omega Ratio Rank: 91
COPX Calmar Ratio Rank: 94
COPX Martin Ratio Rank: 94

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.

KSLV vs. COPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Silver Enhanced Income ETF (KSLV) and Global X Copper Miners ETF (COPX). 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

	KSLV	COPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.41	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.52	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.59	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.87	0.16	+1.71

Correlation

The correlation between KSLV and COPX is 0.71, 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

KSLV vs. COPX - Dividend Comparison

KSLV's dividend yield for the trailing twelve months is around 10.90%, more than COPX's 2.52% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KSLV Kurv Silver Enhanced Income ETF	10.90%	4.42%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
COPX Global X Copper Miners ETF	2.52%	2.68%	1.80%	2.39%	3.14%	1.48%	1.30%	1.37%	2.59%	1.57%	0.60%	1.20%

Drawdowns

KSLV vs. COPX - Drawdown Comparison

The maximum KSLV drawdown since its inception was -44.77%, smaller than the maximum COPX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for KSLV and COPX.

Drawdown Indicators

	KSLV	COPX	Difference
Max Drawdown Largest peak-to-trough decline	-44.77%	-83.16%	+38.39%
Max Drawdown (1Y) Largest decline over 1 year	—	-27.82%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-42.12%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-65.41%	—
Current Drawdown Current decline from peak	-37.58%	-20.22%	-17.36%
Average Drawdown Average peak-to-trough decline	-13.41%	-39.60%	+26.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	7.20%	—

Volatility

Volatility by Period

	KSLV	COPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	18.96%	—
Volatility (6M) Calculated over the trailing 6-month period	—	33.75%	—
Volatility (1Y) Calculated over the trailing 1-year period	79.21%	42.22%	+36.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	79.21%	36.05%	+43.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	79.21%	35.51%	+43.70%