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KSLV vs. COSW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KSLV vs. COSW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Silver Enhanced Income ETF (KSLV) and Roundhill COST WeeklyPay ETF (COSW). The values are adjusted to include any dividend payments, if applicable.

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KSLV vs. COSW - Yearly Performance Comparison


2026 (YTD)2025
KSLV
Kurv Silver Enhanced Income ETF
5.32%44.83%
COSW
Roundhill COST WeeklyPay ETF
17.20%-10.71%

Returns By Period

In the year-to-date period, KSLV achieves a 5.32% return, which is significantly lower than COSW's 17.20% return.


KSLV

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

COSW

1D
-0.54%
1M
-2.62%
YTD
17.20%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KSLV vs. COSW - Expense Ratio Comparison

KSLV has a 1.00% expense ratio, which is higher than COSW's 0.99% expense ratio.


Return for Risk

KSLV vs. COSW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Silver Enhanced Income ETF (KSLV) and Roundhill COST WeeklyPay ETF (COSW). 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.

KSLV vs. COSW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


KSLVCOSWDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

1.87

0.44

+1.43

Correlation

The correlation between KSLV and COSW is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

KSLV vs. COSW - Dividend Comparison

KSLV's dividend yield for the trailing twelve months is around 10.90%, less than COSW's 12.26% yield.


Drawdowns

KSLV vs. COSW - Drawdown Comparison

The maximum KSLV drawdown since its inception was -44.77%, which is greater than COSW's maximum drawdown of -12.17%. Use the drawdown chart below to compare losses from any high point for KSLV and COSW.


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Drawdown Indicators


KSLVCOSWDifference

Max Drawdown

Largest peak-to-trough decline

-44.77%

-12.17%

-32.60%

Current Drawdown

Current decline from peak

-37.58%

-3.28%

-34.30%

Average Drawdown

Average peak-to-trough decline

-13.41%

-4.05%

-9.36%

Volatility

KSLV vs. COSW - Volatility Comparison


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Volatility by Period


KSLVCOSWDifference

Volatility (1Y)

Calculated over the trailing 1-year period

79.21%

25.36%

+53.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.21%

25.36%

+53.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.21%

25.36%

+53.85%