KSLV vs. GDXW

Last updated Apr 1, 2026

Compare and contrast key facts about Kurv Silver Enhanced Income ETF (KSLV) and Roundhill Gold Miners Weeklypay ETF (GDXW).

KSLV and GDXW 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. GDXW is an actively managed fund by Roundhill. It was launched on Oct 29, 2025.

Performance

KSLV vs. GDXW - Performance Comparison

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

KSLV vs. GDXW - Yearly Performance Comparison

	2026 (YTD)	2025
KSLV Kurv Silver Enhanced Income ETF	5.32%	43.51%
GDXW Roundhill Gold Miners Weeklypay ETF	5.38%	21.25%

Returns By Period

The year-to-date returns for both investments are quite close, with KSLV having a 5.32% return and GDXW slightly higher at 5.38%.

KSLV

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

GDXW

• 1D: 8.44%
• 1M: -25.76%
• YTD: 5.38%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

KSLV vs. GDXW - Expense Ratio Comparison

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

KSLV

Kurv Silver Enhanced Income ETF

GDXW

Roundhill Gold Miners Weeklypay ETF

Return for Risk

KSLV vs. GDXW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Silver Enhanced Income ETF (KSLV) and Roundhill Gold Miners Weeklypay ETF (GDXW). 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	GDXW	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	1.87	1.29	+0.58

Correlation

The correlation between KSLV and GDXW is 0.80, 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. GDXW - Dividend Comparison

KSLV's dividend yield for the trailing twelve months is around 10.90%, less than GDXW's 23.26% yield.

	TTM	2025
KSLV Kurv Silver Enhanced Income ETF	10.90%	4.42%
GDXW Roundhill Gold Miners Weeklypay ETF	23.26%	7.48%

Drawdowns

KSLV vs. GDXW - Drawdown Comparison

The maximum KSLV drawdown since its inception was -44.77%, which is greater than GDXW's maximum drawdown of -36.83%. Use the drawdown chart below to compare losses from any high point for KSLV and GDXW.

Drawdown Indicators

	KSLV	GDXW	Difference
Max Drawdown Largest peak-to-trough decline	-44.77%	-36.83%	-7.94%
Current Drawdown Current decline from peak	-37.58%	-25.76%	-11.82%
Average Drawdown Average peak-to-trough decline	-13.41%	-8.15%	-5.26%

Volatility

Volatility by Period

	KSLV	GDXW	Difference
Volatility (1Y) Calculated over the trailing 1-year period	79.21%	64.01%	+15.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	79.21%	64.01%	+15.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	79.21%	64.01%	+15.20%