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KSLV vs. GOOW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KSLV vs. GOOW - Performance Comparison

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

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KSLV vs. GOOW - Yearly Performance Comparison


2026 (YTD)2025
KSLV
Kurv Silver Enhanced Income ETF
5.47%48.94%
GOOW
Roundhill GOOGL WeeklyPay™ ETF
-6.83%33.65%

Returns By Period

In the year-to-date period, KSLV achieves a 5.47% return, which is significantly higher than GOOW's -6.83% return.


KSLV

1D
0.14%
1M
-17.97%
YTD
5.47%
6M
55.26%
1Y
3Y*
5Y*
10Y*

GOOW

1D
4.18%
1M
-3.52%
YTD
-6.83%
6M
23.18%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KSLV vs. GOOW - Expense Ratio Comparison

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


Return for Risk

KSLV vs. GOOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Silver Enhanced Income ETF (KSLV) and Roundhill GOOGL WeeklyPay™ ETF (GOOW). 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. GOOW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


KSLVGOOWDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

1.87

2.96

-1.10

Correlation

The correlation between KSLV and GOOW is 0.17, 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. GOOW - Dividend Comparison

KSLV's dividend yield for the trailing twelve months is around 10.88%, less than GOOW's 33.30% yield.


Drawdowns

KSLV vs. GOOW - Drawdown Comparison

The maximum KSLV drawdown since its inception was -44.77%, which is greater than GOOW's maximum drawdown of -24.88%. Use the drawdown chart below to compare losses from any high point for KSLV and GOOW.


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Drawdown Indicators


KSLVGOOWDifference

Max Drawdown

Largest peak-to-trough decline

-44.77%

-24.88%

-19.89%

Current Drawdown

Current decline from peak

-37.49%

-16.70%

-20.79%

Average Drawdown

Average peak-to-trough decline

-13.60%

-4.80%

-8.80%

Volatility

KSLV vs. GOOW - Volatility Comparison


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Volatility by Period


KSLVGOOWDifference

Volatility (1Y)

Calculated over the trailing 1-year period

78.90%

35.44%

+43.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.90%

35.44%

+43.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

78.90%

35.44%

+43.46%