KSLV vs. IWMI
Compare and contrast key facts about Kurv Silver Enhanced Income ETF (KSLV) and NEOS Russell 2000 High Income ETF (IWMI).
KSLV and IWMI 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. IWMI is an actively managed fund by Neos. It was launched on Jun 24, 2024.
Performance
KSLV vs. IWMI - Performance Comparison
Loading graphics...
KSLV vs. IWMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
KSLV Kurv Silver Enhanced Income ETF | 5.47% | 48.94% |
IWMI NEOS Russell 2000 High Income ETF | 1.35% | 3.86% |
Returns By Period
In the year-to-date period, KSLV achieves a 5.47% return, which is significantly higher than IWMI's 1.35% return.
KSLV
- 1D
- 0.14%
- 1M
- -17.97%
- YTD
- 5.47%
- 6M
- 55.26%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IWMI
- 1D
- 0.42%
- 1M
- -4.18%
- YTD
- 1.35%
- 6M
- 4.98%
- 1Y
- 26.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
KSLV vs. IWMI - Expense Ratio Comparison
KSLV has a 1.00% expense ratio, which is higher than IWMI's 0.68% expense ratio.
Return for Risk
KSLV vs. IWMI — Risk / Return Rank
KSLV
IWMI
KSLV vs. IWMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kurv Silver Enhanced Income ETF (KSLV) and NEOS Russell 2000 High Income ETF (IWMI). 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.
Loading graphics...
Sharpe Ratios by Period
| KSLV | IWMI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.37 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.87 | 0.72 | +1.15 |
Correlation
The correlation between KSLV and IWMI is 0.22, 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. IWMI - Dividend Comparison
KSLV's dividend yield for the trailing twelve months is around 10.88%, less than IWMI's 14.42% yield.
| TTM | 2025 | 2024 | |
|---|---|---|---|
KSLV Kurv Silver Enhanced Income ETF | 10.88% | 4.42% | 0.00% |
IWMI NEOS Russell 2000 High Income ETF | 14.42% | 14.05% | 8.78% |
Drawdowns
KSLV vs. IWMI - Drawdown Comparison
The maximum KSLV drawdown since its inception was -44.77%, which is greater than IWMI's maximum drawdown of -23.88%. Use the drawdown chart below to compare losses from any high point for KSLV and IWMI.
Loading graphics...
Drawdown Indicators
| KSLV | IWMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.77% | -23.88% | -20.89% |
Max Drawdown (1Y)Largest decline over 1 year | — | -12.42% | — |
Current DrawdownCurrent decline from peak | -37.49% | -4.80% | -32.69% |
Average DrawdownAverage peak-to-trough decline | -13.60% | -4.44% | -9.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.70% | — |
Volatility
KSLV vs. IWMI - Volatility Comparison
Loading graphics...
Volatility by Period
| KSLV | IWMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.95% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 11.89% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 78.90% | 19.09% | +59.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.90% | 18.28% | +60.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.90% | 18.28% | +60.62% |