KSLV vs. NFLP

Last updated Apr 2, 2026

Compare and contrast key facts about Kurv Silver Enhanced Income ETF (KSLV) and Kurv Yield Premium Strategy Netflix ETF (NFLP).

KSLV and NFLP 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. NFLP is an actively managed fund by Kurv. It was launched on Oct 26, 2023.

Performance

KSLV vs. NFLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Silver Enhanced Income ETF (KSLV) and Kurv Yield Premium Strategy Netflix ETF (NFLP). The values are adjusted to include any dividend payments, if applicable.

KSLV vs. NFLP - Yearly Performance Comparison

	2026 (YTD)	2025
KSLV Kurv Silver Enhanced Income ETF	5.47%	48.94%
NFLP Kurv Yield Premium Strategy Netflix ETF	-0.30%	-20.88%

Returns By Period

In the year-to-date period, KSLV achieves a 5.47% return, which is significantly higher than NFLP's -0.30% return.

KSLV

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

NFLP

• 1D: -0.60%
• 1M: -2.40%
• YTD: -0.30%
• 6M: -19.26%
• 1Y: -5.11%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

KSLV vs. NFLP - Expense Ratio Comparison

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

KSLV

Kurv Silver Enhanced Income ETF

NFLP

Kurv Yield Premium Strategy Netflix ETF

Return for Risk

KSLV vs. NFLP — Risk / Return Rank

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

NFLP

NFLP Risk / Return Rank: 9
NFLP Sharpe Ratio Rank: 9
NFLP Sortino Ratio Rank: 9
NFLP Omega Ratio Rank: 9
NFLP Calmar Ratio Rank: 10
NFLP Martin Ratio Rank: 10

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. NFLP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Silver Enhanced Income ETF (KSLV) and Kurv Yield Premium Strategy Netflix ETF (NFLP). 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	NFLP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.16	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.87	0.89	+0.97

Correlation

The correlation between KSLV and NFLP is 0.09, 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. NFLP - Dividend Comparison

KSLV's dividend yield for the trailing twelve months is around 10.88%, less than NFLP's 22.65% yield.

	TTM	2025	2024	2023
KSLV Kurv Silver Enhanced Income ETF	10.88%	4.42%	0.00%	0.00%
NFLP Kurv Yield Premium Strategy Netflix ETF	22.65%	26.56%	19.87%	3.21%

Drawdowns

KSLV vs. NFLP - Drawdown Comparison

The maximum KSLV drawdown since its inception was -44.77%, roughly equal to the maximum NFLP drawdown of -43.48%. Use the drawdown chart below to compare losses from any high point for KSLV and NFLP.

Drawdown Indicators

	KSLV	NFLP	Difference
Max Drawdown Largest peak-to-trough decline	-44.77%	-43.48%	-1.29%
Max Drawdown (1Y) Largest decline over 1 year	—	-43.48%	—
Current Drawdown Current decline from peak	-37.49%	-28.85%	-8.64%
Average Drawdown Average peak-to-trough decline	-13.60%	-8.11%	-5.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	20.37%	—

Volatility

Volatility by Period

	KSLV	NFLP	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.78%	—
Volatility (6M) Calculated over the trailing 6-month period	—	26.24%	—
Volatility (1Y) Calculated over the trailing 1-year period	78.90%	32.50%	+46.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	78.90%	28.05%	+50.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	78.90%	28.05%	+50.85%