KSLV vs. RFI

Last updated Apr 1, 2026

Compare and contrast key facts about Kurv Silver Enhanced Income ETF (KSLV) and Cohen & Steers Total Return Realty Fund (RFI).

KSLV is an actively managed fund by Kurv. It was launched on Sep 29, 2025. RFI is managed by Cohen & Steers.

Performance

KSLV vs. RFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Silver Enhanced Income ETF (KSLV) and Cohen & Steers Total Return Realty Fund (RFI). The values are adjusted to include any dividend payments, if applicable.

KSLV vs. RFI - Yearly Performance Comparison

	2026 (YTD)	2025
KSLV Kurv Silver Enhanced Income ETF	5.32%	48.94%
RFI Cohen & Steers Total Return Realty Fund	2.96%	-6.75%

Returns By Period

In the year-to-date period, KSLV achieves a 5.32% return, which is significantly higher than RFI's 2.96% return.

KSLV

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

RFI

• 1D: 2.30%
• 1M: -6.52%
• YTD: 2.96%
• 6M: -3.98%
• 1Y: 0.08%
• 3Y*: 5.53%
• 5Y*: 2.29%
• 10Y*: 6.50%

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

KSLV vs. RFI - Expense Ratio Comparison

KSLV

Kurv Silver Enhanced Income ETF

Return for Risk

KSLV vs. RFI — Risk / Return Rank

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

RFI

RFI Risk / Return Rank: 6
RFI Sharpe Ratio Rank: 5
RFI Sortino Ratio Rank: 5
RFI Omega Ratio Rank: 5
RFI Calmar Ratio Rank: 8
RFI Martin Ratio Rank: 7

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. RFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Silver Enhanced Income ETF (KSLV) and Cohen & Steers Total Return Realty Fund (RFI). 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	RFI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.01	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.11	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.26	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.87	0.33	+1.54

Correlation

The correlation between KSLV and RFI is 0.20, 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. RFI - Dividend Comparison

KSLV's dividend yield for the trailing twelve months is around 10.90%, more than RFI's 8.62% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KSLV Kurv Silver Enhanced Income ETF	10.90%	4.42%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
RFI Cohen & Steers Total Return Realty Fund	8.62%	8.69%	8.29%	8.17%	10.02%	6.82%	7.61%	6.63%	8.93%	7.52%	7.93%	10.36%

Drawdowns

KSLV vs. RFI - Drawdown Comparison

The maximum KSLV drawdown since its inception was -44.77%, smaller than the maximum RFI drawdown of -73.67%. Use the drawdown chart below to compare losses from any high point for KSLV and RFI.

Drawdown Indicators

	KSLV	RFI	Difference
Max Drawdown Largest peak-to-trough decline	-44.77%	-73.67%	+28.90%
Max Drawdown (1Y) Largest decline over 1 year	—	-11.28%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-34.38%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-50.51%	—
Current Drawdown Current decline from peak	-37.58%	-7.93%	-29.65%
Average Drawdown Average peak-to-trough decline	-13.41%	-12.15%	-1.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.12%	—

Volatility

Volatility by Period

	KSLV	RFI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.01%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.90%	—
Volatility (1Y) Calculated over the trailing 1-year period	79.21%	15.57%	+63.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	79.21%	20.43%	+58.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	79.21%	25.14%	+54.07%