KYLD vs. DRKY

Last updated Apr 1, 2026

Compare and contrast key facts about Kurv High Income ETF (KYLD) and VistaShares Target 15 Druckenmiller Macro Distribution ETF (DRKY).

KYLD and DRKY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. KYLD is an actively managed fund by Kurv. It was launched on Oct 30, 2025. DRKY is an actively managed fund by VistaShares. It was launched on Oct 8, 2025.

Performance

KYLD vs. DRKY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv High Income ETF (KYLD) and VistaShares Target 15 Druckenmiller Macro Distribution ETF (DRKY). The values are adjusted to include any dividend payments, if applicable.

KYLD vs. DRKY - Yearly Performance Comparison

	2026 (YTD)	2025
KYLD Kurv High Income ETF	-6.82%	-10.91%
DRKY VistaShares Target 15 Druckenmiller Macro Distribution ETF	-7.43%	6.65%

Returns By Period

In the year-to-date period, KYLD achieves a -6.82% return, which is significantly higher than DRKY's -7.43% return.

KYLD

• 1D: 4.66%
• 1M: -7.51%
• YTD: -6.82%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DRKY

• 1D: 5.52%
• 1M: -3.54%
• YTD: -7.43%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

KYLD vs. DRKY - Expense Ratio Comparison

KYLD has a 1.00% expense ratio, which is higher than DRKY's 0.95% expense ratio.

KYLD

Kurv High Income ETF

DRKY

VistaShares Target 15 Druckenmiller Macro Distribution ETF

Return for Risk

KYLD vs. DRKY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv High Income ETF (KYLD) and VistaShares Target 15 Druckenmiller Macro Distribution ETF (DRKY). 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

	KYLD	DRKY	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	-1.05	0.34	-1.39

Correlation

The correlation between KYLD and DRKY is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

KYLD vs. DRKY - Dividend Comparison

KYLD's dividend yield for the trailing twelve months is around 15.27%, more than DRKY's 8.11% yield.

	TTM	2025
KYLD Kurv High Income ETF	15.27%	6.14%
DRKY VistaShares Target 15 Druckenmiller Macro Distribution ETF	8.11%	3.66%

Drawdowns

KYLD vs. DRKY - Drawdown Comparison

The maximum KYLD drawdown since its inception was -20.69%, which is greater than DRKY's maximum drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for KYLD and DRKY.

Drawdown Indicators

	KYLD	DRKY	Difference
Max Drawdown Largest peak-to-trough decline	-20.69%	-15.68%	-5.01%
Current Drawdown Current decline from peak	-16.99%	-10.70%	-6.29%
Average Drawdown Average peak-to-trough decline	-10.03%	-4.01%	-6.02%

Volatility

Volatility by Period

	KYLD	DRKY	Difference
Volatility (1Y) Calculated over the trailing 1-year period	35.27%	21.45%	+13.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.27%	21.45%	+13.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.27%	21.45%	+13.82%