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KYLD vs. FIYY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KYLD vs. FIYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv High Income ETF (KYLD) and GraniteShares YieldBOOST 20Y+ Treasuries ETF (FIYY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


KYLD

1D
-2.30%
1M
-0.42%
6M
8.87%
YTD
16.05%
1Y
3Y*
5Y*
10Y*

FIYY

1D
-0.07%
1M
-0.64%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KYLD vs. FIYY - Yearly Performance Comparison


Correlation

The correlation between KYLD and FIYY is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 5, 2026

0.28

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Return for Risk

KYLD vs. FIYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv High Income ETF (KYLD) and GraniteShares YieldBOOST 20Y+ Treasuries ETF (FIYY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

KYLD vs. FIYY - Sharpe Ratio Comparison


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Drawdowns

KYLD vs. FIYY - Drawdown Comparison

The maximum KYLD drawdown since its inception was -21.14%, which is greater than FIYY's maximum drawdown of -2.51%. Use the drawdown chart below to compare losses from any high point for KYLD and FIYY.


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Drawdown Indicators


KYLDFIYYDifference

Max Drawdown

Largest peak-to-trough decline

-21.14%

-2.51%

-18.63%

Current Drawdown

Current decline from peak

-5.97%

-2.13%

-3.84%

Average Drawdown

Average peak-to-trough decline

-8.00%

-1.47%

-6.53%

Volatility

KYLD vs. FIYY - Volatility Comparison


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Volatility by Period


KYLDFIYYDifference

Volatility (1Y)

Calculated over the trailing 1-year period

32.69%

5.08%

+27.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.69%

5.08%

+27.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.69%

5.08%

+27.61%

KYLD vs. FIYY - Expense Ratio Comparison

KYLD has a 1.00% expense ratio, which is lower than FIYY's 1.07% expense ratio.


Dividends

KYLD vs. FIYY - Dividend Comparison

KYLD's dividend yield for the trailing twelve months is around 20.10%, more than FIYY's 1.13% yield.


PositionTTM2025
FIYY
GraniteShares YieldBOOST 20Y+ Treasuries ETF
1.13%0.00%
KYLD
Kurv High Income ETF
20.10%6.14%

Frequently Asked Questions


KYLD and FIYY have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, KYLD is cheaper at 1.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

KYLD is cheaper with a 1.00% expense ratio, compared with 1.07% for FIYY.

KYLD has the higher dividend yield at 20.10%, compared with 1.13% for FIYY.

They also come from different issuers: Kurv and GraniteShares. Their fees differ too: 1.00% for KYLD and 1.07% for FIYY.

Portfolio Optimizer

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