KYLD vs. GPIQ

Last updated Jun 4, 2026

KYLD (Kurv High Income ETF) and GPIQ (Goldman Sachs Nasdaq-100 Core Premium Income ETF) are both exchange-traded funds - KYLD is a Derivative Income fund actively managed by Kurv, while GPIQ is a Nasdaq-100 fund actively managed by Goldman Sachs. Both are actively managed. Their correlation of 0.80 suggests significant overlap in exposure. KYLD charges 1.00%/yr vs 0.29%/yr for GPIQ.

Performance

KYLD vs. GPIQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv High Income ETF (KYLD) and Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with KYLD having a 18.37% return and GPIQ slightly lower at 18.30%.

KYLD

• 1D: 0.00%
• 1M: 10.94%
• YTD: 18.37%
• 6M: 13.94%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

GPIQ

• 1D: -0.19%
• 1M: 8.51%
• YTD: 18.30%
• 6M: 17.64%
• 1Y: 37.50%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

KYLD vs. GPIQ - Yearly Performance Comparison

	2026 (YTD)	2025
KYLD Kurv High Income ETF	18.37%	-10.91%
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF	18.30%	-0.62%

Correlation

The correlation between KYLD and GPIQ is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 3, 2025	0.80

Return for Risk

KYLD vs. GPIQ — Risk / Return Rank

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

GPIQ

GPIQ Risk / Return Rank: 81
GPIQ Sharpe Ratio Rank: 84
GPIQ Sortino Ratio Rank: 81
GPIQ Omega Ratio Rank: 82
GPIQ Calmar Ratio Rank: 77
GPIQ Martin Ratio Rank: 83

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.

KYLD vs. GPIQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv High Income ETF (KYLD) and Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ). 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	GPIQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.81	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	1.78	-1.49

Drawdowns

KYLD vs. GPIQ - Drawdown Comparison

The maximum KYLD drawdown since its inception was -20.69%, roughly equal to the maximum GPIQ drawdown of -21.06%. Use the drawdown chart below to compare losses from any high point for KYLD and GPIQ.

Drawdown Indicators

	KYLD	GPIQ	Difference
Max Drawdown Largest peak-to-trough decline	-20.69%	-21.06%	+0.37%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.51%	—
Current Drawdown Current decline from peak	0.00%	-0.19%	+0.19%
Average Drawdown Average peak-to-trough decline	-8.57%	-2.27%	-6.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.15%	—

Volatility

Volatility by Period

	KYLD	GPIQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.39%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.44%	—
Volatility (1Y) Calculated over the trailing 1-year period	32.84%	13.40%	+19.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.84%	17.47%	+15.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.84%	17.47%	+15.37%

KYLD vs. GPIQ - Expense Ratio Comparison

KYLD has a 1.00% expense ratio, which is higher than GPIQ's 0.29% expense ratio.

Dividends

KYLD vs. GPIQ - Dividend Comparison

KYLD's dividend yield for the trailing twelve months is around 17.05%, more than GPIQ's 9.32% yield.

Position	TTM	2025	2024	2023
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF	9.32%	9.81%	9.18%	1.74%
KYLD Kurv High Income ETF	17.05%	6.14%	0.00%	0.00%

Frequently Asked Questions

Can I hold both KYLD and GPIQ in my portfolio?

KYLD and GPIQ have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, KYLD or GPIQ?

On fees, GPIQ is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, KYLD or GPIQ?

GPIQ is cheaper with a 0.29% expense ratio, compared with 1.00% for KYLD.

Which ETF pays a higher dividend yield, KYLD or GPIQ?

KYLD has the higher dividend yield at 17.05%, compared with 9.32% for GPIQ.

What is the main difference between KYLD and GPIQ?

KYLD is categorized as Derivative Income, while GPIQ is Nasdaq-100. They also come from different issuers: Kurv and Goldman Sachs. Their fees differ too: 1.00% for KYLD and 0.29% for GPIQ.