KYLD vs. KGLD
KYLD (Kurv High Income ETF) and KGLD (Kurv Gold Enhanced Income ETF ) are both Derivative Income funds from Kurv. Both are actively managed. Their 0.53 correlation means they have sometimes moved together and sometimes differently. Both charge a 1.00% expense ratio.
Performance
KYLD vs. KGLD - Performance Comparison
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Returns By Period
In the year-to-date period, KYLD achieves a 10.14% return, which is significantly higher than KGLD's -6.67% return.
KYLD
- 1D
- -1.70%
- 1M
- -7.82%
- 6M
- 11.05%
- YTD
- 10.14%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
KGLD
- 1D
- -1.50%
- 1M
- -1.76%
- 6M
- -18.16%
- YTD
- -6.67%
- 1Y
- 18.91%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 19.74%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.66M | $2.33M | $2.61M | |
| $1.07M | $1.06M | $870.61K |
KYLD vs. KGLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
KYLD Kurv High Income ETF | 10.14% | -11.41% |
KGLD Kurv Gold Enhanced Income ETF | -6.67% | 8.57% |
Correlation
The correlation between KYLD and KGLD is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 31, 2025 | 0.53 |
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Return for Risk
KYLD vs. KGLD — Risk / Return Rank
KYLD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
KGLD
KYLD vs. KGLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kurv High Income ETF (KYLD) and Kurv Gold Enhanced Income ETF (KGLD). 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.
| KYLD | KGLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.16 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.76 | — |
| Martin ratioReturn relative to average drawdown | — | 1.63 | — |
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Drawdowns
KYLD vs. KGLD - Drawdown Comparison
The maximum KYLD drawdown since its inception was -21.14%, smaller than the maximum KGLD drawdown of -28.32%. Use the drawdown chart below to compare losses from any high point for KYLD and KGLD.
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Drawdown Indicators
| KYLD | KGLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.14% | -28.32% | +7.18% |
Max Drawdown (1Y)Largest decline over 1 year | — | -28.32% | — |
Current DrawdownCurrent decline from peak | -10.76% | -26.95% | +16.19% |
Average DrawdownAverage peak-to-trough decline | -8.03% | -8.98% | +0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 13.19% | — |
Volatility
KYLD vs. KGLD - Volatility Comparison
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Volatility by Period
| KYLD | KGLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.32% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 24.14% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 32.81% | 29.22% | +3.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.81% | 28.40% | +4.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.81% | 28.40% | +4.41% |
KYLD vs. KGLD - Expense Ratio Comparison
Both KYLD and KGLD have an expense ratio of 1.00%.
Dividends
KYLD vs. KGLD - Dividend Comparison
KYLD's dividend yield for the trailing twelve months is around 22.96%, more than KGLD's 15.46% yield.
| Position | TTM | 2025 |
|---|---|---|
KGLD Kurv Gold Enhanced Income ETF | 15.46% | 4.59% |
KYLD Kurv High Income ETF | 22.96% | 6.14% |
Frequently Asked Questions
KYLD and KGLD have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 1.00% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
KYLD and KGLD have the same expense ratio: 1.00% per year.
KYLD has the higher dividend yield at 22.96%, compared with 15.46% for KGLD.
Find the right allocation for KYLD and KGLD
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