KYLD vs. KGLD

Last updated Jul 14, 2026

KYLD (Kurv High Income ETF) and KGLD (Kurv Gold Enhanced Income ETF ) are both Derivative Income funds from Kurv. Both are actively managed. A 0.52 correlation means they provide meaningful diversification when combined. Both charge a 1.00% expense ratio.

Performance

KYLD vs. KGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv High Income ETF (KYLD) and Kurv Gold Enhanced Income ETF (KGLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KYLD achieves a 16.05% return, which is significantly higher than KGLD's -7.88% return.

KYLD

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

KGLD

• 1D: -2.53%
• 1M: -5.25%
• 6M: -13.85%
• YTD: -7.88%
• 1Y: 17.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

KYLD vs. KGLD - Yearly Performance Comparison

	2026 (YTD)	2025
KYLD Kurv High Income ETF	16.05%	-11.41%
KGLD Kurv Gold Enhanced Income ETF	-7.88%	8.57%

Correlation

The correlation between KYLD and KGLD is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 31, 2025	0.52

Return for Risk

KYLD vs. KGLD — Risk / Return Rank

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

KYLD

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

KGLD

KGLD Risk / Return Rank: 21
KGLD Sharpe Ratio Rank: 22
KGLD Sortino Ratio Rank: 20
KGLD Omega Ratio Rank: 24
KGLD Calmar Ratio Rank: 19
KGLD Martin Ratio Rank: 18

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. 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 ratio: Return per unit of total volatility	—	0.62	—
Sortino ratio: Return per unit of downside risk	—	0.96	—
Omega ratio: Gain probability vs. loss probability	—	1.14	—
Calmar ratio: Return relative to maximum drawdown	—	0.64	—
Martin ratio: Return relative to average drawdown	—	1.55	—

Drawdowns

KYLD vs. KGLD - Drawdown Comparison

The maximum KYLD drawdown since its inception was -21.14%, smaller than the maximum KGLD drawdown of -28.07%. Use the drawdown chart below to compare losses from any high point for KYLD and KGLD.

Drawdown Indicators

	KYLD	KGLD	Difference
Max Drawdown Largest peak-to-trough decline	-21.14%	-28.07%	+6.93%
Max Drawdown (1Y) Largest decline over 1 year	—	-28.07%	—
Current Drawdown Current decline from peak	-5.97%	-27.90%	+21.93%
Average Drawdown Average peak-to-trough decline	-8.00%	-7.99%	-0.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	11.56%	—

Volatility

Volatility by Period

	KYLD	KGLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.48%	—
Volatility (6M) Calculated over the trailing 6-month period	—	25.10%	—
Volatility (1Y) Calculated over the trailing 1-year period	32.69%	28.99%	+3.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.69%	28.78%	+3.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.69%	28.78%	+3.91%

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 20.10%, more than KGLD's 15.67% yield.

Position	TTM	2025
KGLD Kurv Gold Enhanced Income ETF	15.67%	4.59%
KYLD Kurv High Income ETF	20.10%	6.14%

Frequently Asked Questions

Can I hold both KYLD and KGLD in my portfolio?

KYLD and KGLD have a correlation of 0.52, 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 KGLD?

Both ETFs have the same 1.00% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, KYLD or KGLD?

KYLD and KGLD have the same expense ratio: 1.00% per year.

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

KYLD has the higher dividend yield at 20.10%, compared with 15.67% for KGLD.