KYLD vs. MSFY
Compare and contrast key facts about Kurv High Income ETF (KYLD) and Kurv Yield Premium Strategy Microsoft ETF (MSFY).
KYLD and MSFY 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. MSFY is an actively managed fund by Kurv. It was launched on Oct 30, 2023.
Performance
KYLD vs. MSFY - Performance Comparison
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KYLD vs. MSFY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
KYLD Kurv High Income ETF | -6.82% | -10.91% |
MSFY Kurv Yield Premium Strategy Microsoft ETF | -26.14% | -4.55% |
Returns By Period
In the year-to-date period, KYLD achieves a -6.82% return, which is significantly higher than MSFY's -26.14% return.
KYLD
- 1D
- 4.66%
- 1M
- -7.51%
- YTD
- -6.82%
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSFY
- 1D
- 3.28%
- 1M
- -6.69%
- YTD
- -26.14%
- 6M
- -28.37%
- 1Y
- -6.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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KYLD vs. MSFY - Expense Ratio Comparison
Both KYLD and MSFY have an expense ratio of 1.00%.
Return for Risk
KYLD vs. MSFY — Risk / Return Rank
KYLD
MSFY
KYLD vs. MSFY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kurv High Income ETF (KYLD) and Kurv Yield Premium Strategy Microsoft ETF (MSFY). 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.
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Sharpe Ratios by Period
| KYLD | MSFY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | -0.25 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -1.05 | -0.08 | -0.97 |
Correlation
The correlation between KYLD and MSFY is 0.43, 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. MSFY - Dividend Comparison
KYLD's dividend yield for the trailing twelve months is around 15.27%, less than MSFY's 28.28% yield.
| TTM | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
KYLD Kurv High Income ETF | 15.27% | 6.14% | 0.00% | 0.00% |
MSFY Kurv Yield Premium Strategy Microsoft ETF | 28.28% | 18.56% | 14.35% | 1.94% |
Drawdowns
KYLD vs. MSFY - Drawdown Comparison
The maximum KYLD drawdown since its inception was -20.69%, smaller than the maximum MSFY drawdown of -34.21%. Use the drawdown chart below to compare losses from any high point for KYLD and MSFY.
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Drawdown Indicators
| KYLD | MSFY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.69% | -34.21% | +13.52% |
Max Drawdown (1Y)Largest decline over 1 year | — | -34.21% | — |
Current DrawdownCurrent decline from peak | -16.99% | -31.76% | +14.77% |
Average DrawdownAverage peak-to-trough decline | -10.03% | -5.99% | -4.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 11.69% | — |
Volatility
KYLD vs. MSFY - Volatility Comparison
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Volatility by Period
| KYLD | MSFY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.32% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 20.94% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 35.27% | 25.82% | +9.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.27% | 20.94% | +14.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.27% | 20.94% | +14.33% |