KYLD vs. MSFY
KYLD (Kurv High Income ETF) and MSFY (Kurv Yield Premium Strategy Microsoft ETF) are both Derivative Income funds from Kurv. Both are actively managed. At a 0.25 correlation, their price movements are largely independent. Both charge a 1.00% expense ratio.
Performance
KYLD vs. MSFY - Performance Comparison
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Returns By Period
In the year-to-date period, KYLD achieves a 16.05% return, which is significantly higher than MSFY's -22.42% return.
KYLD
- 1D
- -2.30%
- 1M
- -0.42%
- 6M
- 8.87%
- YTD
- 16.05%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSFY
- 1D
- 1.69%
- 1M
- 0.10%
- 6M
- -21.15%
- YTD
- -22.42%
- 1Y
- -21.89%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
KYLD vs. MSFY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
KYLD Kurv High Income ETF | 16.05% | -11.41% |
MSFY Kurv Yield Premium Strategy Microsoft ETF | -22.42% | -6.14% |
Correlation
The correlation between KYLD and MSFY is 0.25, 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 Oct 31, 2025 | 0.25 |
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Return for Risk
KYLD vs. MSFY — Risk / Return Rank
KYLD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.
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 | MSFY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.88 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.62 | — |
| Martin ratioReturn relative to average drawdown | — | -1.22 | — |
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Drawdowns
KYLD vs. MSFY - Drawdown Comparison
The maximum KYLD drawdown since its inception was -21.14%, smaller than the maximum MSFY drawdown of -35.65%. 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 | -21.14% | -35.65% | +14.51% |
Max Drawdown (1Y)Largest decline over 1 year | — | -35.65% | — |
Current DrawdownCurrent decline from peak | -5.97% | -28.32% | +22.35% |
Average DrawdownAverage peak-to-trough decline | -8.00% | -8.03% | +0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 18.02% | — |
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 | — | 11.94% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 27.39% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 32.69% | 29.12% | +3.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.69% | 23.12% | +9.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.69% | 23.12% | +9.57% |
KYLD vs. MSFY - Expense Ratio Comparison
Both KYLD and MSFY have an expense ratio of 1.00%.
Dividends
KYLD vs. MSFY - Dividend Comparison
KYLD's dividend yield for the trailing twelve months is around 20.10%, less than MSFY's 25.52% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
KYLD Kurv High Income ETF | 20.10% | 6.14% | 0.00% | 0.00% |
MSFY Kurv Yield Premium Strategy Microsoft ETF | 25.52% | 18.56% | 14.35% | 1.94% |
Frequently Asked Questions
KYLD and MSFY have a correlation of 0.25, 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 MSFY have the same expense ratio: 1.00% per year.
MSFY has the higher dividend yield at 25.52%, compared with 20.10% for KYLD.
Find the right allocation for KYLD and MSFY
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