KYLD vs. ULTI
KYLD (Kurv High Income ETF) and ULTI (REX IncomeMax Option Strategy ETF) are both Derivative Income funds. Both are actively managed. Their 0.76 correlation means they have sometimes moved together and sometimes differently. KYLD charges 1.00%/yr vs 1.25%/yr for ULTI.
Performance
KYLD vs. ULTI - 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 ULTI's -19.45% return.
KYLD
- 1D
- -1.70%
- 1M
- -7.82%
- 6M
- 11.05%
- YTD
- 10.14%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
ULTI
- 1D
- -1.65%
- 1M
- -25.27%
- 6M
- -29.49%
- YTD
- -19.45%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.07M | $1.06M | $870.61K | |
| $665.44K | $808.69K | $1.16M |
KYLD vs. ULTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
KYLD Kurv High Income ETF | 10.14% | -11.41% |
ULTI REX IncomeMax Option Strategy ETF | -19.45% | -38.67% |
Correlation
The correlation between KYLD and ULTI is 0.76, 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 | 0.76 |
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Return for Risk
KYLD vs. ULTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kurv High Income ETF (KYLD) and REX IncomeMax Option Strategy ETF (ULTI). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Drawdowns
KYLD vs. ULTI - Drawdown Comparison
The maximum KYLD drawdown since its inception was -21.14%, smaller than the maximum ULTI drawdown of -54.23%. Use the drawdown chart below to compare losses from any high point for KYLD and ULTI.
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Drawdown Indicators
| KYLD | ULTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.14% | -54.23% | +33.09% |
Current DrawdownCurrent decline from peak | -10.76% | -50.60% | +39.84% |
Average DrawdownAverage peak-to-trough decline | -8.03% | -29.66% | +21.63% |
Volatility
KYLD vs. ULTI - Volatility Comparison
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Volatility by Period
| KYLD | ULTI | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 32.81% | 61.51% | -28.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.81% | 61.51% | -28.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.81% | 61.51% | -28.70% |
KYLD vs. ULTI - Expense Ratio Comparison
KYLD has a 1.00% expense ratio, which is lower than ULTI's 1.25% expense ratio.
Dividends
KYLD vs. ULTI - Dividend Comparison
KYLD's dividend yield for the trailing twelve months is around 22.96%, less than ULTI's 103.15% yield.
| Position | TTM | 2025 |
|---|---|---|
KYLD Kurv High Income ETF | 22.96% | 6.14% |
ULTI REX IncomeMax Option Strategy ETF | 103.15% | 14.96% |
Frequently Asked Questions
KYLD and ULTI have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, KYLD is cheaper at 1.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.
KYLD is cheaper with a 1.00% expense ratio, compared with 1.25% for ULTI.
ULTI has the higher dividend yield at 103.15%, compared with 22.96% for KYLD.
They also come from different issuers: Kurv and REX Shares. Their fees differ too: 1.00% for KYLD and 1.25% for ULTI.
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