KYLD vs. WEEI

Last updated Jul 17, 2026

KYLD (Kurv High Income ETF) and WEEI (Westwood Salient Enhanced Energy Income ETF) are both exchange-traded funds - KYLD is a Derivative Income fund actively managed by Kurv, while WEEI is a Energy Equities fund actively managed by Westwood. Both are actively managed. At a correlation of -0.14, they often move in opposite directions. KYLD charges 1.00%/yr vs 0.85%/yr for WEEI.

Performance

KYLD vs. WEEI - Performance Comparison

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

Returns By Period

In the year-to-date period, KYLD achieves a 13.24% return, which is significantly lower than WEEI's 16.66% return.

KYLD

• 1D: -3.18%
• 1M: -5.11%
• 6M: 5.71%
• YTD: 13.24%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

WEEI

• 1D: 0.68%
• 1M: 2.90%
• 6M: 12.52%
• YTD: 16.66%
• 1Y: 25.61%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

KYLD vs. WEEI - Yearly Performance Comparison

	2026 (YTD)	2025
KYLD Kurv High Income ETF	13.24%	-11.41%
WEEI Westwood Salient Enhanced Energy Income ETF	16.66%	4.60%

Correlation

The correlation between KYLD and WEEI is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 31, 2025	-0.14

Return for Risk

KYLD vs. WEEI — 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.

WEEI

WEEI Risk / Return Rank: 62
WEEI Sharpe Ratio Rank: 68
WEEI Sortino Ratio Rank: 61
WEEI Omega Ratio Rank: 62
WEEI Calmar Ratio Rank: 63
WEEI Martin Ratio Rank: 55

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. WEEI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv High Income ETF (KYLD) and Westwood Salient Enhanced Energy Income ETF (WEEI). 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	WEEI	Difference
Sharpe ratio: Return per unit of total volatility	—	1.76	—
Sortino ratio: Return per unit of downside risk	—	2.32	—
Omega ratio: Gain probability vs. loss probability	—	1.30	—
Calmar ratio: Return relative to maximum drawdown	—	2.51	—
Martin ratio: Return relative to average drawdown	—	7.62	—

Drawdowns

KYLD vs. WEEI - Drawdown Comparison

The maximum KYLD drawdown since its inception was -21.14%, which is greater than WEEI's maximum drawdown of -18.78%. Use the drawdown chart below to compare losses from any high point for KYLD and WEEI.

Drawdown Indicators

	KYLD	WEEI	Difference
Max Drawdown Largest peak-to-trough decline	-21.14%	-18.78%	-2.36%
Max Drawdown (1Y) Largest decline over 1 year	—	-10.27%	—
Current Drawdown Current decline from peak	-8.25%	-4.54%	-3.71%
Average Drawdown Average peak-to-trough decline	-7.96%	-4.30%	-3.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.37%	—

Volatility

Volatility by Period

	KYLD	WEEI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.99%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.35%	—
Volatility (1Y) Calculated over the trailing 1-year period	32.72%	14.63%	+18.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.72%	18.33%	+14.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.72%	18.33%	+14.39%

KYLD vs. WEEI - Expense Ratio Comparison

KYLD has a 1.00% expense ratio, which is higher than WEEI's 0.85% expense ratio.

Dividends

KYLD vs. WEEI - Dividend Comparison

KYLD's dividend yield for the trailing twelve months is around 21.17%, more than WEEI's 11.55% yield.

Position	TTM	2025	2024
KYLD Kurv High Income ETF	21.17%	6.14%	0.00%
WEEI Westwood Salient Enhanced Energy Income ETF	11.55%	12.59%	7.20%

Frequently Asked Questions

Can I hold both KYLD and WEEI in my portfolio?

KYLD and WEEI have a correlation of -0.14, 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 WEEI?

On fees, WEEI is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, KYLD or WEEI?

WEEI is cheaper with a 0.85% expense ratio, compared with 1.00% for KYLD.

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

KYLD has the higher dividend yield at 21.17%, compared with 11.55% for WEEI.

What is the main difference between KYLD and WEEI?

KYLD is categorized as Derivative Income, while WEEI is Energy Equities. They also come from different issuers: Kurv and Westwood. Their fees differ too: 1.00% for KYLD and 0.85% for WEEI.