KYLD vs. WPAY

Last updated Apr 2, 2026

Compare and contrast key facts about Kurv High Income ETF (KYLD) and Roundhill WeeklyPay™ Universe ETF (WPAY).

KYLD and WPAY 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. WPAY is a passively managed fund by Roundhill that tracks the performance of the Solactive Roundhill WeeklyPay™ Universe Index. It was launched on Sep 3, 2025.

Performance

KYLD vs. WPAY - Performance Comparison

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

KYLD vs. WPAY - Yearly Performance Comparison

	2026 (YTD)	2025
KYLD Kurv High Income ETF	-4.81%	-10.91%
WPAY Roundhill WeeklyPay™ Universe ETF	-10.65%	-15.15%

Returns By Period

In the year-to-date period, KYLD achieves a -4.81% return, which is significantly higher than WPAY's -10.65% return.

KYLD

• 1D: 2.16%
• 1M: -6.16%
• YTD: -4.81%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

WPAY

• 1D: -1.58%
• 1M: -3.42%
• YTD: -10.65%
• 6M: -19.86%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

KYLD vs. WPAY - Expense Ratio Comparison

KYLD has a 1.00% expense ratio, which is higher than WPAY's 0.99% expense ratio.

KYLD

Kurv High Income ETF

WPAY

Roundhill WeeklyPay™ Universe ETF

Return for Risk

KYLD vs. WPAY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv High Income ETF (KYLD) and Roundhill WeeklyPay™ Universe ETF (WPAY). 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.

Sharpe Ratios by Period

	KYLD	WPAY	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	-0.95	-0.78	-0.16

Correlation

The correlation between KYLD and WPAY is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

KYLD vs. WPAY - Dividend Comparison

KYLD's dividend yield for the trailing twelve months is around 15.56%, less than WPAY's 36.55% yield.

	TTM	2025
KYLD Kurv High Income ETF	15.56%	6.14%
WPAY Roundhill WeeklyPay™ Universe ETF	36.55%	21.51%

Drawdowns

KYLD vs. WPAY - Drawdown Comparison

The maximum KYLD drawdown since its inception was -20.69%, smaller than the maximum WPAY drawdown of -26.17%. Use the drawdown chart below to compare losses from any high point for KYLD and WPAY.

Drawdown Indicators

	KYLD	WPAY	Difference
Max Drawdown Largest peak-to-trough decline	-20.69%	-26.17%	+5.48%
Current Drawdown Current decline from peak	-15.20%	-25.35%	+10.15%
Average Drawdown Average peak-to-trough decline	-10.08%	-11.92%	+1.84%

Volatility

Volatility by Period

	KYLD	WPAY	Difference
Volatility (1Y) Calculated over the trailing 1-year period	35.28%	28.83%	+6.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.28%	28.83%	+6.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.28%	28.83%	+6.45%