KYLD vs. WTIU

Last updated Aug 1, 2026

KYLD (Kurv High Income ETF) and WTIU (MicroSectors Energy 3X Leveraged ETN) are both exchange-traded funds - KYLD is a Derivative Income fund actively managed by Kurv, while WTIU is a Leveraged Equities fund tracking the Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%). KYLD is actively managed, while WTIU is passively managed. Their -0.18 correlation means they have often moved in opposite directions in the past. KYLD charges 1.00%/yr vs 0.95%/yr for WTIU.

Performance

KYLD vs. WTIU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv High Income ETF (KYLD) and MicroSectors Energy 3X Leveraged ETN (WTIU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KYLD achieves a 10.14% return, which is significantly lower than WTIU's 104.80% return.

KYLD

• 1D: -1.70%
• 1M: -7.82%
• 6M: 11.05%
• YTD: 10.14%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

WTIU

• 1D: 3.15%
• 1M: 45.95%
• 6M: 51.31%
• YTD: 104.80%
• 1Y: 114.64%
• 3Y*: 0.02%
• 5Y*: —
• 10Y*: —
• ALL TIME*: -4.45%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
KYLD Kurv High Income ETF	$1.07M	$1.06M	$870.61K
WTIU MicroSectors Energy 3X Leveraged ETN	$1.32M	$870.89K	$849.27K

KYLD vs. WTIU - Yearly Performance Comparison

	2026 (YTD)	2025
KYLD Kurv High Income ETF	10.14%	-11.41%
WTIU MicroSectors Energy 3X Leveraged ETN	104.80%	1.27%

Correlation

The correlation between KYLD and WTIU is -0.18, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 31, 2025	-0.18

Return for Risk

KYLD vs. WTIU — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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.

WTIU

WTIU Risk / Return Rank: 55
WTIU Sharpe Ratio Rank: 62
WTIU Sortino Ratio Rank: 56
WTIU Omega Ratio Rank: 54
WTIU Calmar Ratio Rank: 60
WTIU Martin Ratio Rank: 44

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

KYLD vs. WTIU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv High Income ETF (KYLD) and MicroSectors Energy 3X Leveraged ETN (WTIU). 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	WTIU	Difference
Sharpe ratio: Return per unit of total volatility	—	1.44	—
Sortino ratio: Return per unit of downside risk	—	1.93	—
Omega ratio: Gain probability vs. loss probability	—	1.24	—
Calmar ratio: Return relative to maximum drawdown	—	2.09	—
Martin ratio: Return relative to average drawdown	—	4.79	—

Drawdowns

KYLD vs. WTIU - Drawdown Comparison

The maximum KYLD drawdown since its inception was -21.14%, smaller than the maximum WTIU drawdown of -75.73%. Use the drawdown chart below to compare losses from any high point for KYLD and WTIU.

Drawdown Indicators

	KYLD	WTIU	Difference
Max Drawdown Largest peak-to-trough decline	-21.14%	-75.73%	+54.59%
Max Drawdown (1Y) Largest decline over 1 year	—	-48.11%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-75.73%	—
Current Drawdown Current decline from peak	-10.76%	-27.41%	+16.65%
Average Drawdown Average peak-to-trough decline	-8.03%	-39.21%	+31.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	21.07%	—

Volatility

Volatility by Period

	KYLD	WTIU	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	21.18%	—
Volatility (6M) Calculated over the trailing 6-month period	—	57.82%	—
Volatility (1Y) Calculated over the trailing 1-year period	32.81%	69.90%	-37.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.81%	70.86%	-38.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.81%	70.86%	-38.05%

KYLD vs. WTIU - Expense Ratio Comparison

KYLD has a 1.00% expense ratio, which is higher than WTIU's 0.95% expense ratio.

Dividends

KYLD vs. WTIU - Dividend Comparison

KYLD's dividend yield for the trailing twelve months is around 22.96%, while WTIU has not paid dividends to shareholders.

Position	TTM	2025
KYLD Kurv High Income ETF	22.96%	6.14%
WTIU MicroSectors Energy 3X Leveraged ETN	0.00%	0.00%

Frequently Asked Questions

Can I hold both KYLD and WTIU in my portfolio?

KYLD and WTIU have a correlation of -0.18, 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 WTIU?

On fees, WTIU is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, KYLD or WTIU?

WTIU is cheaper with a 0.95% expense ratio, compared with 1.00% for KYLD.

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

KYLD has the higher dividend yield at 22.96%, compared with 0.00% for WTIU.

What is the main difference between KYLD and WTIU?

KYLD is categorized as Derivative Income, while WTIU is Leveraged Equities. They also come from different issuers: Kurv and REX. Their fees differ too: 1.00% for KYLD and 0.95% for WTIU.