MSFY vs. KCOP

Last updated Aug 5, 2026

MSFY (Kurv Yield Premium Strategy Microsoft ETF) and KCOP (Kurv Copper & Mining Enhanced Income ETF) are both exchange-traded funds - MSFY is a Derivative Income fund actively managed by Kurv, while KCOP is a Copper fund actively managed by Kurv. Both are actively managed. Their 0.15 correlation means their historical movements had little consistent relationship. MSFY charges 1.00%/yr vs 0.99%/yr for KCOP.

Performance

MSFY vs. KCOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Yield Premium Strategy Microsoft ETF (MSFY) and Kurv Copper & Mining Enhanced Income ETF (KCOP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

MSFY

• 1D: 1.12%
• 1M: 19.29%
• 6M: 11.06%
• YTD: -7.56%
• 1Y: -12.05%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 6.86%

KCOP

• 1D: 3.50%
• 1M: 8.97%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*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)
KCOP Kurv Copper & Mining Enhanced Income ETF	$300.22K	$329.22K	$555.70K
MSFY Kurv Yield Premium Strategy Microsoft ETF	$332.29K	$251.71K	$274.77K

MSFY vs. KCOP - Yearly Performance Comparison

	2026 (YTD)
MSFY Kurv Yield Premium Strategy Microsoft ETF	13.73%
KCOP Kurv Copper & Mining Enhanced Income ETF	1.77%

Correlation

The correlation between MSFY and KCOP is 0.15, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 13, 2026	0.15

Return for Risk

MSFY vs. KCOP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MSFY

MSFY Risk / Return Rank: 6
MSFY Sharpe Ratio Rank: 6
MSFY Sortino Ratio Rank: 6
MSFY Omega Ratio Rank: 6
MSFY Calmar Ratio Rank: 7
MSFY Martin Ratio Rank: 6

KCOP

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

MSFY vs. KCOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Microsoft ETF (MSFY) and Kurv Copper & Mining Enhanced Income ETF (KCOP). 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.

	MSFY	KCOP	Difference
Sharpe ratio: Return per unit of total volatility	-0.37	—	—
Sortino ratio: Return per unit of downside risk	-0.34	—	—
Omega ratio: Gain probability vs. loss probability	0.96	—	—
Calmar ratio: Return relative to maximum drawdown	-0.34	—	—
Martin ratio: Return relative to average drawdown	-0.63	—	—

Drawdowns

MSFY vs. KCOP - Drawdown Comparison

The maximum MSFY drawdown since its inception was -35.65%, which is greater than KCOP's maximum drawdown of -21.55%. Use the drawdown chart below to compare losses from any high point for MSFY and KCOP.

Drawdown Indicators

	MSFY	KCOP	Difference
Max Drawdown Largest peak-to-trough decline	-35.65%	-21.55%	-14.10%
Max Drawdown (1Y) Largest decline over 1 year	-35.65%	—	—
Current Drawdown Current decline from peak	-14.60%	-6.91%	-7.69%
Average Drawdown Average peak-to-trough decline	-8.44%	-9.63%	+1.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.16%	—	—

Volatility

Volatility by Period

	MSFY	KCOP	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.28%	—	—
Volatility (6M) Calculated over the trailing 6-month period	27.36%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	32.50%	42.38%	-9.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.57%	42.38%	-17.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.57%	42.38%	-17.81%

MSFY vs. KCOP - Expense Ratio Comparison

MSFY has a 1.00% expense ratio, which is higher than KCOP's 0.99% expense ratio.

Dividends

MSFY vs. KCOP - Dividend Comparison

MSFY's dividend yield for the trailing twelve months is around 22.66%, more than KCOP's 6.29% yield.

Position	TTM	2025	2024	2023
KCOP Kurv Copper & Mining Enhanced Income ETF	6.29%	0.00%	0.00%	0.00%
MSFY Kurv Yield Premium Strategy Microsoft ETF	22.66%	18.56%	14.35%	1.94%

Frequently Asked Questions

Can I hold both MSFY and KCOP in my portfolio?

MSFY and KCOP have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, MSFY or KCOP?

On fees, KCOP is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, MSFY or KCOP?

KCOP is cheaper with a 0.99% expense ratio, compared with 1.00% for MSFY.

Which ETF pays a higher dividend yield, MSFY or KCOP?

MSFY has the higher dividend yield at 22.66%, compared with 6.29% for KCOP.

What is the main difference between MSFY and KCOP?

MSFY is categorized as Derivative Income, while KCOP is Copper. Their fees differ too: 1.00% for MSFY and 0.99% for KCOP.