NFLP vs. KYLD

Last updated Jun 5, 2026

NFLP (Kurv Yield Premium Strategy Netflix ETF) and KYLD (Kurv High Income ETF) are both Derivative Income funds from Kurv. Both are actively managed. At a 0.09 correlation, their price movements are largely independent. NFLP charges 0.99%/yr vs 1.00%/yr for KYLD.

Performance

NFLP vs. KYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Yield Premium Strategy Netflix ETF (NFLP) and Kurv High Income ETF (KYLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NFLP achieves a -18.72% return, which is significantly lower than KYLD's 17.79% return.

NFLP

• 1D: -0.13%
• 1M: -8.48%
• YTD: -18.72%
• 6M: -25.32%
• 1Y: -38.72%
• 3Y*: —
• 5Y*: —
• 10Y*: —

KYLD

• 1D: -0.49%
• 1M: 8.94%
• YTD: 17.79%
• 6M: 12.48%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

NFLP vs. KYLD - Yearly Performance Comparison

	2026 (YTD)	2025
NFLP Kurv Yield Premium Strategy Netflix ETF	-18.72%	-14.58%
KYLD Kurv High Income ETF	17.79%	-10.91%

Correlation

The correlation between NFLP and KYLD is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 3, 2025	0.09

Return for Risk

NFLP vs. KYLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NFLP

NFLP Risk / Return Rank: 1
NFLP Sharpe Ratio Rank: 1
NFLP Sortino Ratio Rank: 1
NFLP Omega Ratio Rank: 1
NFLP Calmar Ratio Rank: 1
NFLP Martin Ratio Rank: 1

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.

NFLP vs. KYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Netflix ETF (NFLP) and Kurv High Income ETF (KYLD). 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.

	NFLP	KYLD	Difference
Sharpe ratio: Return per unit of total volatility	-1.17	—	—
Sortino ratio: Return per unit of downside risk	-1.72	—	—
Omega ratio: Gain probability vs. loss probability	0.78	—	—
Calmar ratio: Return relative to maximum drawdown	-0.89	—	—
Martin ratio: Return relative to average drawdown	-1.57	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	NFLP	KYLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.17	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.26	+0.22

Drawdowns

NFLP vs. KYLD - Drawdown Comparison

The maximum NFLP drawdown since its inception was -43.48%, which is greater than KYLD's maximum drawdown of -20.69%. Use the drawdown chart below to compare losses from any high point for NFLP and KYLD.

Drawdown Indicators

	NFLP	KYLD	Difference
Max Drawdown Largest peak-to-trough decline	-43.48%	-20.69%	-22.79%
Max Drawdown (1Y) Largest decline over 1 year	-43.48%	—	—
Current Drawdown Current decline from peak	-41.99%	-0.49%	-41.50%
Average Drawdown Average peak-to-trough decline	-9.78%	-8.51%	-1.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	24.67%	—	—

Volatility

Volatility by Period

	NFLP	KYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.12%	—	—
Volatility (6M) Calculated over the trailing 6-month period	27.71%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	33.37%	32.73%	+0.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.85%	32.73%	-3.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.85%	32.73%	-3.88%

NFLP vs. KYLD - Expense Ratio Comparison

NFLP has a 0.99% expense ratio, which is lower than KYLD's 1.00% expense ratio.

Dividends

NFLP vs. KYLD - Dividend Comparison

NFLP's dividend yield for the trailing twelve months is around 26.10%, more than KYLD's 17.13% yield.

Position	TTM	2025	2024	2023
KYLD Kurv High Income ETF	17.13%	6.14%	0.00%	0.00%
NFLP Kurv Yield Premium Strategy Netflix ETF	26.10%	26.56%	19.87%	3.21%

Frequently Asked Questions

Can I hold both NFLP and KYLD in my portfolio?

NFLP and KYLD have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, NFLP or KYLD?

On fees, NFLP 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, NFLP or KYLD?

NFLP is cheaper with a 0.99% expense ratio, compared with 1.00% for KYLD.

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

NFLP has the higher dividend yield at 26.10%, compared with 17.13% for KYLD.

What is the main difference between NFLP and KYLD?

Their fees differ too: 0.99% for NFLP and 1.00% for KYLD.