OEF vs. GOOP

Last updated Jun 4, 2026

OEF (iShares S&P 100 ETF) and GOOP (Kurv Yield Premium Strategy Google ETF) are both exchange-traded funds - OEF is a Large Cap Growth Equities fund tracking the S&P 100 Index, while GOOP is a Derivative Income fund actively managed by Kurv. OEF is passively managed, while GOOP is actively managed. Over the past year, OEF returned 29.54% vs 93.82% for GOOP. A 0.62 correlation means they provide meaningful diversification when combined. OEF charges 0.20%/yr vs 0.99%/yr for GOOP.

Performance

OEF vs. GOOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 100 ETF (OEF) and Kurv Yield Premium Strategy Google ETF (GOOP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, OEF achieves a 9.51% return, which is significantly lower than GOOP's 12.36% return.

OEF

• 1D: -0.87%
• 1M: 5.44%
• YTD: 9.51%
• 6M: 9.34%
• 1Y: 29.54%
• 3Y*: 24.53%
• 5Y*: 15.70%
• 10Y*: 16.71%

GOOP

• 1D: -0.95%
• 1M: -7.01%
• YTD: 12.36%
• 6M: 10.67%
• 1Y: 93.82%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

OEF vs. GOOP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
OEF iShares S&P 100 ETF	9.51%	19.80%	30.74%	8.63%
GOOP Kurv Yield Premium Strategy Google ETF	12.36%	52.46%	27.67%	6.17%

Correlation

The correlation between OEF and GOOP is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.59
Correlation (All Time) Calculated using the full available price history since Nov 7, 2023	0.62

The correlation between OEF and GOOP has been stable across timeframes, ranging from 0.59 to 0.62 - a consistent structural relationship.

Return for Risk

OEF vs. GOOP — Risk / Return Rank

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

OEF

OEF Risk / Return Rank: 64
OEF Sharpe Ratio Rank: 69
OEF Sortino Ratio Rank: 67
OEF Omega Ratio Rank: 68
OEF Calmar Ratio Rank: 53
OEF Martin Ratio Rank: 62

GOOP

GOOP Risk / Return Rank: 86
GOOP Sharpe Ratio Rank: 92
GOOP Sortino Ratio Rank: 91
GOOP Omega Ratio Rank: 88
GOOP Calmar Ratio Rank: 78
GOOP Martin Ratio Rank: 78

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.

OEF vs. GOOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 100 ETF (OEF) and Kurv Yield Premium Strategy Google ETF (GOOP). 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.

	OEF	GOOP	Difference
Sharpe ratio Return per unit of total volatility	2.33	3.34	-1.00
Sortino ratio Return per unit of downside risk	3.15	4.35	-1.20
Omega ratio Gain probability vs. loss probability	1.42	1.57	-0.15
Calmar ratio Return relative to maximum drawdown	2.68	4.04	-1.36
Martin ratio Return relative to average drawdown	11.29	15.39	-4.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OEF vs. GOOP - Sharpe Ratio Comparison

The current OEF Sharpe Ratio is 2.33, which is lower than the GOOP Sharpe Ratio of 3.34. The chart below compares the historical Sharpe Ratios of OEF and GOOP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	OEF	GOOP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.33	3.34	-1.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.89	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.91	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	1.51	-1.06

Drawdowns

OEF vs. GOOP - Drawdown Comparison

The maximum OEF drawdown since its inception was -54.11%, which is greater than GOOP's maximum drawdown of -27.49%. Use the drawdown chart below to compare losses from any high point for OEF and GOOP.

Drawdown Indicators

	OEF	GOOP	Difference
Max Drawdown Largest peak-to-trough decline	-54.11%	-27.49%	-26.62%
Max Drawdown (1Y) Largest decline over 1 year	-11.06%	-23.32%	+12.26%
Max Drawdown (3Y) Largest decline over 3 years	-19.80%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-26.47%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-31.44%	—	—
Current Drawdown Current decline from peak	-0.94%	-11.90%	+10.96%
Average Drawdown Average peak-to-trough decline	-11.76%	-6.29%	-5.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.62%	6.12%	-3.50%

Volatility

OEF vs. GOOP - Volatility Comparison

The current volatility for iShares S&P 100 ETF (OEF) is 3.14%, while Kurv Yield Premium Strategy Google ETF (GOOP) has a volatility of 9.14%. This indicates that OEF experiences smaller price fluctuations and is considered to be less risky than GOOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OEF	GOOP	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.14%	9.14%	-6.00%
Volatility (6M) Calculated over the trailing 6-month period	9.48%	22.59%	-13.11%
Volatility (1Y) Calculated over the trailing 1-year period	12.73%	28.30%	-15.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.69%	25.91%	-8.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.44%	25.91%	-7.47%

OEF vs. GOOP - Expense Ratio Comparison

OEF has a 0.20% expense ratio, which is lower than GOOP's 0.99% expense ratio.

Dividends

OEF vs. GOOP - Dividend Comparison

OEF's dividend yield for the trailing twelve months is around 0.83%, less than GOOP's 12.25% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GOOP Kurv Yield Premium Strategy Google ETF	12.25%	11.79%	13.73%	2.06%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
OEF iShares S&P 100 ETF	0.83%	0.81%	1.03%	1.19%	1.55%	1.06%	1.43%	1.87%	2.09%	1.81%	2.07%	2.11%

Frequently Asked Questions

Can I hold both OEF and GOOP in my portfolio?

OEF and GOOP have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OEF or GOOP?

GOOP has higher volatility (9.14%) compared to OEF (3.14%). In terms of maximum drawdown, OEF dropped -54.11% vs GOOP's -27.49%.

Which ETF is better, OEF or GOOP?

On 1-year performance, GOOP leads with 93.82% vs 29.54% for OEF. On fees, OEF is cheaper at 0.20% per year. On volatility, OEF has been the lower-risk option at 3.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, OEF or GOOP?

Over the 1-year period, GOOP has performed better with a 93.82% return vs 29.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, OEF or GOOP?

OEF is cheaper with a 0.20% expense ratio, compared with 0.99% for GOOP.

Which ETF pays a higher dividend yield, OEF or GOOP?

GOOP has the higher dividend yield at 12.25%, compared with 0.83% for OEF.

What is the main difference between OEF and GOOP?

OEF is categorized as Large Cap Growth Equities, while GOOP is Derivative Income. They also come from different issuers: iShares and Kurv. Their fees differ too: 0.20% for OEF and 0.99% for GOOP.

Which has better risk-adjusted returns?

GOOP currently has the higher Sharpe Ratio (3.34 vs 2.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.