PLTW vs. KGLD
PLTW (PLTR WeeklyPay™ ETF) and KGLD (Kurv Gold Enhanced Income ETF ) are both Derivative Income funds. Both are actively managed. At a 0.14 correlation, their price movements are largely independent. PLTW charges 0.99%/yr vs 1.00%/yr for KGLD.
Performance
PLTW vs. KGLD - Performance Comparison
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Returns By Period
In the year-to-date period, PLTW achieves a -26.21% return, which is significantly lower than KGLD's 2.99% return.
PLTW
- 1D
- -7.81%
- 1M
- -4.39%
- YTD
- -26.21%
- 6M
- -26.03%
- 1Y
- -0.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
KGLD
- 1D
- -1.05%
- 1M
- -1.84%
- YTD
- 2.99%
- 6M
- 5.94%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PLTW vs. KGLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PLTW PLTR WeeklyPay™ ETF | -26.21% | 28.09% |
KGLD Kurv Gold Enhanced Income ETF | 2.99% | 29.75% |
Correlation
The correlation between PLTW and KGLD is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 9, 2025 | 0.14 |
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Return for Risk
PLTW vs. KGLD — Risk / Return Rank
PLTW
KGLD
PLTW vs. KGLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PLTR WeeklyPay™ ETF (PLTW) and Kurv Gold Enhanced Income ETF (KGLD). 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.
| PLTW | KGLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.05 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | — | — |
| Martin ratioReturn relative to average drawdown | -0.03 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PLTW | KGLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.01 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 1.32 | -1.13 |
Drawdowns
PLTW vs. KGLD - Drawdown Comparison
The maximum PLTW drawdown since its inception was -46.29%, which is greater than KGLD's maximum drawdown of -20.29%. Use the drawdown chart below to compare losses from any high point for PLTW and KGLD.
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Drawdown Indicators
| PLTW | KGLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.29% | -20.29% | -26.00% |
Max Drawdown (1Y)Largest decline over 1 year | -46.29% | — | — |
Current DrawdownCurrent decline from peak | -39.64% | -19.40% | -20.24% |
Average DrawdownAverage peak-to-trough decline | -19.57% | -6.10% | -13.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.21% | — | — |
Volatility
PLTW vs. KGLD - Volatility Comparison
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Volatility by Period
| PLTW | KGLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.32% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 46.26% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 61.73% | 28.72% | +33.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.85% | 28.72% | +44.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.85% | 28.72% | +44.13% |
PLTW vs. KGLD - Expense Ratio Comparison
PLTW has a 0.99% expense ratio, which is lower than KGLD's 1.00% expense ratio.
Dividends
PLTW vs. KGLD - Dividend Comparison
PLTW's dividend yield for the trailing twelve months is around 121.30%, more than KGLD's 12.64% yield.
| Position | TTM | 2025 |
|---|---|---|
KGLD Kurv Gold Enhanced Income ETF | 12.64% | 4.59% |
PLTW PLTR WeeklyPay™ ETF | 121.30% | 72.40% |
Frequently Asked Questions
PLTW and KGLD have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PLTW is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PLTW is cheaper with a 0.99% expense ratio, compared with 1.00% for KGLD.
PLTW has the higher dividend yield at 121.30%, compared with 12.64% for KGLD.
They also come from different issuers: Roundhill and Kurv. Their fees differ too: 0.99% for PLTW and 1.00% for KGLD.
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