SLJY vs. KGLD
SLJY (Amplify SILJ Covered Call ETF) and KGLD (Kurv Gold Enhanced Income ETF ) are both Derivative Income funds. Both are actively managed. Their 0.78 correlation means they have sometimes moved together and sometimes differently. SLJY charges 0.75%/yr vs 1.00%/yr for KGLD.
Performance
SLJY vs. KGLD - Performance Comparison
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Returns By Period
In the year-to-date period, SLJY achieves a -8.74% return, which is significantly lower than KGLD's -6.67% return.
SLJY
- 1D
- -1.88%
- 1M
- -5.80%
- 6M
- -18.48%
- YTD
- -8.74%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
KGLD
- 1D
- -1.50%
- 1M
- -1.76%
- 6M
- -18.16%
- YTD
- -6.67%
- 1Y
- 18.91%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 19.74%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.66M | $2.33M | $2.61M | |
| $625.04K | $616.66K | $1.25M |
SLJY vs. KGLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SLJY Amplify SILJ Covered Call ETF | -8.74% | 42.11% |
KGLD Kurv Gold Enhanced Income ETF | -6.67% | 26.97% |
Correlation
The correlation between SLJY and KGLD is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 19, 2025 | 0.78 |
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Return for Risk
SLJY vs. KGLD — Risk / Return Rank
SLJY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
KGLD
SLJY vs. KGLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify SILJ Covered Call ETF (SLJY) 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.
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.
| SLJY | KGLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.16 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.76 | — |
| Martin ratioReturn relative to average drawdown | — | 1.63 | — |
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Drawdowns
SLJY vs. KGLD - Drawdown Comparison
The maximum SLJY drawdown since its inception was -35.19%, which is greater than KGLD's maximum drawdown of -28.32%. Use the drawdown chart below to compare losses from any high point for SLJY and KGLD.
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Drawdown Indicators
| SLJY | KGLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.19% | -28.32% | -6.87% |
Max Drawdown (1Y)Largest decline over 1 year | — | -28.32% | — |
Current DrawdownCurrent decline from peak | -33.61% | -26.95% | -6.66% |
Average DrawdownAverage peak-to-trough decline | -13.10% | -8.98% | -4.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 13.19% | — |
Volatility
SLJY vs. KGLD - Volatility Comparison
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Volatility by Period
| SLJY | KGLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.32% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 24.14% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 49.08% | 29.22% | +19.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.08% | 28.40% | +20.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.08% | 28.40% | +20.68% |
SLJY vs. KGLD - Expense Ratio Comparison
SLJY has a 0.75% expense ratio, which is lower than KGLD's 1.00% expense ratio.
Dividends
SLJY vs. KGLD - Dividend Comparison
SLJY's dividend yield for the trailing twelve months is around 24.90%, more than KGLD's 15.46% yield.
| Position | TTM | 2025 |
|---|---|---|
KGLD Kurv Gold Enhanced Income ETF | 15.46% | 4.59% |
SLJY Amplify SILJ Covered Call ETF | 24.90% | 6.26% |
Frequently Asked Questions
SLJY and KGLD have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SLJY is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SLJY is cheaper with a 0.75% expense ratio, compared with 1.00% for KGLD.
SLJY has the higher dividend yield at 24.90%, compared with 15.46% for KGLD.
They also come from different issuers: Amplify and Kurv. Their fees differ too: 0.75% for SLJY and 1.00% for KGLD.
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