TSLP vs. KCOP

Last updated Jul 14, 2026

TSLP (Kurv Yield Premium Strategy Tesla ETF) and KCOP (Kurv Copper & Mining Enhanced Income ETF) are both exchange-traded funds - TSLP is a Derivative Income fund actively managed by Kurv, while KCOP is a Copper fund actively managed by Kurv. Both are actively managed. A 0.56 correlation means they provide meaningful diversification when combined. Both charge a 0.99% expense ratio.

Performance

TSLP vs. KCOP - Performance Comparison

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

Returns By Period

TSLP

• 1D: -3.34%
• 1M: -3.53%
• 6M: -16.33%
• YTD: -16.41%
• 1Y: 13.70%
• 3Y*: —
• 5Y*: —
• 10Y*: —

KCOP

• 1D: -2.04%
• 1M: -9.63%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TSLP vs. KCOP - Yearly Performance Comparison

	2026 (YTD)
TSLP Kurv Yield Premium Strategy Tesla ETF	-9.35%
KCOP Kurv Copper & Mining Enhanced Income ETF	-7.31%

Correlation

The correlation between TSLP and KCOP is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 13, 2026	0.56

Return for Risk

TSLP vs. KCOP — Risk / Return Rank

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

TSLP

TSLP Risk / Return Rank: 16
TSLP Sharpe Ratio Rank: 15
TSLP Sortino Ratio Rank: 17
TSLP Omega Ratio Rank: 16
TSLP Calmar Ratio Rank: 15
TSLP Martin Ratio Rank: 15

KCOP

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

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.

TSLP vs. KCOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Tesla ETF (TSLP) 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.

	TSLP	KCOP	Difference
Sharpe ratio: Return per unit of total volatility	0.32	—	—
Sortino ratio: Return per unit of downside risk	0.73	—	—
Omega ratio: Gain probability vs. loss probability	1.09	—	—
Calmar ratio: Return relative to maximum drawdown	0.43	—	—
Martin ratio: Return relative to average drawdown	0.95	—	—

Drawdowns

TSLP vs. KCOP - Drawdown Comparison

The maximum TSLP drawdown since its inception was -46.00%, which is greater than KCOP's maximum drawdown of -21.55%. Use the drawdown chart below to compare losses from any high point for TSLP and KCOP.

Drawdown Indicators

	TSLP	KCOP	Difference
Max Drawdown Largest peak-to-trough decline	-46.00%	-21.55%	-24.45%
Max Drawdown (1Y) Largest decline over 1 year	-32.00%	—	—
Current Drawdown Current decline from peak	-22.78%	-15.22%	-7.56%
Average Drawdown Average peak-to-trough decline	-15.92%	-9.23%	-6.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.47%	—	—

Volatility

Volatility by Period

	TSLP	KCOP	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.80%	—	—
Volatility (6M) Calculated over the trailing 6-month period	33.99%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	42.96%	43.21%	-0.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.35%	43.21%	+6.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.35%	43.21%	+6.14%

TSLP vs. KCOP - Expense Ratio Comparison

Both TSLP and KCOP have an expense ratio of 0.99%.

Dividends

TSLP vs. KCOP - Dividend Comparison

TSLP's dividend yield for the trailing twelve months is around 30.07%, more than KCOP's 5.45% yield.

Position	TTM	2025	2024	2023
KCOP Kurv Copper & Mining Enhanced Income ETF	5.45%	0.00%	0.00%	0.00%
TSLP Kurv Yield Premium Strategy Tesla ETF	30.07%	31.05%	21.82%	4.39%

Frequently Asked Questions

Can I hold both TSLP and KCOP in my portfolio?

TSLP and KCOP have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TSLP or KCOP?

Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TSLP or KCOP?

TSLP and KCOP have the same expense ratio: 0.99% per year.

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

TSLP has the higher dividend yield at 30.07%, compared with 5.45% for KCOP.

What is the main difference between TSLP and KCOP?

TSLP is categorized as Derivative Income, while KCOP is Copper.