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TSLP vs. XYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLP vs. XYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Yield Premium Strategy Tesla (TSLA) ETF (TSLP) and Global X S&P 500 Covered Call ETF (XYLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSLP achieves a -33.74% return, which is significantly lower than XYLD's 8.63% return.


TSLP

1D
2.15%
1M
-20.78%
6M
-29.23%
YTD
-33.74%
1Y
-7.57%
3Y*
5Y*
10Y*
ALL TIME*
7.40%

XYLD

1D
0.53%
1M
2.36%
6M
6.99%
YTD
8.63%
1Y
19.53%
3Y*
12.12%
5Y*
7.92%
10Y*
8.27%
ALL TIME*
8.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$224.56K$262.54K$283.37K
$33.43M$34.54M$32.48M

TSLP vs. XYLD - Yearly Performance Comparison


2026 (YTD)202520242023
TSLP
Kurv Yield Premium Strategy Tesla (TSLA) ETF
-33.74%9.77%41.53%18.37%
XYLD
Global X S&P 500 Covered Call ETF
8.63%8.02%19.49%6.17%

Correlation

The correlation between TSLP and XYLD is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.60

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2023

0.51

The correlation between TSLP and XYLD has been stable across timeframes, ranging from 0.51 to 0.60 - a consistent structural relationship.

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Return for Risk

TSLP vs. XYLD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TSLP
TSLP Risk / Return Rank: 99
Overall Rank
TSLP Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TSLP Sortino Ratio Rank: 1010
Sortino Ratio Rank
TSLP Omega Ratio Rank: 1010
Omega Ratio Rank
TSLP Calmar Ratio Rank: 99
Calmar Ratio Rank
TSLP Martin Ratio Rank: 88
Martin Ratio Rank

XYLD
XYLD Risk / Return Rank: 9494
Overall Rank
XYLD Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
XYLD Sortino Ratio Rank: 9595
Sortino Ratio Rank
XYLD Omega Ratio Rank: 9696
Omega Ratio Rank
XYLD Calmar Ratio Rank: 8989
Calmar Ratio Rank
XYLD Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TSLP vs. XYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Tesla (TSLA) ETF (TSLP) and Global X S&P 500 Covered Call ETF (XYLD). 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.


TSLPXYLDDifference
Sharpe ratioReturn per unit of total volatility

-2.94

Sortino ratioReturn per unit of downside risk

-3.87

Omega ratioGain probability vs. loss probability

1.01

1.63

-0.62

Calmar ratioReturn relative to maximum drawdown

-0.18

3.71

-3.89

Martin ratioReturn relative to average drawdown

-0.46

19.28

-19.74

TSLP vs. XYLD - Sharpe Ratio Comparison

The current TSLP Sharpe Ratio is -0.17, which is lower than the XYLD Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of TSLP and XYLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TSLP vs. XYLD - Drawdown Comparison

The maximum TSLP drawdown since its inception was -46.00%, which is greater than XYLD's maximum drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for TSLP and XYLD.


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Drawdown Indicators


TSLPXYLDDifference

Max Drawdown

Largest peak-to-trough decline

-46.00%

-33.46%

-12.54%

Max Drawdown (1Y)

Largest decline over 1 year

-42.53%

-5.29%

-37.24%

Max Drawdown (3Y)

Largest decline over 3 years

-15.53%

Max Drawdown (5Y)

Largest decline over 5 years

-18.66%

Max Drawdown (10Y)

Largest decline over 10 years

-33.46%

Current Drawdown

Current decline from peak

-38.79%

0.00%

-38.79%

Average Drawdown

Average peak-to-trough decline

-16.29%

-3.68%

-12.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.67%

1.02%

+15.65%

Volatility

TSLP vs. XYLD - Volatility Comparison

Kurv Yield Premium Strategy Tesla (TSLA) ETF (TSLP) has a higher volatility of 21.72% compared to Global X S&P 500 Covered Call ETF (XYLD) at 1.97%. This indicates that TSLP's price experiences larger fluctuations and is considered to be riskier than XYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLPXYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.72%

1.97%

+19.75%

Volatility (6M)

Calculated over the trailing 6-month period

37.69%

5.99%

+31.70%

Volatility (1Y)

Calculated over the trailing 1-year period

45.54%

7.10%

+38.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.01%

11.27%

+38.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.01%

14.16%

+35.85%

TSLP vs. XYLD - Expense Ratio Comparison

TSLP has a 0.99% expense ratio, which is higher than XYLD's 0.60% expense ratio.


Dividends

TSLP vs. XYLD - Dividend Comparison

TSLP's dividend yield for the trailing twelve months is around 37.94%, more than XYLD's 10.47% yield.


PositionTTM20252024202320222021202020192018201720162015
TSLP
Kurv Yield Premium Strategy Tesla (TSLA) ETF
37.94%31.05%21.82%4.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XYLD
Global X S&P 500 Covered Call ETF
10.47%10.51%11.54%10.51%13.43%9.07%7.93%5.76%7.12%5.18%3.23%4.65%

Frequently Asked Questions


TSLP and XYLD have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSLP has higher volatility (21.72%) compared to XYLD (1.97%). In terms of maximum drawdown, TSLP dropped -46.00% vs XYLD's -33.46%.

On 1-year performance, XYLD leads with 19.53% vs -7.57% for TSLP. On fees, XYLD is cheaper at 0.60% per year. On volatility, XYLD has been the lower-risk option at 1.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, XYLD has performed better with a 19.53% return vs -7.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XYLD is cheaper with a 0.60% expense ratio, compared with 0.99% for TSLP.

TSLP has the higher dividend yield at 37.94%, compared with 10.47% for XYLD.

They also come from different issuers: Kurv and Global X. Their fees differ too: 0.99% for TSLP and 0.60% for XYLD.

XYLD currently has the higher Sharpe Ratio (2.77 vs -0.17), 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.

Portfolio Optimizer

Find the right allocation for TSLP and XYLD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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