WDTE vs. GOOP

Last updated Aug 4, 2026

WDTE (Defiance S&P 500 Weekly Distribution ETF) and GOOP (Kurv Yield Premium Strategy Google ETF) are both Derivative Income funds. Both are actively managed. Over the past year, WDTE returned 18.84% vs 66.53% for GOOP. Their 0.50 correlation means their historical movements had little consistent relationship. WDTE charges 1.03%/yr vs 0.99%/yr for GOOP.

Performance

WDTE vs. GOOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance S&P 500 Weekly Distribution ETF (WDTE) and Kurv Yield Premium Strategy Google ETF (GOOP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with WDTE at 11.48% and GOOP at 11.48%.

WDTE

• 1D: 1.35%
• 1M: 1.73%
• 6M: 9.63%
• YTD: 11.48%
• 1Y: 18.84%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.37%

GOOP

• 1D: 2.38%
• 1M: -0.96%
• 6M: 2.21%
• YTD: 11.48%
• 1Y: 66.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 35.59%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GOOP Kurv Yield Premium Strategy Google ETF	$502.11K	$584.22K	$833.10K
WDTE Defiance S&P 500 Weekly Distribution ETF	$430.65K	$531.30K	$694.88K

WDTE vs. GOOP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
WDTE Defiance S&P 500 Weekly Distribution ETF	11.48%	13.60%	9.85%	6.98%
GOOP Kurv Yield Premium Strategy Google ETF	11.48%	52.46%	27.67%	6.17%

Correlation

The correlation between WDTE and GOOP is 0.53, 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.	0.53
Correlation (All Time) Calculated using the full available price history since Nov 6, 2023	0.50

The correlation between WDTE and GOOP has been stable across timeframes, ranging from 0.50 to 0.53 - a consistent structural relationship.

Return for Risk

WDTE vs. GOOP — Risk / Return Rank

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

WDTE

WDTE Risk / Return Rank: 72
WDTE Sharpe Ratio Rank: 72
WDTE Sortino Ratio Rank: 66
WDTE Omega Ratio Rank: 75
WDTE Calmar Ratio Rank: 69
WDTE Martin Ratio Rank: 80

GOOP

GOOP Risk / Return Rank: 80
GOOP Sharpe Ratio Rank: 87
GOOP Sortino Ratio Rank: 85
GOOP Omega Ratio Rank: 85
GOOP Calmar Ratio Rank: 78
GOOP Martin Ratio Rank: 65

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.

WDTE vs. GOOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance S&P 500 Weekly Distribution ETF (WDTE) 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.

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.

	WDTE	GOOP	Difference
Sharpe ratio: Return per unit of total volatility	1.69	2.12	-0.44
Sortino ratio: Return per unit of downside risk	2.25	2.91	-0.66
Omega ratio: Gain probability vs. loss probability	1.32	1.38	-0.06
Calmar ratio: Return relative to maximum drawdown	2.47	2.87	-0.39
Martin ratio: Return relative to average drawdown	10.83	8.07	+2.76

WDTE vs. GOOP - Sharpe Ratio Comparison

The current WDTE Sharpe Ratio is 1.69, which is comparable to the GOOP Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of WDTE 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.

Drawdowns

WDTE vs. GOOP - Drawdown Comparison

The maximum WDTE drawdown since its inception was -15.85%, smaller than the maximum GOOP drawdown of -27.49%. Use the drawdown chart below to compare losses from any high point for WDTE and GOOP.

Drawdown Indicators

	WDTE	GOOP	Difference
Max Drawdown Largest peak-to-trough decline	-15.85%	-27.49%	+11.64%
Max Drawdown (1Y) Largest decline over 1 year	-7.65%	-23.32%	+15.67%
Current Drawdown Current decline from peak	0.00%	-12.60%	+12.60%
Average Drawdown Average peak-to-trough decline	-1.82%	-6.71%	+4.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.74%	8.27%	-6.53%

Volatility

WDTE vs. GOOP - Volatility Comparison

The current volatility for Defiance S&P 500 Weekly Distribution ETF (WDTE) is 3.11%, while Kurv Yield Premium Strategy Google ETF (GOOP) has a volatility of 13.07%. This indicates that WDTE 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

	WDTE	GOOP	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.11%	13.07%	-9.96%
Volatility (6M) Calculated over the trailing 6-month period	9.38%	26.77%	-17.39%
Volatility (1Y) Calculated over the trailing 1-year period	11.24%	31.54%	-20.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.44%	27.01%	-15.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.44%	27.01%	-15.57%

WDTE vs. GOOP - Expense Ratio Comparison

WDTE has a 1.03% expense ratio, which is higher than GOOP's 0.99% expense ratio.

Dividends

WDTE vs. GOOP - Dividend Comparison

WDTE's dividend yield for the trailing twelve months is around 32.49%, more than GOOP's 13.12% yield.

Position	TTM	2025	2024	2023
GOOP Kurv Yield Premium Strategy Google ETF	13.12%	11.79%	13.73%	2.06%
WDTE Defiance S&P 500 Weekly Distribution ETF	32.49%	35.78%	51.80%	16.41%

Frequently Asked Questions

Can I hold both WDTE and GOOP in my portfolio?

WDTE and GOOP have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WDTE or GOOP?

GOOP has higher volatility (13.07%) compared to WDTE (3.11%). In terms of maximum drawdown, WDTE dropped -15.85% vs GOOP's -27.49%.

Which ETF is better, WDTE or GOOP?

On 1-year performance, GOOP leads with 66.53% vs 18.84% for WDTE. On fees, GOOP is cheaper at 0.99% per year. On volatility, WDTE has been the lower-risk option at 3.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WDTE or GOOP?

Over the 1-year period, GOOP has performed better with a 66.53% return vs 18.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WDTE or GOOP?

GOOP is cheaper with a 0.99% expense ratio, compared with 1.03% for WDTE.

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

WDTE has the higher dividend yield at 32.49%, compared with 13.12% for GOOP.

What is the main difference between WDTE and GOOP?

They also come from different issuers: Defiance and Kurv. Their fees differ too: 1.03% for WDTE and 0.99% for GOOP.

Which has better risk-adjusted returns?

GOOP currently has the higher Sharpe Ratio (2.12 vs 1.69), 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.