WPAY vs. KYLD

Last updated Apr 2, 2026

Compare and contrast key facts about Roundhill WeeklyPay™ Universe ETF (WPAY) and Kurv High Income ETF (KYLD).

WPAY and KYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WPAY is a passively managed fund by Roundhill that tracks the performance of the Solactive Roundhill WeeklyPay™ Universe Index. It was launched on Sep 3, 2025. KYLD is an actively managed fund by Kurv. It was launched on Oct 30, 2025.

Performance

WPAY vs. KYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill WeeklyPay™ Universe ETF (WPAY) and Kurv High Income ETF (KYLD). The values are adjusted to include any dividend payments, if applicable.

WPAY vs. KYLD - Yearly Performance Comparison

	2026 (YTD)	2025
WPAY Roundhill WeeklyPay™ Universe ETF	-10.65%	-15.15%
KYLD Kurv High Income ETF	-4.81%	-10.91%

Returns By Period

In the year-to-date period, WPAY achieves a -10.65% return, which is significantly lower than KYLD's -4.81% return.

WPAY

• 1D: -1.58%
• 1M: -3.42%
• YTD: -10.65%
• 6M: -19.86%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

KYLD

• 1D: 2.16%
• 1M: -6.16%
• YTD: -4.81%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WPAY vs. KYLD - Expense Ratio Comparison

WPAY has a 0.99% expense ratio, which is lower than KYLD's 1.00% expense ratio.

KYLD

Kurv High Income ETF

WPAY

Roundhill WeeklyPay™ Universe ETF

Return for Risk

WPAY vs. KYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill WeeklyPay™ Universe ETF (WPAY) and Kurv High Income ETF (KYLD). 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.

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

Sharpe Ratios by Period

	WPAY	KYLD	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	-0.78	-0.95	+0.16

Correlation

The correlation between WPAY and KYLD is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

WPAY vs. KYLD - Dividend Comparison

WPAY's dividend yield for the trailing twelve months is around 36.55%, more than KYLD's 15.56% yield.

	TTM	2025
WPAY Roundhill WeeklyPay™ Universe ETF	36.55%	21.51%
KYLD Kurv High Income ETF	15.56%	6.14%

Drawdowns

WPAY vs. KYLD - Drawdown Comparison

The maximum WPAY drawdown since its inception was -26.17%, which is greater than KYLD's maximum drawdown of -20.69%. Use the drawdown chart below to compare losses from any high point for WPAY and KYLD.

Drawdown Indicators

	WPAY	KYLD	Difference
Max Drawdown Largest peak-to-trough decline	-26.17%	-20.69%	-5.48%
Current Drawdown Current decline from peak	-25.35%	-15.20%	-10.15%
Average Drawdown Average peak-to-trough decline	-11.92%	-10.08%	-1.84%

Volatility

Volatility by Period

	WPAY	KYLD	Difference
Volatility (1Y) Calculated over the trailing 1-year period	28.83%	35.28%	-6.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.83%	35.28%	-6.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.83%	35.28%	-6.45%