XAUT-USD vs. KGLD
Compare and contrast key facts about Tether Gold USD (XAUT-USD) and Kurv Gold Enhanced Income ETF (KGLD).
KGLD is an actively managed fund by Kurv. It was launched on Jul 7, 2025.
Performance
XAUT-USD vs. KGLD - Performance Comparison
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XAUT-USD vs. KGLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XAUT-USD Tether Gold USD | 7.53% | 31.16% |
KGLD Kurv Gold Enhanced Income ETF | 11.28% | 29.75% |
Returns By Period
In the year-to-date period, XAUT-USD achieves a 7.53% return, which is significantly lower than KGLD's 11.28% return.
XAUT-USD
- 1D
- -0.19%
- 1M
- -12.31%
- YTD
- 7.53%
- 6M
- 20.56%
- 1Y
- 49.22%
- 3Y*
- 33.52%
- 5Y*
- 21.85%
- 10Y*
- —
KGLD
- 1D
- 1.14%
- 1M
- -11.79%
- YTD
- 11.28%
- 6M
- 24.03%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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Return for Risk
XAUT-USD vs. KGLD — Risk / Return Rank
XAUT-USD
KGLD
XAUT-USD vs. KGLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tether Gold USD (XAUT-USD) 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.
| XAUT-USD | KGLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | — | — |
Sortino ratioReturn per unit of downside risk | 2.25 | — | — |
Omega ratioGain probability vs. loss probability | 1.31 | — | — |
Calmar ratioReturn relative to maximum drawdown | 2.88 | — | — |
Martin ratioReturn relative to average drawdown | 8.65 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XAUT-USD | KGLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.24 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.06 | 2.15 | -1.10 |
Correlation
The correlation between XAUT-USD and KGLD is 0.77, 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.
Drawdowns
XAUT-USD vs. KGLD - Drawdown Comparison
The maximum XAUT-USD drawdown since its inception was -20.51%, roughly equal to the maximum KGLD drawdown of -20.29%. Use the drawdown chart below to compare losses from any high point for XAUT-USD and KGLD.
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Drawdown Indicators
| XAUT-USD | KGLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.51% | -20.29% | -0.22% |
Max Drawdown (1Y)Largest decline over 1 year | -20.33% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.51% | — | — |
Current DrawdownCurrent decline from peak | -15.70% | -12.91% | -2.79% |
Average DrawdownAverage peak-to-trough decline | -6.15% | -3.92% | -2.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.78% | — | — |
Volatility
XAUT-USD vs. KGLD - Volatility Comparison
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Volatility by Period
| XAUT-USD | KGLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.65% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 23.94% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 22.58% | 30.23% | -7.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.63% | 30.23% | -15.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.03% | 30.23% | -15.20% |