YGLD vs. KGLD

Last updated Jun 4, 2026

YGLD (Simplify Gold Strategy PLUS Income ETF) and KGLD (Kurv Gold Enhanced Income ETF ) are both exchange-traded funds - YGLD is a Gold fund actively managed by Simplify, while KGLD is a Derivative Income fund actively managed by Kurv. Both are actively managed. Their correlation of 0.93 suggests significant overlap in exposure. YGLD charges 0.50%/yr vs 1.00%/yr for KGLD.

Performance

YGLD vs. KGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Gold Strategy PLUS Income ETF (YGLD) and Kurv Gold Enhanced Income ETF (KGLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, YGLD achieves a -7.24% return, which is significantly lower than KGLD's 2.99% return.

YGLD

• 1D: -1.34%
• 1M: -2.29%
• YTD: -7.24%
• 6M: -7.14%
• 1Y: 23.02%
• 3Y*: —
• 5Y*: —
• 10Y*: —

KGLD

• 1D: -1.05%
• 1M: -1.84%
• YTD: 2.99%
• 6M: 5.94%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

YGLD vs. KGLD - Yearly Performance Comparison

	2026 (YTD)	2025
YGLD Simplify Gold Strategy PLUS Income ETF	-7.24%	35.79%
KGLD Kurv Gold Enhanced Income ETF	2.99%	29.75%

Correlation

The correlation between YGLD and KGLD is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 9, 2025	0.93

Return for Risk

YGLD vs. KGLD — Risk / Return Rank

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

YGLD

YGLD Risk / Return Rank: 18
YGLD Sharpe Ratio Rank: 18
YGLD Sortino Ratio Rank: 18
YGLD Omega Ratio Rank: 21
YGLD Calmar Ratio Rank: 17
YGLD Martin Ratio Rank: 16

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.

YGLD vs. KGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Gold Strategy PLUS Income ETF (YGLD) 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.

	YGLD	KGLD	Difference
Sharpe ratio: Return per unit of total volatility	0.57	—	—
Sortino ratio: Return per unit of downside risk	0.96	—	—
Omega ratio: Gain probability vs. loss probability	1.14	—	—
Calmar ratio: Return relative to maximum drawdown	0.68	—	—
Martin ratio: Return relative to average drawdown	1.55	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	YGLD	KGLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.57	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.17	1.32	-0.15

Drawdowns

YGLD vs. KGLD - Drawdown Comparison

The maximum YGLD drawdown since its inception was -34.23%, which is greater than KGLD's maximum drawdown of -20.29%. Use the drawdown chart below to compare losses from any high point for YGLD and KGLD.

Drawdown Indicators

	YGLD	KGLD	Difference
Max Drawdown Largest peak-to-trough decline	-34.23%	-20.29%	-13.94%
Max Drawdown (1Y) Largest decline over 1 year	-34.23%	—	—
Current Drawdown Current decline from peak	-33.06%	-19.40%	-13.66%
Average Drawdown Average peak-to-trough decline	-7.91%	-6.10%	-1.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.86%	—	—

Volatility

Volatility by Period

	YGLD	KGLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.70%	—	—
Volatility (6M) Calculated over the trailing 6-month period	34.68%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	40.43%	28.72%	+11.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.10%	28.72%	+10.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.10%	28.72%	+10.38%

YGLD vs. KGLD - Expense Ratio Comparison

YGLD has a 0.50% expense ratio, which is lower than KGLD's 1.00% expense ratio.

Dividends

YGLD vs. KGLD - Dividend Comparison

YGLD's dividend yield for the trailing twelve months is around 19.23%, more than KGLD's 12.64% yield.

Position	TTM	2025
KGLD Kurv Gold Enhanced Income ETF	12.64%	4.59%
YGLD Simplify Gold Strategy PLUS Income ETF	19.23%	12.05%

Frequently Asked Questions

Can I hold both YGLD and KGLD in my portfolio?

With a correlation of 0.93, YGLD and KGLD move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, YGLD or KGLD?

On fees, YGLD is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, YGLD or KGLD?

YGLD is cheaper with a 0.50% expense ratio, compared with 1.00% for KGLD.

Which ETF pays a higher dividend yield, YGLD or KGLD?

YGLD has the higher dividend yield at 19.23%, compared with 12.64% for KGLD.

What is the main difference between YGLD and KGLD?

YGLD is categorized as Gold, while KGLD is Derivative Income. They also come from different issuers: Simplify and Kurv. Their fees differ too: 0.50% for YGLD and 1.00% for KGLD.