Coupled inductors are attractive devices, easily made and inexpensive with bifilar windings, and all the rage. They're quite useful for SEPIC and Cuk converters, for balanced-output and zeta converters, and for fly-buck and for enhanced boost tapped inductors: get a free extra 2x output.
But these parts have a dirty underbelly, one you're not told about on the datasheets and that's rarely mentioned. I'm talking about their high winding-winding capacitance. We know they're bifilar wound, so it should come as no surprise that the winding pairs have capacitance, assuming you think about it.
Here's measured data, for Coilcraft's MSD1583- series, fairly powerful 15x15mm parts with 3 to 6 amp ratings.
. -223ME 22uH 170pF . -333ME 33uH 144pF . -473ME 47uH 160pF . -683ME 68uH 177pF . -104KE 100uH 203pF
I'm guessing the measured capacitances are higher than you thought. It's high, and not particularly correlated to the inductance value, which changes over a 5x range with these parts. A smaller sized part, the 12x12mm MSD1278 series, doesn't give you much relief, its 47uH version measures 126pF. In even smaller parts, like Bourns' 7x7mm SRF0703 series, I measured 180pF. No relief there.
It's thought that high capacitance doesn't matter with some configurations, like SEPIC, because the pins are flying together, and the pin-pin voltage doesn't change. But that's wrong, because the high capacitance can lead to rather high internal resonant circulating currents, and unexpected ac-resistance losses. In fact, some manufacturers such as CoilCraft are offering loosely- coupled degraded coupling coefficients, like the MSC1278, with k = 0.8 instead of >0.98, to fight this phenomena. Note: MSC rather than MSD in the p/n.
Furthermore, the high capacitance can be a killer in tapped and series inductor applications. For example, John Larkin's cute HV boost circuit with its 2x output multiplier (switch the tap to ground, then let it fly back to half the output voltage) ran out of steam at lower maximum voltages than he expected. The E =
0.5 L I^2 energy stored in L gets used up charging the hidden stealth E = 0.5 C V^2. Here the high C and V^2 is killing you at 500 volts, and less energy than intended is available to charge the output capacitors each cycle.