ABNY vs. XOMO

Last updated Jun 5, 2026

ABNY (YieldMax ABNB Option Income Strategy ETF) and XOMO (YieldMax XOM Option Income Strategy ETF) are both Derivative Income funds from YieldMax. Both are actively managed. Over the past year, ABNY returned 1.49% vs 31.56% for XOMO. At a 0.05 correlation, their price movements are largely independent. ABNY charges 0.99%/yr vs 1.01%/yr for XOMO.

Performance

ABNY vs. XOMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax ABNB Option Income Strategy ETF (ABNY) and YieldMax XOM Option Income Strategy ETF (XOMO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ABNY achieves a 1.33% return, which is significantly lower than XOMO's 16.83% return.

ABNY

• 1D: 0.14%
• 1M: -2.94%
• YTD: 1.33%
• 6M: 11.07%
• 1Y: 1.49%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XOMO

• 1D: -0.36%
• 1M: -2.23%
• YTD: 16.83%
• 6M: 19.65%
• 1Y: 31.56%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ABNY vs. XOMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
ABNY YieldMax ABNB Option Income Strategy ETF	1.33%	-2.05%	-9.41%
XOMO YieldMax XOM Option Income Strategy ETF	16.83%	6.90%	-2.12%

Correlation

The correlation between ABNY and XOMO is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.03
Correlation (All Time) Calculated using the full available price history since Jun 26, 2024	0.05

Return for Risk

ABNY vs. XOMO — Risk / Return Rank

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

ABNY

ABNY Risk / Return Rank: 10
ABNY Sharpe Ratio Rank: 10
ABNY Sortino Ratio Rank: 10
ABNY Omega Ratio Rank: 10
ABNY Calmar Ratio Rank: 10
ABNY Martin Ratio Rank: 10

XOMO

XOMO Risk / Return Rank: 44
XOMO Sharpe Ratio Rank: 46
XOMO Sortino Ratio Rank: 42
XOMO Omega Ratio Rank: 45
XOMO Calmar Ratio Rank: 48
XOMO Martin Ratio Rank: 41

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.

ABNY vs. XOMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax ABNB Option Income Strategy ETF (ABNY) and YieldMax XOM Option Income Strategy ETF (XOMO). 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.

	ABNY	XOMO	Difference
Sharpe ratio: Return per unit of total volatility	0.06	1.58	-1.52
Sortino ratio: Return per unit of downside risk	0.25	2.10	-1.85
Omega ratio: Gain probability vs. loss probability	1.03	1.28	-0.25
Calmar ratio: Return relative to maximum drawdown	0.08	2.31	-2.23
Martin ratio: Return relative to average drawdown	0.17	6.43	-6.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ABNY vs. XOMO - Sharpe Ratio Comparison

The current ABNY Sharpe Ratio is 0.06, which is lower than the XOMO Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of ABNY and XOMO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ABNY	XOMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.06	1.58	-1.52
Sharpe Ratio (All Time) Calculated using the full available price history	-0.18	0.38	-0.56

Drawdowns

ABNY vs. XOMO - Drawdown Comparison

The maximum ABNY drawdown since its inception was -31.62%, which is greater than XOMO's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for ABNY and XOMO.

Drawdown Indicators

	ABNY	XOMO	Difference
Max Drawdown Largest peak-to-trough decline	-31.62%	-18.90%	-12.72%
Max Drawdown (1Y) Largest decline over 1 year	-17.87%	-13.73%	-4.14%
Current Drawdown Current decline from peak	-14.79%	-10.21%	-4.58%
Average Drawdown Average peak-to-trough decline	-16.28%	-7.22%	-9.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.00%	4.92%	+4.08%

Volatility

ABNY vs. XOMO - Volatility Comparison

The current volatility for YieldMax ABNB Option Income Strategy ETF (ABNY) is 6.49%, while YieldMax XOM Option Income Strategy ETF (XOMO) has a volatility of 7.49%. This indicates that ABNY experiences smaller price fluctuations and is considered to be less risky than XOMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ABNY	XOMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.49%	7.49%	-1.00%
Volatility (6M) Calculated over the trailing 6-month period	19.21%	16.60%	+2.61%
Volatility (1Y) Calculated over the trailing 1-year period	24.76%	20.05%	+4.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.15%	18.93%	+11.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.15%	18.93%	+11.22%

ABNY vs. XOMO - Expense Ratio Comparison

ABNY has a 0.99% expense ratio, which is lower than XOMO's 1.01% expense ratio.

Dividends

ABNY vs. XOMO - Dividend Comparison

ABNY's dividend yield for the trailing twelve months is around 50.50%, more than XOMO's 35.68% yield.

Position	TTM	2025	2024	2023
ABNY YieldMax ABNB Option Income Strategy ETF	50.50%	53.45%	22.09%	0.00%
XOMO YieldMax XOM Option Income Strategy ETF	35.68%	31.64%	26.94%	5.13%

Frequently Asked Questions

Can I hold both ABNY and XOMO in my portfolio?

ABNY and XOMO have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ABNY or XOMO?

XOMO has higher volatility (7.49%) compared to ABNY (6.49%). In terms of maximum drawdown, ABNY dropped -31.62% vs XOMO's -18.90%.

Which ETF is better, ABNY or XOMO?

On 1-year performance, XOMO leads with 31.56% vs 1.49% for ABNY. On fees, ABNY is cheaper at 0.99% per year. On volatility, ABNY has been the lower-risk option at 6.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ABNY or XOMO?

Over the 1-year period, XOMO has performed better with a 31.56% return vs 1.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ABNY or XOMO?

ABNY is cheaper with a 0.99% expense ratio, compared with 1.01% for XOMO.

Which ETF pays a higher dividend yield, ABNY or XOMO?

ABNY has the higher dividend yield at 50.50%, compared with 35.68% for XOMO.

What is the main difference between ABNY and XOMO?

Their fees differ too: 0.99% for ABNY and 1.01% for XOMO.

Which has better risk-adjusted returns?

XOMO currently has the higher Sharpe Ratio (1.58 vs 0.06), 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.