ABNY vs. XOMO

Last updated Apr 2, 2026

Compare and contrast key facts about YieldMax ABNB Option Income Strategy ETF (ABNY) and YieldMax XOM Option Income Strategy ETF (XOMO).

ABNY and XOMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ABNY is an actively managed fund by YieldMax. It was launched on Jun 24, 2024. XOMO is an actively managed fund by YieldMax. It was launched on Aug 30, 2023.

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.

ABNY vs. XOMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
ABNY YieldMax ABNB Option Income Strategy ETF	-5.69%	-2.05%	-9.41%
XOMO YieldMax XOM Option Income Strategy ETF	23.45%	6.90%	-2.12%

Returns By Period

In the year-to-date period, ABNY achieves a -5.69% return, which is significantly lower than XOMO's 23.45% return.

ABNY

• 1D: -0.51%
• 1M: -3.09%
• YTD: -5.69%
• 6M: 2.94%
• 1Y: 0.71%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XOMO

• 1D: -4.29%
• 1M: 2.32%
• YTD: 23.45%
• 6M: 31.32%
• 1Y: 22.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ABNY vs. XOMO - Expense Ratio Comparison

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

XOMO

YieldMax XOM Option Income Strategy ETF

ABNY

YieldMax ABNB Option Income Strategy ETF

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: 13
ABNY Sharpe Ratio Rank: 12
ABNY Sortino Ratio Rank: 13
ABNY Omega Ratio Rank: 13
ABNY Calmar Ratio Rank: 13
ABNY Martin Ratio Rank: 13

XOMO

XOMO Risk / Return Rank: 49
XOMO Sharpe Ratio Rank: 55
XOMO Sortino Ratio Rank: 50
XOMO Omega Ratio Rank: 50
XOMO Calmar Ratio Rank: 54
XOMO Martin Ratio Rank: 35

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	0.02	1.02	-1.00
Sortino ratio Return per unit of downside risk	0.23	1.40	-1.16
Omega ratio Gain probability vs. loss probability	1.03	1.20	-0.17
Calmar ratio Return relative to maximum drawdown	0.12	1.47	-1.36
Martin ratio Return relative to average drawdown	0.23	3.35	-3.13
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 0.02, which is lower than the XOMO Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of ABNY and XOMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ABNY	XOMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.02	1.02	-1.00
Sharpe Ratio (All Time) Calculated using the full available price history	-0.31	0.55	-0.86

Correlation

The correlation between ABNY and XOMO is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

ABNY vs. XOMO - Dividend Comparison

ABNY's dividend yield for the trailing twelve months is around 55.89%, more than XOMO's 30.57% yield.

	TTM	2025	2024	2023
ABNY YieldMax ABNB Option Income Strategy ETF	55.89%	53.45%	22.09%	0.00%
XOMO YieldMax XOM Option Income Strategy ETF	30.57%	31.64%	26.94%	5.13%

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%	-15.24%	-2.63%
Current Drawdown Current decline from peak	-20.70%	-5.12%	-15.58%
Average Drawdown Average peak-to-trough decline	-16.45%	-7.05%	-9.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.13%	6.69%	+2.44%

Volatility

ABNY vs. XOMO - Volatility Comparison

YieldMax ABNB Option Income Strategy ETF (ABNY) has a higher volatility of 9.03% compared to YieldMax XOM Option Income Strategy ETF (XOMO) at 6.57%. This indicates that ABNY's price experiences larger fluctuations and is considered to be riskier 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	9.03%	6.57%	+2.46%
Volatility (6M) Calculated over the trailing 6-month period	18.62%	13.81%	+4.81%
Volatility (1Y) Calculated over the trailing 1-year period	29.40%	22.02%	+7.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.82%	18.46%	+12.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.82%	18.46%	+12.36%