AMYY vs. XOMO

Last updated Jul 12, 2026

AMYY (GraniteShares YieldBOOST AMD ETF) and XOMO (YieldMax XOM Option Income Strategy ETF) are both Derivative Income funds. Both are actively managed. At a correlation of -0.17, they often move in opposite directions. AMYY charges 1.07%/yr vs 1.01%/yr for XOMO.

Performance

AMYY vs. XOMO - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with AMYY having a 9.63% return and XOMO slightly higher at 9.95%.

AMYY

• 1D: 0.19%
• 1M: 3.99%
• 6M: 15.98%
• YTD: 9.63%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

XOMO

• 1D: 0.57%
• 1M: -4.29%
• 6M: 7.46%
• YTD: 9.95%
• 1Y: 13.68%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

AMYY vs. XOMO - Yearly Performance Comparison

	2026 (YTD)	2025
AMYY GraniteShares YieldBOOST AMD ETF	9.63%	19.93%
XOMO YieldMax XOM Option Income Strategy ETF	9.95%	5.40%

Correlation

The correlation between AMYY and XOMO is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 16, 2025	-0.17

Return for Risk

AMYY vs. XOMO — Risk / Return Rank

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

AMYY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

XOMO

XOMO Risk / Return Rank: 22
XOMO Sharpe Ratio Rank: 24
XOMO Sortino Ratio Rank: 22
XOMO Omega Ratio Rank: 23
XOMO Calmar Ratio Rank: 22
XOMO Martin Ratio Rank: 22

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.

AMYY vs. XOMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST AMD ETF (AMYY) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AMYY	XOMO	Difference
Sharpe ratio: Return per unit of total volatility	—	0.69	—
Sortino ratio: Return per unit of downside risk	—	1.03	—
Omega ratio: Gain probability vs. loss probability	—	1.13	—
Calmar ratio: Return relative to maximum drawdown	—	0.82	—
Martin ratio: Return relative to average drawdown	—	2.12	—

Drawdowns

AMYY vs. XOMO - Drawdown Comparison

The maximum AMYY drawdown since its inception was -16.91%, smaller than the maximum XOMO drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for AMYY and XOMO.

Drawdown Indicators

	AMYY	XOMO	Difference
Max Drawdown Largest peak-to-trough decline	-16.91%	-18.90%	+1.99%
Max Drawdown (1Y) Largest decline over 1 year	—	-17.25%	—
Current Drawdown Current decline from peak	-0.68%	-15.50%	+14.82%
Average Drawdown Average peak-to-trough decline	-5.00%	-7.46%	+2.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	6.69%	—

Volatility

Volatility by Period

	AMYY	XOMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.30%	—
Volatility (6M) Calculated over the trailing 6-month period	—	17.31%	—
Volatility (1Y) Calculated over the trailing 1-year period	24.78%	20.51%	+4.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.78%	19.14%	+5.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.78%	19.14%	+5.64%

AMYY vs. XOMO - Expense Ratio Comparison

AMYY has a 1.07% expense ratio, which is higher than XOMO's 1.01% expense ratio.

Dividends

AMYY vs. XOMO - Dividend Comparison

AMYY's dividend yield for the trailing twelve months is around 97.17%, more than XOMO's 36.78% yield.

Position	TTM	2025	2024	2023
AMYY GraniteShares YieldBOOST AMD ETF	97.17%	30.28%	0.00%	0.00%
XOMO YieldMax XOM Option Income Strategy ETF	36.78%	31.64%	26.94%	5.13%

Frequently Asked Questions

Can I hold both AMYY and XOMO in my portfolio?

AMYY and XOMO have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AMYY or XOMO?

On fees, XOMO is cheaper at 1.01% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, AMYY or XOMO?

XOMO is cheaper with a 1.01% expense ratio, compared with 1.07% for AMYY.

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

AMYY has the higher dividend yield at 97.17%, compared with 36.78% for XOMO.

What is the main difference between AMYY and XOMO?

They also come from different issuers: GraniteShares and YieldMax. Their fees differ too: 1.07% for AMYY and 1.01% for XOMO.