APLY vs. XOMO

In the year-to-date period, APLY achieves a -15.68% return, which is significantly lower than XOMO's -2.32% return.

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

This table presents a comparison of risk-adjusted performance metrics for YieldMax AAPL Option Income Strategy ETF (APLY) 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.

The current APLY Sharpe Ratio is 0.40, which is higher than the XOMO Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of APLY 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.

APLY's dividend yield for the trailing twelve months is around 30.46%, less than XOMO's 31.51% yield.

The maximum APLY drawdown since its inception was -31.09%, which is greater than XOMO's maximum drawdown of -18.89%. Use the drawdown chart below to compare losses from any high point for APLY and XOMO. For additional features, visit the drawdowns tool.

YieldMax AAPL Option Income Strategy ETF (APLY) has a higher volatility of 20.07% compared to YieldMax XOM Option Income Strategy ETF (XOMO) at 13.11%. This indicates that APLY'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.