CAIE vs. XOMO

Last updated Apr 2, 2026

Compare and contrast key facts about Calamos Autocallable Income ETF (CAIE) and YieldMax XOM Option Income Strategy ETF (XOMO).

CAIE and XOMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CAIE is a passively managed fund by Calamos that tracks the performance of the MerQube US Large Cap Vol Advantage Autocallable Index. It was launched on Jun 25, 2025. XOMO is an actively managed fund by YieldMax. It was launched on Aug 30, 2023.

Performance

CAIE vs. XOMO - Performance Comparison

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

CAIE vs. XOMO - Yearly Performance Comparison

	2026 (YTD)	2025
CAIE Calamos Autocallable Income ETF	-3.27%	15.15%
XOMO YieldMax XOM Option Income Strategy ETF	23.45%	8.84%

Returns By Period

In the year-to-date period, CAIE achieves a -3.27% return, which is significantly lower than XOMO's 23.45% return.

CAIE

• 1D: 0.43%
• 1M: -3.60%
• YTD: -3.27%
• 6M: -1.94%
• 1Y: —
• 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)

CAIE vs. XOMO - Expense Ratio Comparison

CAIE has a 0.74% expense ratio, which is lower than XOMO's 1.01% expense ratio.

XOMO

YieldMax XOM Option Income Strategy ETF

CAIE

Calamos Autocallable Income ETF

Return for Risk

CAIE vs. XOMO — Risk / Return Rank

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

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.

CAIE vs. XOMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Autocallable Income ETF (CAIE) 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.

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

Sharpe Ratios by Period

	CAIE	XOMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.02	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.23	0.55	+0.68

Correlation

The correlation between CAIE and XOMO is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

CAIE vs. XOMO - Dividend Comparison

CAIE's dividend yield for the trailing twelve months is around 11.86%, less than XOMO's 30.57% yield.

	TTM	2025	2024	2023
CAIE Calamos Autocallable Income ETF	11.86%	7.46%	0.00%	0.00%
XOMO YieldMax XOM Option Income Strategy ETF	30.57%	31.64%	26.94%	5.13%

Drawdowns

CAIE vs. XOMO - Drawdown Comparison

The maximum CAIE drawdown since its inception was -7.73%, smaller than the maximum XOMO drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for CAIE and XOMO.

Drawdown Indicators

	CAIE	XOMO	Difference
Max Drawdown Largest peak-to-trough decline	-7.73%	-18.90%	+11.17%
Max Drawdown (1Y) Largest decline over 1 year	—	-15.24%	—
Current Drawdown Current decline from peak	-5.08%	-5.12%	+0.04%
Average Drawdown Average peak-to-trough decline	-1.14%	-7.05%	+5.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	6.69%	—

Volatility

Volatility by Period

	CAIE	XOMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.57%	—
Volatility (6M) Calculated over the trailing 6-month period	—	13.81%	—
Volatility (1Y) Calculated over the trailing 1-year period	12.32%	22.02%	-9.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.32%	18.46%	-6.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.32%	18.46%	-6.14%