DISO vs. XOMO

Last updated Jul 15, 2026

DISO (YieldMax DIS 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, DISO returned -10.16% vs 18.95% for XOMO. At a 0.13 correlation, their price movements are largely independent. Both charge a 1.01% expense ratio.

Performance

DISO vs. XOMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax DIS Option Income Strategy ETF (DISO) 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, DISO achieves a -10.18% return, which is significantly lower than XOMO's 13.59% return.

DISO

• 1D: 0.00%
• 1M: 0.05%
• 6M: -9.68%
• YTD: -10.18%
• 1Y: -10.16%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XOMO

• 1D: -0.18%
• 1M: -1.12%
• 6M: 9.73%
• YTD: 13.59%
• 1Y: 18.95%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DISO vs. XOMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DISO YieldMax DIS Option Income Strategy ETF	-10.18%	2.12%	14.56%	7.72%
XOMO YieldMax XOM Option Income Strategy ETF	13.59%	6.90%	6.11%	-8.59%

Correlation

The correlation between DISO and XOMO is -0.02, 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	-0.02
Correlation (All Time) Calculated using the full available price history since Aug 31, 2023	0.13

The correlation between DISO and XOMO shifts across timeframes, from -0.02 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DISO vs. XOMO — Risk / Return Rank

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

DISO

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

XOMO

XOMO Risk / Return Rank: 29
XOMO Sharpe Ratio Rank: 31
XOMO Sortino Ratio Rank: 29
XOMO Omega Ratio Rank: 30
XOMO Calmar Ratio Rank: 27
XOMO Martin Ratio Rank: 27

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.

DISO vs. XOMO - Risk-Adjusted Trends Comparison

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

	DISO	XOMO	Difference
Sharpe ratio: Return per unit of total volatility	-0.45	0.92	-1.37
Sortino ratio: Return per unit of downside risk	-0.51	1.32	-1.84
Omega ratio: Gain probability vs. loss probability	0.94	1.17	-0.24
Calmar ratio: Return relative to maximum drawdown	-0.50	1.10	-1.60
Martin ratio: Return relative to average drawdown	-1.08	2.87	-3.94

DISO vs. XOMO - Sharpe Ratio Comparison

The current DISO Sharpe Ratio is -0.45, which is lower than the XOMO Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of DISO 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.

Drawdowns

DISO vs. XOMO - Drawdown Comparison

The maximum DISO drawdown since its inception was -26.62%, which is greater than XOMO's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for DISO and XOMO.

Drawdown Indicators

	DISO	XOMO	Difference
Max Drawdown Largest peak-to-trough decline	-26.62%	-18.90%	-7.72%
Max Drawdown (1Y) Largest decline over 1 year	-17.19%	-17.25%	+0.06%
Current Drawdown Current decline from peak	-12.68%	-12.70%	+0.02%
Average Drawdown Average peak-to-trough decline	-7.74%	-7.48%	-0.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.38%	6.68%	+1.70%

Volatility

DISO vs. XOMO - Volatility Comparison

The current volatility for YieldMax DIS Option Income Strategy ETF (DISO) is 3.29%, while YieldMax XOM Option Income Strategy ETF (XOMO) has a volatility of 7.31%. This indicates that DISO 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

	DISO	XOMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.29%	7.31%	-4.02%
Volatility (6M) Calculated over the trailing 6-month period	15.73%	17.34%	-1.61%
Volatility (1Y) Calculated over the trailing 1-year period	20.06%	20.78%	-0.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.36%	19.22%	+2.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.36%	19.22%	+2.14%

DISO vs. XOMO - Expense Ratio Comparison

Both DISO and XOMO have an expense ratio of 1.01%.

Dividends

DISO vs. XOMO - Dividend Comparison

DISO has not paid dividends to shareholders, while XOMO's dividend yield for the trailing twelve months is around 35.60%.

Position	TTM	2025	2024	2023
DISO YieldMax DIS Option Income Strategy ETF	35.76%	38.87%	37.33%	6.87%
XOMO YieldMax XOM Option Income Strategy ETF	35.60%	31.64%	26.94%	5.13%

Frequently Asked Questions

Can I hold both DISO and XOMO in my portfolio?

DISO and XOMO have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DISO or XOMO?

XOMO has higher volatility (7.31%) compared to DISO (3.29%). In terms of maximum drawdown, DISO dropped -26.62% vs XOMO's -18.90%.

Which ETF is better, DISO or XOMO?

On 1-year performance, XOMO leads with 18.95% vs -10.16% for DISO. Both ETFs have the same 1.01% expense ratio. On volatility, DISO has been the lower-risk option at 3.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DISO or XOMO?

Over the 1-year period, XOMO has performed better with a 18.95% return vs -10.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DISO or XOMO?

DISO and XOMO have the same expense ratio: 1.01% per year.

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

DISO has the higher dividend yield at 35.76%, compared with 35.60% for XOMO.

Which has better risk-adjusted returns?

XOMO currently has the higher Sharpe Ratio (0.92 vs -0.45), 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.