DIV vs. XOMO

Last updated Apr 2, 2026

Compare and contrast key facts about Global X SuperDividend U.S. ETF (DIV) and YieldMax XOM Option Income Strategy ETF (XOMO).

DIV and XOMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DIV is a passively managed fund by Global X that tracks the performance of the Indxx SuperDividend® U.S. Low Volatility Index. It was launched on Mar 11, 2013. XOMO is an actively managed fund by YieldMax. It was launched on Aug 30, 2023.

Performance

DIV vs. XOMO - Performance Comparison

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

DIV vs. XOMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DIV Global X SuperDividend U.S. ETF	10.48%	3.10%	11.27%	4.95%
XOMO YieldMax XOM Option Income Strategy ETF	23.45%	6.90%	6.11%	-8.62%

Returns By Period

In the year-to-date period, DIV achieves a 10.48% return, which is significantly lower than XOMO's 23.45% return.

DIV

• 1D: 0.16%
• 1M: -3.44%
• YTD: 10.48%
• 6M: 10.26%
• 1Y: 7.71%
• 3Y*: 9.90%
• 5Y*: 6.00%
• 10Y*: 4.06%

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)

DIV vs. XOMO - Expense Ratio Comparison

DIV has a 0.45% expense ratio, which is lower than XOMO's 1.01% expense ratio.

XOMO

YieldMax XOM Option Income Strategy ETF

DIV

Global X SuperDividend U.S. ETF

Return for Risk

DIV vs. XOMO — Risk / Return Rank

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

DIV

DIV Risk / Return Rank: 27
DIV Sharpe Ratio Rank: 28
DIV Sortino Ratio Rank: 26
DIV Omega Ratio Rank: 27
DIV Calmar Ratio Rank: 27
DIV Martin Ratio Rank: 25

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.

DIV vs. XOMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend U.S. ETF (DIV) 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.

	DIV	XOMO	Difference
Sharpe ratio Return per unit of total volatility	0.55	1.02	-0.47
Sortino ratio Return per unit of downside risk	0.82	1.40	-0.58
Omega ratio Gain probability vs. loss probability	1.11	1.20	-0.08
Calmar ratio Return relative to maximum drawdown	0.67	1.47	-0.81
Martin ratio Return relative to average drawdown	2.00	3.35	-1.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DIV vs. XOMO - Sharpe Ratio Comparison

The current DIV Sharpe Ratio is 0.55, which is lower than the XOMO Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of DIV 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

	DIV	XOMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.55	1.02	-0.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.23	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.55	-0.27

Correlation

The correlation between DIV and XOMO is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

DIV vs. XOMO - Dividend Comparison

DIV's dividend yield for the trailing twelve months is around 6.76%, less than XOMO's 30.57% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DIV Global X SuperDividend U.S. ETF	6.76%	7.30%	5.74%	7.13%	6.62%	5.24%	8.01%	7.65%	7.08%	5.92%	6.78%	8.44%
XOMO YieldMax XOM Option Income Strategy ETF	30.57%	31.64%	26.94%	5.13%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

DIV vs. XOMO - Drawdown Comparison

The maximum DIV drawdown since its inception was -52.74%, which is greater than XOMO's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for DIV and XOMO.

Drawdown Indicators

	DIV	XOMO	Difference
Max Drawdown Largest peak-to-trough decline	-52.74%	-18.90%	-33.84%
Max Drawdown (1Y) Largest decline over 1 year	-11.76%	-15.24%	+3.48%
Max Drawdown (5Y) Largest decline over 5 years	-21.14%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-52.74%	—	—
Current Drawdown Current decline from peak	-3.44%	-5.12%	+1.68%
Average Drawdown Average peak-to-trough decline	-7.10%	-7.05%	-0.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.95%	6.69%	-2.74%

Volatility

DIV vs. XOMO - Volatility Comparison

The current volatility for Global X SuperDividend U.S. ETF (DIV) is 3.18%, while YieldMax XOM Option Income Strategy ETF (XOMO) has a volatility of 6.57%. This indicates that DIV 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

	DIV	XOMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.18%	6.57%	-3.39%
Volatility (6M) Calculated over the trailing 6-month period	7.32%	13.81%	-6.49%
Volatility (1Y) Calculated over the trailing 1-year period	14.06%	22.02%	-7.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.66%	18.46%	-4.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.96%	18.46%	-0.50%