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EDGX vs. XOMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EDGX vs. XOMO

Last updated Jun 24, 2026

EDGX (Global X U.S. 500 Income Edge ETF) and XOMO (YieldMax XOM Option Income Strategy ETF) are both Derivative Income funds. EDGX is passively managed, while XOMO is actively managed. At a correlation of -0.48, they often move in opposite directions.

Performance

EDGX vs. XOMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X U.S. 500 Income Edge ETF (EDGX) and YieldMax XOM Option Income Strategy ETF (XOMO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

EDGX

1D
-1.26%
1M
-0.98%
YTD
—
6M
—
1Y
—
3Y*
—
5Y*
—
10Y*
—

XOMO

1D
0.93%
1M
-6.78%
YTD
10.22%
6M
11.32%
1Y
16.88%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDGX vs. XOMO - Yearly Performance Comparison

2026 (YTD)
EDGX
Global X U.S. 500 Income Edge ETF		7.78%
XOMO
YieldMax XOM Option Income Strategy ETF		-4.36%

Correlation

The correlation between EDGX and XOMO is -0.48, 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 Feb 18, 2026

-0.48

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Global X U.S. 500 Income Edge ETF

YieldMax XOM Option Income Strategy ETF

Often compared with EDGX:
EDGX vs. COPXEDGX vs. SHLDEDGX vs. AVGWEDGX vs. HYTIEDGX vs. IPDPEDGX vs. TLTXEDGX vs. QYLD
Often compared with XOMO:
XOMO vs. XOMXOMO vs. APLYXOMO vs. FBYXOMO vs. JEPQXOMO vs. YMAGXOMO vs. VOOXOMO vs. AMZY

Return for Risk

EDGX vs. XOMO — Risk / Return Rank

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

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

XOMO
XOMO Risk / Return Rank: 2323
Overall Rank
XOMO Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
XOMO Sortino Ratio Rank: 2222
Sortino Ratio Rank
XOMO Omega Ratio Rank: 2323
Omega Ratio Rank
XOMO Calmar Ratio Rank: 2222
Calmar Ratio Rank
XOMO Martin Ratio Rank: 2424
Martin Ratio Rank
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.

EDGX vs. XOMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. 500 Income Edge ETF (EDGX) 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.

EDGXXOMODifference
Sharpe ratioReturn per unit of total volatility

—

0.83

—

Sortino ratioReturn per unit of downside risk

—

1.19

—

Omega ratioGain probability vs. loss probability

—

1.16

—

Calmar ratioReturn relative to maximum drawdown

—

1.01

—

Martin ratioReturn relative to average drawdown

—

2.99

—

EDGX vs. XOMO - Sharpe Ratio Comparison

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Drawdowns

EDGX vs. XOMO - Drawdown Comparison

The maximum EDGX drawdown since its inception was -7.56%, smaller than the maximum XOMO drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for EDGX and XOMO.

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Drawdown Indicators

EDGXXOMODifference

Max Drawdown

Largest peak-to-trough decline

-7.56%

-18.90%

+11.34%

Max Drawdown (1Y)

Largest decline over 1 year

—

-16.86%

—

Current Drawdown

Current decline from peak

-2.65%

-15.29%

+12.64%

Average Drawdown

Average peak-to-trough decline

-1.55%

-7.31%

+5.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

5.66%

—

Volatility

EDGX vs. XOMO - Volatility Comparison

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Volatility by Period

EDGXXOMODifference

Volatility (1M)

Calculated over the trailing 1-month period

—

7.49%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

17.38%

—

Volatility (1Y)

Calculated over the trailing 1-year period

14.04%

20.65%

-6.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.04%

19.13%

-5.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.04%

19.13%

-5.09%

Dividends

EDGX vs. XOMO - Dividend Comparison

EDGX's dividend yield for the trailing twelve months is around 3.02%, less than XOMO's 37.38% yield.

PositionTTM202520242023
EDGX
Global X U.S. 500 Income Edge ETF		3.02%0.00%0.00%0.00%
XOMO
YieldMax XOM Option Income Strategy ETF		37.38%31.64%26.94%5.13%

Frequently Asked Questions

EDGX and XOMO have a correlation of -0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XOMO has the higher dividend yield at 37.38%, compared with 3.02% for EDGX.

They also come from different issuers: Global X and YieldMax.

Portfolio Optimizer

Find the right allocation for EDGX and XOMO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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