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FBY vs. XOMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FBY and XOMO is -0.40. 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.


Performance

FBY vs. XOMO - Performance Comparison

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

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Key characteristics

Daily Std Dev

FBY:

21.29%

XOMO:

10.06%

Max Drawdown

FBY:

-1.53%

XOMO:

0.00%

Current Drawdown

FBY:

-0.64%

XOMO:

0.00%

Returns By Period


FBY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

XOMO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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FBY vs. XOMO - Expense Ratio Comparison

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


Risk-Adjusted Performance

FBY vs. XOMO — Risk-Adjusted Performance Rank

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

FBY
The Risk-Adjusted Performance Rank of FBY is 7070
Overall Rank
The Sharpe Ratio Rank of FBY is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of FBY is 7373
Sortino Ratio Rank
The Omega Ratio Rank of FBY is 7373
Omega Ratio Rank
The Calmar Ratio Rank of FBY is 7272
Calmar Ratio Rank
The Martin Ratio Rank of FBY is 6464
Martin Ratio Rank

XOMO
The Risk-Adjusted Performance Rank of XOMO is 99
Overall Rank
The Sharpe Ratio Rank of XOMO is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of XOMO is 1010
Sortino Ratio Rank
The Omega Ratio Rank of XOMO is 1010
Omega Ratio Rank
The Calmar Ratio Rank of XOMO is 77
Calmar Ratio Rank
The Martin Ratio Rank of XOMO is 99
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FBY vs. XOMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax META Option Income ETF (FBY) 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.



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Dividends

FBY vs. XOMO - Dividend Comparison

FBY's dividend yield for the trailing twelve months is around 48.01%, more than XOMO's 28.83% yield.


TTM20242023
FBY
YieldMax META Option Income ETF
48.01%0.00%0.00%
XOMO
YieldMax XOM Option Income Strategy ETF
28.83%0.00%0.00%

Drawdowns

FBY vs. XOMO - Drawdown Comparison

The maximum FBY drawdown since its inception was -1.53%, which is greater than XOMO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for FBY and XOMO. For additional features, visit the drawdowns tool.


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Volatility

FBY vs. XOMO - Volatility Comparison


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