FLCO vs. XOMO
FLCO (Franklin Liberty Investment Grade Corporate ETF) and XOMO (YieldMax XOM Option Income Strategy ETF) are both exchange-traded funds - FLCO is a Corporate Bonds fund actively managed by Franklin Templeton, while XOMO is a Derivative Income fund actively managed by YieldMax. Both are actively managed. Over the past year, FLCO returned 5.18% vs 31.56% for XOMO. At a correlation of -0.07, they often move in opposite directions. FLCO charges 0.35%/yr vs 1.01%/yr for XOMO.
Performance
FLCO vs. XOMO - Performance Comparison
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Returns By Period
In the year-to-date period, FLCO achieves a 0.59% return, which is significantly lower than XOMO's 16.83% return.
FLCO
- 1D
- 0.19%
- 1M
- 0.47%
- YTD
- 0.59%
- 6M
- 0.59%
- 1Y
- 5.18%
- 3Y*
- 5.11%
- 5Y*
- 0.21%
- 10Y*
- —
XOMO
- 1D
- -0.36%
- 1M
- -2.23%
- YTD
- 16.83%
- 6M
- 19.65%
- 1Y
- 31.56%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FLCO vs. XOMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FLCO Franklin Liberty Investment Grade Corporate ETF | 0.59% | 7.53% | 1.93% | 5.31% |
XOMO YieldMax XOM Option Income Strategy ETF | 16.83% | 6.90% | 6.11% | -8.62% |
Correlation
The correlation between FLCO and XOMO is -0.23, 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 (1Y) Calculated over the trailing 1-year period | -0.23 |
Correlation (All Time) Calculated using the full available price history since Sep 1, 2023 | -0.07 |
The correlation between FLCO and XOMO shifts across timeframes, from -0.23 (1 year) to -0.07 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FLCO vs. XOMO — Risk / Return Rank
FLCO
XOMO
FLCO vs. XOMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty Investment Grade Corporate ETF (FLCO) 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.
| FLCO | XOMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.28 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | 2.31 | -0.43 |
| Martin ratioReturn relative to average drawdown | 5.66 | 6.43 | -0.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FLCO | XOMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 1.58 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.38 | -0.06 |
Drawdowns
FLCO vs. XOMO - Drawdown Comparison
The maximum FLCO drawdown since its inception was -22.71%, which is greater than XOMO's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for FLCO and XOMO.
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Drawdown Indicators
| FLCO | XOMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.71% | -18.90% | -3.81% |
Max Drawdown (1Y)Largest decline over 1 year | -2.76% | -13.73% | +10.97% |
Max Drawdown (3Y)Largest decline over 3 years | -6.59% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -22.48% | — | — |
Current DrawdownCurrent decline from peak | -2.18% | -10.21% | +8.03% |
Average DrawdownAverage peak-to-trough decline | -5.88% | -7.22% | +1.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.92% | 4.92% | -4.00% |
Volatility
FLCO vs. XOMO - Volatility Comparison
The current volatility for Franklin Liberty Investment Grade Corporate ETF (FLCO) is 1.42%, while YieldMax XOM Option Income Strategy ETF (XOMO) has a volatility of 7.49%. This indicates that FLCO 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.
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Volatility by Period
| FLCO | XOMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.42% | 7.49% | -6.07% |
Volatility (6M)Calculated over the trailing 6-month period | 3.25% | 16.60% | -13.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.43% | 20.05% | -15.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.14% | 18.93% | -11.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.83% | 18.93% | -12.10% |
FLCO vs. XOMO - Expense Ratio Comparison
FLCO has a 0.35% expense ratio, which is lower than XOMO's 1.01% expense ratio.
Dividends
FLCO vs. XOMO - Dividend Comparison
FLCO's dividend yield for the trailing twelve months is around 4.65%, less than XOMO's 35.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FLCO Franklin Liberty Investment Grade Corporate ETF | 4.65% | 4.60% | 4.63% | 3.83% | 3.85% | 2.85% | 3.99% | 3.39% | 3.86% | 3.33% | 0.51% |
XOMO YieldMax XOM Option Income Strategy ETF | 35.68% | 31.64% | 26.94% | 5.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FLCO and XOMO have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XOMO has higher volatility (7.49%) compared to FLCO (1.42%). In terms of maximum drawdown, FLCO dropped -22.71% vs XOMO's -18.90%.
On 1-year performance, XOMO leads with 31.56% vs 5.18% for FLCO. On fees, FLCO is cheaper at 0.35% per year. On volatility, FLCO has been the lower-risk option at 1.42%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, XOMO has performed better with a 31.56% return vs 5.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FLCO is cheaper with a 0.35% expense ratio, compared with 1.01% for XOMO.
XOMO has the higher dividend yield at 35.68%, compared with 4.65% for FLCO.
FLCO is categorized as Corporate Bonds, while XOMO is Derivative Income. They also come from different issuers: Franklin Templeton and YieldMax. Their fees differ too: 0.35% for FLCO and 1.01% for XOMO.
XOMO currently has the higher Sharpe Ratio (1.58 vs 1.19), 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.
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