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FTEC vs. XOMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTEC vs. XOMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Information Technology Index ETF (FTEC) 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

In the year-to-date period, FTEC achieves a 22.53% return, which is significantly higher than XOMO's 20.15% return.


FTEC

1D
1.71%
1M
0.31%
6M
22.49%
YTD
22.53%
1Y
37.50%
3Y*
29.49%
5Y*
18.32%
10Y*
23.79%
ALL TIME*
21.60%

XOMO

1D
-0.09%
1M
10.85%
6M
7.87%
YTD
20.15%
1Y
29.81%
3Y*
5Y*
10Y*
ALL TIME*
7.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$86.23M$78.73M$94.95M
$559.24K$694.66K$715.05K

FTEC vs. XOMO - Yearly Performance Comparison


2026 (YTD)202520242023
FTEC
Fidelity MSCI Information Technology Index ETF
22.53%22.11%29.40%10.29%
XOMO
YieldMax XOM Option Income Strategy ETF
20.15%6.90%6.11%-8.59%

Correlation

The correlation between FTEC and XOMO is -0.24, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.24

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2023

-0.05

The correlation between FTEC and XOMO shifts across timeframes, from -0.24 (1 year) to -0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FTEC vs. XOMO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FTEC
FTEC Risk / Return Rank: 6161
Overall Rank
FTEC Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FTEC Sortino Ratio Rank: 6161
Sortino Ratio Rank
FTEC Omega Ratio Rank: 6060
Omega Ratio Rank
FTEC Calmar Ratio Rank: 6565
Calmar Ratio Rank
FTEC Martin Ratio Rank: 5252
Martin Ratio Rank

XOMO
XOMO Risk / Return Rank: 5252
Overall Rank
XOMO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XOMO Sortino Ratio Rank: 5555
Sortino Ratio Rank
XOMO Omega Ratio Rank: 5757
Omega Ratio Rank
XOMO Calmar Ratio Rank: 4646
Calmar Ratio Rank
XOMO Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FTEC vs. XOMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Information Technology Index ETF (FTEC) 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.


FTECXOMODifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.26

1.26

0.00

Calmar ratioReturn relative to maximum drawdown

2.32

1.74

+0.58

Martin ratioReturn relative to average drawdown

6.23

4.35

+1.88

FTEC vs. XOMO - Sharpe Ratio Comparison

The current FTEC Sharpe Ratio is 1.55, which is comparable to the XOMO Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of FTEC 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.


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Drawdowns

FTEC vs. XOMO - Drawdown Comparison

The maximum FTEC drawdown since its inception was -34.95%, which is greater than XOMO's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for FTEC and XOMO.


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Drawdown Indicators


FTECXOMODifference

Max Drawdown

Largest peak-to-trough decline

-34.95%

-18.90%

-16.05%

Max Drawdown (1Y)

Largest decline over 1 year

-16.26%

-17.25%

+0.99%

Max Drawdown (3Y)

Largest decline over 3 years

-27.30%

Max Drawdown (5Y)

Largest decline over 5 years

-34.95%

Max Drawdown (10Y)

Largest decline over 10 years

-34.95%

Current Drawdown

Current decline from peak

-8.48%

-7.65%

-0.83%

Average Drawdown

Average peak-to-trough decline

-5.59%

-7.50%

+1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.04%

6.89%

-0.85%

Volatility

FTEC vs. XOMO - Volatility Comparison

Fidelity MSCI Information Technology Index ETF (FTEC) has a higher volatility of 8.41% compared to YieldMax XOM Option Income Strategy ETF (XOMO) at 6.21%. This indicates that FTEC's price experiences larger fluctuations and is considered to be riskier 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


FTECXOMODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.41%

6.21%

+2.20%

Volatility (6M)

Calculated over the trailing 6-month period

20.16%

17.24%

+2.92%

Volatility (1Y)

Calculated over the trailing 1-year period

24.30%

20.67%

+3.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.89%

19.19%

+6.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.99%

19.19%

+5.80%

FTEC vs. XOMO - Expense Ratio Comparison

FTEC has a 0.08% expense ratio, which is lower than XOMO's 1.01% expense ratio.


Dividends

FTEC vs. XOMO - Dividend Comparison

FTEC's dividend yield for the trailing twelve months is around 0.36%, less than XOMO's 37.07% yield.


PositionTTM20252024202320222021202020192018201720162015
FTEC
Fidelity MSCI Information Technology Index ETF
0.36%0.43%0.49%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%
XOMO
YieldMax XOM Option Income Strategy ETF
37.07%31.64%26.94%5.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FTEC and XOMO have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTEC has higher volatility (8.41%) compared to XOMO (6.21%). In terms of maximum drawdown, FTEC dropped -34.95% vs XOMO's -18.90%.

On 1-year performance, FTEC leads with 37.50% vs 29.81% for XOMO. On fees, FTEC is cheaper at 0.08% per year. On volatility, XOMO has been the lower-risk option at 6.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FTEC has performed better with a 37.50% return vs 29.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FTEC is cheaper with a 0.08% expense ratio, compared with 1.01% for XOMO.

XOMO has the higher dividend yield at 37.07%, compared with 0.36% for FTEC.

FTEC is categorized as Technology Equities, while XOMO is Derivative Income. They also come from different issuers: Fidelity and YieldMax. Their fees differ too: 0.08% for FTEC and 1.01% for XOMO.

FTEC currently has the higher Sharpe Ratio (1.55 vs 1.45), 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.

Portfolio Optimizer

Find the right allocation for FTEC 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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