GPIQ vs. XOMO

Last updated Aug 4, 2026

GPIQ (Goldman Sachs Nasdaq-100 Core Premium Income ETF) and XOMO (YieldMax XOM Option Income Strategy ETF) are both exchange-traded funds - GPIQ is a Nasdaq-100 fund actively managed by Goldman Sachs, while XOMO is a Derivative Income fund actively managed by YieldMax. Both are actively managed. Over the past year, GPIQ returned 25.84% vs 29.81% for XOMO. Their -0.05 correlation means they have often moved in opposite directions in the past. GPIQ charges 0.29%/yr vs 1.01%/yr for XOMO.

Performance

GPIQ vs. XOMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) and YieldMax XOM Option Income Strategy ETF (XOMO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GPIQ achieves a 13.18% return, which is significantly lower than XOMO's 20.15% return.

GPIQ

• 1D: 1.36%
• 1M: -1.54%
• 6M: 10.62%
• YTD: 13.18%
• 1Y: 25.84%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 26.64%

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

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF	$89.39M	$82.61M	$83.97M
XOMO YieldMax XOM Option Income Strategy ETF	$559.24K	$694.66K	$715.05K

GPIQ vs. XOMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF	13.18%	19.77%	23.22%	15.17%
XOMO YieldMax XOM Option Income Strategy ETF	20.15%	6.90%	6.11%	-3.86%

Correlation

The correlation between GPIQ and XOMO is -0.25, 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.	-0.25
Correlation (All Time) Calculated using the full available price history since Oct 26, 2023	-0.05

Over the past year, the inverse relationship between GPIQ and XOMO has strengthened: their correlation has moved from -0.05 to -0.25, meaning they now move in opposite directions more often than their long-term average.

Return for Risk

GPIQ vs. XOMO — Risk / Return Rank

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

GPIQ

GPIQ Risk / Return Rank: 69
GPIQ Sharpe Ratio Rank: 66
GPIQ Sortino Ratio Rank: 64
GPIQ Omega Ratio Rank: 64
GPIQ Calmar Ratio Rank: 76
GPIQ Martin Ratio Rank: 76

XOMO

XOMO Risk / Return Rank: 52
XOMO Sharpe Ratio Rank: 59
XOMO Sortino Ratio Rank: 55
XOMO Omega Ratio Rank: 57
XOMO Calmar Ratio Rank: 46
XOMO Martin Ratio Rank: 40

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.

GPIQ vs. XOMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) 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.

	GPIQ	XOMO	Difference
Sharpe ratio: Return per unit of total volatility	1.56	1.45	+0.11
Sortino ratio: Return per unit of downside risk	2.15	1.96	+0.18
Omega ratio: Gain probability vs. loss probability	1.28	1.26	+0.02
Calmar ratio: Return relative to maximum drawdown	2.73	1.74	+0.99
Martin ratio: Return relative to average drawdown	9.62	4.35	+5.27

GPIQ vs. XOMO - Sharpe Ratio Comparison

The current GPIQ Sharpe Ratio is 1.56, which is comparable to the XOMO Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of GPIQ 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.

Drawdowns

GPIQ vs. XOMO - Drawdown Comparison

The maximum GPIQ drawdown since its inception was -21.06%, which is greater than XOMO's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for GPIQ and XOMO.

Drawdown Indicators

	GPIQ	XOMO	Difference
Max Drawdown Largest peak-to-trough decline	-21.06%	-18.90%	-2.16%
Max Drawdown (1Y) Largest decline over 1 year	-9.51%	-17.25%	+7.74%
Current Drawdown Current decline from peak	-4.62%	-7.65%	+3.03%
Average Drawdown Average peak-to-trough decline	-2.34%	-7.50%	+5.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.69%	6.89%	-4.20%

Volatility

GPIQ vs. XOMO - Volatility Comparison

Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) and YieldMax XOM Option Income Strategy ETF (XOMO) have volatilities of 6.41% and 6.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GPIQ	XOMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.41%	6.21%	+0.20%
Volatility (6M) Calculated over the trailing 6-month period	14.11%	17.24%	-3.13%
Volatility (1Y) Calculated over the trailing 1-year period	16.68%	20.67%	-3.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.06%	19.19%	-1.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.06%	19.19%	-1.13%

GPIQ vs. XOMO - Expense Ratio Comparison

GPIQ has a 0.29% expense ratio, which is lower than XOMO's 1.01% expense ratio.

Dividends

GPIQ vs. XOMO - Dividend Comparison

GPIQ's dividend yield for the trailing twelve months is around 10.15%, less than XOMO's 37.07% yield.

Position	TTM	2025	2024	2023
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF	10.15%	9.81%	9.18%	1.74%
XOMO YieldMax XOM Option Income Strategy ETF	37.07%	31.64%	26.94%	5.13%

Frequently Asked Questions

Can I hold both GPIQ and XOMO in my portfolio?

GPIQ and XOMO have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GPIQ or XOMO?

GPIQ has higher volatility (6.41%) compared to XOMO (6.21%). In terms of maximum drawdown, GPIQ dropped -21.06% vs XOMO's -18.90%.

Which ETF is better, GPIQ or XOMO?

On 1-year performance, XOMO leads with 29.81% vs 25.84% for GPIQ. On fees, GPIQ is cheaper at 0.29% 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.

Which ETF has performed better, GPIQ or XOMO?

Over the 1-year period, XOMO has performed better with a 29.81% return vs 25.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GPIQ or XOMO?

GPIQ is cheaper with a 0.29% expense ratio, compared with 1.01% for XOMO.

Which ETF pays a higher dividend yield, GPIQ or XOMO?

XOMO has the higher dividend yield at 37.07%, compared with 10.15% for GPIQ.

What is the main difference between GPIQ and XOMO?

GPIQ is categorized as Nasdaq-100, while XOMO is Derivative Income. They also come from different issuers: Goldman Sachs and YieldMax. Their fees differ too: 0.29% for GPIQ and 1.01% for XOMO.

Which has better risk-adjusted returns?

GPIQ currently has the higher Sharpe Ratio (1.56 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.