GRNI vs. XOMO
GRNI (Fundstrat Granny Shots US Large Cap & Income ETF) and XOMO (YieldMax XOM Option Income Strategy ETF) are both Derivative Income funds. Both are actively managed. At a correlation of -0.23, they often move in opposite directions. GRNI charges 0.99%/yr vs 1.01%/yr for XOMO.
Performance
GRNI vs. XOMO - Performance Comparison
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Returns By Period
In the year-to-date period, GRNI achieves a 9.35% return, which is significantly lower than XOMO's 13.80% return.
GRNI
- 1D
- -0.90%
- 1M
- 1.60%
- 6M
- 6.46%
- YTD
- 9.35%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XOMO
- 1D
- 3.50%
- 1M
- -0.94%
- 6M
- 11.69%
- YTD
- 13.80%
- 1Y
- 17.66%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GRNI vs. XOMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GRNI Fundstrat Granny Shots US Large Cap & Income ETF | 9.35% | 2.24% |
XOMO YieldMax XOM Option Income Strategy ETF | 13.80% | 1.96% |
Correlation
The correlation between GRNI 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 (All Time) Calculated using the full available price history since Nov 18, 2025 | -0.23 |
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Return for Risk
GRNI vs. XOMO — Risk / Return Rank
GRNI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
XOMO
GRNI vs. XOMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fundstrat Granny Shots US Large Cap & Income ETF (GRNI) 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.
| GRNI | XOMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.16 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.03 | — |
| Martin ratioReturn relative to average drawdown | — | 2.67 | — |
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Drawdowns
GRNI vs. XOMO - Drawdown Comparison
The maximum GRNI drawdown since its inception was -9.55%, smaller than the maximum XOMO drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for GRNI and XOMO.
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Drawdown Indicators
| GRNI | XOMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.55% | -18.90% | +9.35% |
Max Drawdown (1Y)Largest decline over 1 year | — | -17.25% | — |
Current DrawdownCurrent decline from peak | -0.91% | -12.54% | +11.63% |
Average DrawdownAverage peak-to-trough decline | -2.04% | -7.47% | +5.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 6.74% | — |
Volatility
GRNI vs. XOMO - Volatility Comparison
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Volatility by Period
| GRNI | XOMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 8.02% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 17.35% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.11% | 20.82% | -3.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.11% | 19.23% | -2.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.11% | 19.23% | -2.12% |
GRNI vs. XOMO - Expense Ratio Comparison
GRNI has a 0.99% expense ratio, which is lower than XOMO's 1.01% expense ratio.
Dividends
GRNI vs. XOMO - Dividend Comparison
GRNI's dividend yield for the trailing twelve months is around 5.66%, less than XOMO's 35.53% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
GRNI Fundstrat Granny Shots US Large Cap & Income ETF | 5.66% | 0.83% | 0.00% | 0.00% |
XOMO YieldMax XOM Option Income Strategy ETF | 35.53% | 31.64% | 26.94% | 5.13% |
Frequently Asked Questions
GRNI 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.
On fees, GRNI is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GRNI is cheaper with a 0.99% expense ratio, compared with 1.01% for XOMO.
XOMO has the higher dividend yield at 35.53%, compared with 5.66% for GRNI.
They also come from different issuers: Tidal and YieldMax. Their fees differ too: 0.99% for GRNI and 1.01% for XOMO.
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