IDME vs. XOMO

Last updated Apr 2, 2026

Compare and contrast key facts about Aptus International Drawdown Managed Equity ETF (IDME) and YieldMax XOM Option Income Strategy ETF (XOMO).

IDME and XOMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDME is an actively managed fund by Aptus Capital Advisors. It was launched on Jul 22, 2021. XOMO is an actively managed fund by YieldMax. It was launched on Aug 30, 2023.

Performance

IDME vs. XOMO - Performance Comparison

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

IDME vs. XOMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
IDME Aptus International Drawdown Managed Equity ETF	5.02%	27.53%	6.12%	3.48%
XOMO YieldMax XOM Option Income Strategy ETF	23.45%	6.90%	6.11%	-8.62%

Returns By Period

In the year-to-date period, IDME achieves a 5.02% return, which is significantly lower than XOMO's 23.45% return.

IDME

• 1D: 2.27%
• 1M: -4.19%
• YTD: 5.02%
• 6M: 8.90%
• 1Y: 27.90%
• 3Y*: 14.21%
• 5Y*: —
• 10Y*: —

XOMO

• 1D: -4.29%
• 1M: 2.32%
• YTD: 23.45%
• 6M: 31.32%
• 1Y: 22.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IDME vs. XOMO - Expense Ratio Comparison

IDME has a 0.65% expense ratio, which is lower than XOMO's 1.01% expense ratio.

XOMO

YieldMax XOM Option Income Strategy ETF

IDME

Aptus International Drawdown Managed Equity ETF

Return for Risk

IDME vs. XOMO — Risk / Return Rank

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

IDME

IDME Risk / Return Rank: 81
IDME Sharpe Ratio Rank: 81
IDME Sortino Ratio Rank: 83
IDME Omega Ratio Rank: 82
IDME Calmar Ratio Rank: 81
IDME Martin Ratio Rank: 80

XOMO

XOMO Risk / Return Rank: 49
XOMO Sharpe Ratio Rank: 55
XOMO Sortino Ratio Rank: 50
XOMO Omega Ratio Rank: 50
XOMO Calmar Ratio Rank: 54
XOMO Martin Ratio Rank: 35

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IDME vs. XOMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus International Drawdown Managed Equity ETF (IDME) 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.

	IDME	XOMO	Difference
Sharpe ratio Return per unit of total volatility	1.64	1.02	+0.62
Sortino ratio Return per unit of downside risk	2.27	1.40	+0.88
Omega ratio Gain probability vs. loss probability	1.33	1.20	+0.13
Calmar ratio Return relative to maximum drawdown	2.47	1.47	+1.00
Martin ratio Return relative to average drawdown	9.47	3.35	+6.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDME vs. XOMO - Sharpe Ratio Comparison

The current IDME Sharpe Ratio is 1.64, which is higher than the XOMO Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of IDME and XOMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IDME	XOMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.64	1.02	+0.62
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.55	-0.24

Correlation

The correlation between IDME and XOMO is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

IDME vs. XOMO - Dividend Comparison

IDME's dividend yield for the trailing twelve months is around 5.51%, less than XOMO's 30.57% yield.

	TTM	2025	2024	2023	2022	2021
IDME Aptus International Drawdown Managed Equity ETF	5.51%	4.90%	5.64%	3.71%	2.62%	1.38%
XOMO YieldMax XOM Option Income Strategy ETF	30.57%	31.64%	26.94%	5.13%	0.00%	0.00%

Drawdowns

IDME vs. XOMO - Drawdown Comparison

The maximum IDME drawdown since its inception was -29.20%, which is greater than XOMO's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for IDME and XOMO.

Drawdown Indicators

	IDME	XOMO	Difference
Max Drawdown Largest peak-to-trough decline	-29.20%	-18.90%	-10.30%
Max Drawdown (1Y) Largest decline over 1 year	-11.46%	-15.24%	+3.78%
Current Drawdown Current decline from peak	-6.34%	-5.12%	-1.22%
Average Drawdown Average peak-to-trough decline	-11.51%	-7.05%	-4.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.99%	6.69%	-3.70%

Volatility

IDME vs. XOMO - Volatility Comparison

Aptus International Drawdown Managed Equity ETF (IDME) has a higher volatility of 7.61% compared to YieldMax XOM Option Income Strategy ETF (XOMO) at 6.57%. This indicates that IDME'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.

Volatility by Period

	IDME	XOMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.61%	6.57%	+1.04%
Volatility (6M) Calculated over the trailing 6-month period	11.67%	13.81%	-2.14%
Volatility (1Y) Calculated over the trailing 1-year period	17.10%	22.02%	-4.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.48%	18.46%	-3.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.48%	18.46%	-3.98%