PortfoliosLab logoPortfoliosLab logo
ILCG vs. XOMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ILCG vs. XOMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar Growth ETF (ILCG) and YieldMax XOM Option Income Strategy ETF (XOMO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ILCG achieves a 9.70% return, which is significantly lower than XOMO's 20.15% return.


ILCG

1D
1.92%
1M
-0.14%
6M
8.78%
YTD
9.70%
1Y
16.20%
3Y*
23.09%
5Y*
11.74%
10Y*
17.23%
ALL TIME*
11.61%

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)
$5.71M$6.91M$9.84M
$559.24K$694.66K$715.05K

ILCG vs. XOMO - Yearly Performance Comparison


2026 (YTD)202520242023
ILCG
iShares Morningstar Growth ETF
9.70%16.71%32.82%7.56%
XOMO
YieldMax XOM Option Income Strategy ETF
20.15%6.90%6.11%-8.59%

Correlation

The correlation between ILCG and XOMO is -0.28, 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.

-0.28

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

-0.08

Over the past year, the inverse relationship between ILCG and XOMO has strengthened: their correlation has moved from -0.08 to -0.28, meaning they now move in opposite directions more often than their long-term average.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ILCG vs. XOMO — Risk / Return Rank

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

ILCG
ILCG Risk / Return Rank: 3333
Overall Rank
ILCG Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
ILCG Sortino Ratio Rank: 3434
Sortino Ratio Rank
ILCG Omega Ratio Rank: 3333
Omega Ratio Rank
ILCG Calmar Ratio Rank: 3131
Calmar Ratio Rank
ILCG Martin Ratio Rank: 3434
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.

ILCG vs. XOMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Growth ETF (ILCG) 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.


ILCGXOMODifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.68

Omega ratioGain probability vs. loss probability

1.16

1.26

-0.10

Calmar ratioReturn relative to maximum drawdown

1.04

1.74

-0.70

Martin ratioReturn relative to average drawdown

3.30

4.35

-1.05

ILCG vs. XOMO - Sharpe Ratio Comparison

The current ILCG Sharpe Ratio is 0.87, which is lower than the XOMO Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of ILCG 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.


Loading charts...

Drawdowns

ILCG vs. XOMO - Drawdown Comparison

The maximum ILCG drawdown since its inception was -52.98%, which is greater than XOMO's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for ILCG and XOMO.


Loading charts...

Drawdown Indicators


ILCGXOMODifference

Max Drawdown

Largest peak-to-trough decline

-52.98%

-18.90%

-34.08%

Max Drawdown (1Y)

Largest decline over 1 year

-15.65%

-17.25%

+1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-23.10%

Max Drawdown (5Y)

Largest decline over 5 years

-35.38%

Max Drawdown (10Y)

Largest decline over 10 years

-35.38%

Current Drawdown

Current decline from peak

-5.15%

-7.65%

+2.50%

Average Drawdown

Average peak-to-trough decline

-8.20%

-7.50%

-0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

6.89%

-1.97%

Volatility

ILCG vs. XOMO - Volatility Comparison

iShares Morningstar Growth ETF (ILCG) and YieldMax XOM Option Income Strategy ETF (XOMO) have volatilities of 6.33% 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.


Loading charts...

Volatility by Period


ILCGXOMODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.33%

6.21%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

15.61%

17.24%

-1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

18.74%

20.67%

-1.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.39%

19.19%

+3.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.71%

19.19%

+2.52%

ILCG vs. XOMO - Expense Ratio Comparison

ILCG has a 0.04% expense ratio, which is lower than XOMO's 1.01% expense ratio.


Dividends

ILCG vs. XOMO - Dividend Comparison

ILCG's dividend yield for the trailing twelve months is around 0.42%, less than XOMO's 37.07% yield.


PositionTTM20252024202320222021202020192018201720162015
ILCG
iShares Morningstar Growth ETF
0.42%0.47%0.50%0.69%0.75%0.34%0.28%0.54%0.81%0.89%0.95%0.99%
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


ILCG and XOMO have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ILCG has higher volatility (6.33%) compared to XOMO (6.21%). In terms of maximum drawdown, ILCG dropped -52.98% vs XOMO's -18.90%.

On 1-year performance, XOMO leads with 29.81% vs 16.20% for ILCG. On fees, ILCG is cheaper at 0.04% 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, XOMO has performed better with a 29.81% return vs 16.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ILCG is cheaper with a 0.04% expense ratio, compared with 1.01% for XOMO.

XOMO has the higher dividend yield at 37.07%, compared with 0.42% for ILCG.

ILCG is categorized as Large Cap Growth Equities, while XOMO is Derivative Income. They also come from different issuers: iShares and YieldMax. Their fees differ too: 0.04% for ILCG and 1.01% for XOMO.

XOMO currently has the higher Sharpe Ratio (1.45 vs 0.87), 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 ILCG 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.

Open Portfolio Optimizer