MSTW vs. XOMO
MSTW (Roundhill MSTR WeeklyPay ETF) and XOMO (YieldMax XOM Option Income Strategy ETF) are both Derivative Income funds. Both are actively managed. At a correlation of -0.07, they often move in opposite directions. MSTW charges 0.99%/yr vs 1.01%/yr for XOMO.
Performance
MSTW vs. XOMO - Performance Comparison
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Returns By Period
In the year-to-date period, MSTW achieves a -40.29% return, which is significantly lower than XOMO's 10.22% return.
MSTW
- 1D
- -5.77%
- 1M
- -41.43%
- YTD
- -40.29%
- 6M
- -43.01%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XOMO
- 1D
- 0.93%
- 1M
- -6.78%
- YTD
- 10.22%
- 6M
- 11.32%
- 1Y
- 16.88%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSTW vs. XOMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MSTW Roundhill MSTR WeeklyPay ETF | -40.29% | -71.40% |
XOMO YieldMax XOM Option Income Strategy ETF | 10.22% | 8.12% |
Correlation
The correlation between MSTW and XOMO is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 24, 2025 | -0.07 |
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Return for Risk
MSTW vs. XOMO — Risk / Return Rank
MSTW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
XOMO
MSTW vs. XOMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill MSTR WeeklyPay ETF (MSTW) 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.
| MSTW | 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 | — | 1.01 | — |
| Martin ratioReturn relative to average drawdown | — | 2.99 | — |
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Drawdowns
MSTW vs. XOMO - Drawdown Comparison
The maximum MSTW drawdown since its inception was -82.94%, which is greater than XOMO's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for MSTW and XOMO.
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Drawdown Indicators
| MSTW | XOMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.94% | -18.90% | -64.04% |
Max Drawdown (1Y)Largest decline over 1 year | — | -16.86% | — |
Current DrawdownCurrent decline from peak | -82.94% | -15.29% | -67.65% |
Average DrawdownAverage peak-to-trough decline | -55.68% | -7.31% | -48.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.66% | — |
Volatility
MSTW vs. XOMO - Volatility Comparison
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Volatility by Period
| MSTW | XOMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.49% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 17.38% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 89.08% | 20.65% | +68.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 89.08% | 19.13% | +69.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 89.08% | 19.13% | +69.95% |
MSTW vs. XOMO - Expense Ratio Comparison
MSTW has a 0.99% expense ratio, which is lower than XOMO's 1.01% expense ratio.
Dividends
MSTW vs. XOMO - Dividend Comparison
MSTW's dividend yield for the trailing twelve months is around 325.95%, more than XOMO's 37.38% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
MSTW Roundhill MSTR WeeklyPay ETF | 325.95% | 106.94% | 0.00% | 0.00% |
XOMO YieldMax XOM Option Income Strategy ETF | 37.38% | 31.64% | 26.94% | 5.13% |
Frequently Asked Questions
MSTW and XOMO have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MSTW is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MSTW is cheaper with a 0.99% expense ratio, compared with 1.01% for XOMO.
MSTW has the higher dividend yield at 325.95%, compared with 37.38% for XOMO.
They also come from different issuers: Roundhill and YieldMax. Their fees differ too: 0.99% for MSTW and 1.01% for XOMO.
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