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OGIG vs. XOMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OGIG vs. XOMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in O’Shares Global Internet Giants ETF (OGIG) and YieldMax XOM Option Income Strategy ETF (XOMO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OGIG achieves a -8.22% return, which is significantly lower than XOMO's 20.15% return.


OGIG

1D
3.19%
1M
4.98%
6M
1.25%
YTD
-8.22%
1Y
-8.96%
3Y*
13.89%
5Y*
-2.57%
10Y*
ALL TIME*
8.27%

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)
$250.04K$303.92K$446.15K
$559.24K$694.66K$715.05K

OGIG vs. XOMO - Yearly Performance Comparison


2026 (YTD)202520242023
OGIG
O’Shares Global Internet Giants ETF
-8.22%14.39%25.97%12.74%
XOMO
YieldMax XOM Option Income Strategy ETF
20.15%6.90%6.11%-8.59%

Correlation

The correlation between OGIG and XOMO is -0.23, 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.

-0.23

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

-0.06

The correlation between OGIG and XOMO shifts across timeframes, from -0.23 (1 year) to -0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

OGIG vs. XOMO — Risk / Return Rank

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

OGIG
OGIG Risk / Return Rank: 77
Overall Rank
OGIG Sharpe Ratio Rank: 66
Sharpe Ratio Rank
OGIG Sortino Ratio Rank: 66
Sortino Ratio Rank
OGIG Omega Ratio Rank: 66
Omega Ratio Rank
OGIG Calmar Ratio Rank: 77
Calmar Ratio Rank
OGIG Martin Ratio Rank: 88
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.

OGIG vs. XOMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for O’Shares Global Internet Giants ETF (OGIG) 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.


OGIGXOMODifference
Sharpe ratioReturn per unit of total volatility

-1.83

Sortino ratioReturn per unit of downside risk

-2.33

Omega ratioGain probability vs. loss probability

0.96

1.26

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.27

1.74

-2.01

Martin ratioReturn relative to average drawdown

-0.49

4.35

-4.84

OGIG vs. XOMO - Sharpe Ratio Comparison

The current OGIG Sharpe Ratio is -0.37, which is lower than the XOMO Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of OGIG 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.


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Drawdowns

OGIG vs. XOMO - Drawdown Comparison

The maximum OGIG drawdown since its inception was -66.05%, which is greater than XOMO's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for OGIG and XOMO.


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Drawdown Indicators


OGIGXOMODifference

Max Drawdown

Largest peak-to-trough decline

-66.05%

-18.90%

-47.15%

Max Drawdown (1Y)

Largest decline over 1 year

-33.23%

-17.25%

-15.98%

Max Drawdown (3Y)

Largest decline over 3 years

-33.23%

Max Drawdown (5Y)

Largest decline over 5 years

-62.79%

Current Drawdown

Current decline from peak

-24.18%

-7.65%

-16.53%

Average Drawdown

Average peak-to-trough decline

-25.71%

-7.50%

-18.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.26%

6.89%

+11.37%

Volatility

OGIG vs. XOMO - Volatility Comparison

O’Shares Global Internet Giants ETF (OGIG) has a higher volatility of 7.26% compared to YieldMax XOM Option Income Strategy ETF (XOMO) at 6.21%. This indicates that OGIG'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.


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Volatility by Period


OGIGXOMODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.26%

6.21%

+1.05%

Volatility (6M)

Calculated over the trailing 6-month period

20.17%

17.24%

+2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

24.11%

20.67%

+3.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.82%

19.19%

+12.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.96%

19.19%

+11.77%

OGIG vs. XOMO - Expense Ratio Comparison

OGIG has a 0.48% expense ratio, which is lower than XOMO's 1.01% expense ratio.


Dividends

OGIG vs. XOMO - Dividend Comparison

OGIG's dividend yield for the trailing twelve months is around 0.08%, less than XOMO's 37.07% yield.


PositionTTM202520242023
OGIG
O’Shares Global Internet Giants ETF
0.08%0.07%0.00%0.00%
XOMO
YieldMax XOM Option Income Strategy ETF
37.07%31.64%26.94%5.13%

Frequently Asked Questions


OGIG 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.

OGIG has higher volatility (7.26%) compared to XOMO (6.21%). In terms of maximum drawdown, OGIG dropped -66.05% vs XOMO's -18.90%.

On 1-year performance, XOMO leads with 29.81% vs -8.96% for OGIG. On fees, OGIG is cheaper at 0.48% 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 -8.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OGIG is cheaper with a 0.48% expense ratio, compared with 1.01% for XOMO.

XOMO has the higher dividend yield at 37.07%, compared with 0.08% for OGIG.

OGIG is categorized as Large Cap Growth Equities, while XOMO is Derivative Income. They also come from different issuers: O'Shares Investments and YieldMax. Their fees differ too: 0.48% for OGIG and 1.01% for XOMO.

XOMO currently has the higher Sharpe Ratio (1.45 vs -0.37), 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 OGIG 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.

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