ONLN vs. XOMO
ONLN (ProShares Online Retail ETF) and XOMO (YieldMax XOM Option Income Strategy ETF) are both exchange-traded funds - ONLN is a Consumer Discretionary Equities fund tracking the ProShares Online Retail Index, while XOMO is a Derivative Income fund actively managed by YieldMax. ONLN is passively managed, while XOMO is actively managed. Over the past year, ONLN returned 15.26% vs 29.81% for XOMO. Their -0.00 correlation means they have often moved in opposite directions in the past. ONLN charges 0.58%/yr vs 1.01%/yr for XOMO.
Performance
ONLN vs. XOMO - Performance Comparison
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Returns By Period
In the year-to-date period, ONLN achieves a 3.28% return, which is significantly lower than XOMO's 20.15% return.
ONLN
- 1D
- 2.62%
- 1M
- 9.29%
- 6M
- 1.68%
- YTD
- 3.28%
- 1Y
- 15.26%
- 3Y*
- 20.17%
- 5Y*
- -3.27%
- 10Y*
- —
- ALL TIME*
- 5.69%
XOMO
- 1D
- -0.09%
- 1M
- 10.85%
- 6M
- 7.87%
- YTD
- 20.15%
- 1Y
- 29.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 7.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $491.50K | $498.57K | $423.56K | |
| $559.24K | $694.66K | $715.05K |
ONLN vs. XOMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ONLN ProShares Online Retail ETF | 3.28% | 33.03% | 24.85% | 7.35% |
XOMO YieldMax XOM Option Income Strategy ETF | 20.15% | 6.90% | 6.11% | -8.59% |
Correlation
The correlation between ONLN and XOMO is -0.29, 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. | -0.29 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2023 | -0.00 |
Over the past year, the inverse relationship between ONLN and XOMO has strengthened: their correlation has moved from -0.00 to -0.29, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
ONLN vs. XOMO — Risk / Return Rank
ONLN
XOMO
ONLN vs. XOMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Online Retail ETF (ONLN) 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.
| ONLN | XOMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.26 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.78 | 1.74 | -0.96 |
| Martin ratioReturn relative to average drawdown | 1.68 | 4.35 | -2.67 |
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Drawdowns
ONLN vs. XOMO - Drawdown Comparison
The maximum ONLN drawdown since its inception was -71.77%, which is greater than XOMO's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for ONLN and XOMO.
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Drawdown Indicators
| ONLN | XOMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.77% | -18.90% | -52.87% |
Max Drawdown (1Y)Largest decline over 1 year | -19.75% | -17.25% | -2.50% |
Max Drawdown (3Y)Largest decline over 3 years | -27.97% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -64.49% | — | — |
Current DrawdownCurrent decline from peak | -33.13% | -7.65% | -25.48% |
Average DrawdownAverage peak-to-trough decline | -35.48% | -7.50% | -27.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.13% | 6.89% | +2.24% |
Volatility
ONLN vs. XOMO - Volatility Comparison
ProShares Online Retail ETF (ONLN) has a higher volatility of 7.82% compared to YieldMax XOM Option Income Strategy ETF (XOMO) at 6.21%. This indicates that ONLN'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
| ONLN | XOMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.82% | 6.21% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 19.41% | 17.24% | +2.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.21% | 20.67% | +4.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.04% | 19.19% | +13.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.01% | 19.19% | +12.82% |
ONLN vs. XOMO - Expense Ratio Comparison
ONLN has a 0.58% expense ratio, which is lower than XOMO's 1.01% expense ratio.
Dividends
ONLN vs. XOMO - Dividend Comparison
ONLN's dividend yield for the trailing twelve months is around 0.27%, less than XOMO's 37.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
ONLN ProShares Online Retail ETF | 0.27% | 0.30% | 0.75% | 0.00% | 0.00% | 0.00% | 1.24% |
XOMO YieldMax XOM Option Income Strategy ETF | 37.07% | 31.64% | 26.94% | 5.13% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ONLN and XOMO have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ONLN has higher volatility (7.82%) compared to XOMO (6.21%). In terms of maximum drawdown, ONLN dropped -71.77% vs XOMO's -18.90%.
On 1-year performance, XOMO leads with 29.81% vs 15.26% for ONLN. On fees, ONLN is cheaper at 0.58% 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 15.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ONLN is cheaper with a 0.58% expense ratio, compared with 1.01% for XOMO.
XOMO has the higher dividend yield at 37.07%, compared with 0.27% for ONLN.
ONLN is categorized as Consumer Discretionary Equities, while XOMO is Derivative Income. They also come from different issuers: ProShares and YieldMax. Their fees differ too: 0.58% for ONLN and 1.01% for XOMO.
XOMO currently has the higher Sharpe Ratio (1.45 vs 0.61), 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.
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