PDC.TO vs. XOMO

Last updated Jun 4, 2026

PDC.TO (Invesco Canadian Dividend Index ETF) and XOMO (YieldMax XOM Option Income Strategy ETF) are both exchange-traded funds - PDC.TO is a Dividend fund managed by Invesco, while XOMO is a Derivative Income fund actively managed by YieldMax. Over the past year, PDC.TO returned 35.38% vs 32.56% for XOMO. At a 0.21 correlation, their price movements are largely independent. PDC.TO charges 0.58%/yr vs 1.01%/yr for XOMO.

Performance

PDC.TO vs. XOMO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Invesco Canadian Dividend Index ETF (PDC.TO) and YieldMax XOM Option Income Strategy ETF (XOMO). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

PDC.TO is traded in CAD, while XOMO is traded in USD. To make them comparable, the XOMO values have been converted to CAD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with PDC.TO having a 19.02% return and XOMO slightly lower at 18.74%.

PDC.TO

• 1D: 0.25%
• 1M: 4.67%
• YTD: 19.02%
• 6M: 17.30%
• 1Y: 35.38%
• 3Y*: 20.15%
• 5Y*: 13.12%
• 10Y*: 10.86%

XOMO

• 1D: 1.80%
• 1M: 0.82%
• YTD: 18.74%
• 6M: 19.07%
• 1Y: 32.56%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PDC.TO vs. XOMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
PDC.TO Invesco Canadian Dividend Index ETF	19.02%	21.62%	16.14%	5.06%
XOMO YieldMax XOM Option Income Strategy ETF	18.74%	1.99%	15.23%	-10.41%

Correlation

The correlation between PDC.TO and XOMO is 0.08, 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 (1Y) Calculated over the trailing 1-year period	0.08
Correlation (All Time) Calculated using the full available price history since Sep 1, 2023	0.21

The correlation between PDC.TO and XOMO shifts across timeframes, from 0.08 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

Return for Risk

PDC.TO vs. XOMO — Risk / Return Rank

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

PDC.TO

PDC.TO Risk / Return Rank: 96
PDC.TO Sharpe Ratio Rank: 96
PDC.TO Sortino Ratio Rank: 96
PDC.TO Omega Ratio Rank: 97
PDC.TO Calmar Ratio Rank: 96
PDC.TO Martin Ratio Rank: 96

XOMO

XOMO Risk / Return Rank: 42
XOMO Sharpe Ratio Rank: 44
XOMO Sortino Ratio Rank: 40
XOMO Omega Ratio Rank: 42
XOMO Calmar Ratio Rank: 45
XOMO Martin Ratio Rank: 40

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.

PDC.TO vs. XOMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Canadian Dividend Index ETF (PDC.TO) 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.

	PDC.TO	XOMO	Difference
Sharpe ratio Return per unit of total volatility	4.30	1.60	+2.70
Sortino ratio Return per unit of downside risk	5.59	2.12	+3.47
Omega ratio Gain probability vs. loss probability	1.89	1.28	+0.61
Calmar ratio Return relative to maximum drawdown	9.20	2.20	+6.99
Martin ratio Return relative to average drawdown	34.01	6.18	+27.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PDC.TO vs. XOMO - Sharpe Ratio Comparison

The current PDC.TO Sharpe Ratio is 4.30, which is higher than the XOMO Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of PDC.TO 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.

Sharpe Ratios by Period

	PDC.TO	XOMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.30	1.60	+2.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.22	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.71	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	0.45	+0.30

Drawdowns

PDC.TO vs. XOMO - Drawdown Comparison

The maximum PDC.TO drawdown since its inception was -41.94%, which is greater than XOMO's maximum drawdown of -17.62%. Use the drawdown chart below to compare losses from any high point for PDC.TO and XOMO.

Drawdown Indicators

	PDC.TO	XOMO	Difference
Max Drawdown Largest peak-to-trough decline	-41.94%	-17.62%	-24.32%
Max Drawdown (1Y) Largest decline over 1 year	-3.86%	-14.84%	+10.98%
Max Drawdown (3Y) Largest decline over 3 years	-10.91%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-18.24%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-41.94%	—	—
Current Drawdown Current decline from peak	-0.26%	-10.06%	+9.80%
Average Drawdown Average peak-to-trough decline	-4.56%	-6.62%	+2.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.04%	5.28%	-4.24%

Volatility

PDC.TO vs. XOMO - Volatility Comparison

The current volatility for Invesco Canadian Dividend Index ETF (PDC.TO) is 2.97%, while YieldMax XOM Option Income Strategy ETF (XOMO) has a volatility of 7.72%. This indicates that PDC.TO experiences smaller price fluctuations and is considered to be less risky than XOMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PDC.TO	XOMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.97%	7.72%	-4.75%
Volatility (6M) Calculated over the trailing 6-month period	7.24%	17.09%	-9.85%
Volatility (1Y) Calculated over the trailing 1-year period	8.27%	20.51%	-12.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.84%	18.90%	-8.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.29%	18.90%	-3.61%

PDC.TO vs. XOMO - Expense Ratio Comparison

PDC.TO has a 0.58% expense ratio, which is lower than XOMO's 1.01% expense ratio.

Dividends

PDC.TO vs. XOMO - Dividend Comparison

PDC.TO's dividend yield for the trailing twelve months is around 3.26%, less than XOMO's 34.77% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PDC.TO Invesco Canadian Dividend Index ETF	3.26%	3.84%	4.29%	4.56%	4.05%	3.49%	4.85%	4.14%	4.90%	4.05%	3.61%	4.20%
XOMO YieldMax XOM Option Income Strategy ETF	34.77%	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

Can I hold both PDC.TO and XOMO in my portfolio?

PDC.TO and XOMO have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PDC.TO or XOMO?

On fees, PDC.TO is cheaper at 0.58% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PDC.TO or XOMO?

PDC.TO is cheaper with a 0.58% expense ratio, compared with 1.01% for XOMO.

What is the main difference between PDC.TO and XOMO?

PDC.TO is categorized as Dividend, while XOMO is Derivative Income. They also come from different issuers: Invesco and YieldMax. Their fees differ too: 0.58% for PDC.TO and 1.01% for XOMO.