PDC.TO vs. XOMO
Compare and contrast key facts about Invesco Canadian Dividend Index ETF (PDC.TO) and YieldMax XOM Option Income Strategy ETF (XOMO).
PDC.TO and XOMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PDC.TO is managed by Invesco. XOMO is an actively managed fund by YieldMax. It was launched on Aug 30, 2023.
Performance
PDC.TO vs. XOMO - Performance Comparison
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PDC.TO vs. XOMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
PDC.TO Invesco Canadian Dividend Index ETF | 9.18% | 21.62% | 16.14% | 5.06% |
XOMO YieldMax XOM Option Income Strategy ETF | 30.73% | 1.99% | 15.23% | -10.41% |
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
In the year-to-date period, PDC.TO achieves a 9.18% return, which is significantly lower than XOMO's 30.73% return.
PDC.TO
- 1D
- 1.12%
- 1M
- -1.10%
- YTD
- 9.18%
- 6M
- 10.22%
- 1Y
- 30.92%
- 3Y*
- 17.13%
- 5Y*
- 12.79%
- 10Y*
- 10.43%
XOMO
- 1D
- -0.98%
- 1M
- 9.93%
- YTD
- 30.73%
- 6M
- 36.17%
- 1Y
- 23.66%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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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.
Return for Risk
PDC.TO vs. XOMO — Risk / Return Rank
PDC.TO
XOMO
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 ratioReturn per unit of total volatility | 3.10 | 1.10 | +2.00 |
Sortino ratioReturn per unit of downside risk | 3.72 | 1.48 | +2.24 |
Omega ratioGain probability vs. loss probability | 1.68 | 1.21 | +0.47 |
Calmar ratioReturn relative to maximum drawdown | 3.76 | 1.44 | +2.32 |
Martin ratioReturn relative to average drawdown | 19.20 | 2.67 | +16.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PDC.TO | XOMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.10 | 1.10 | +2.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.20 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.73 | -0.02 |
Correlation
The correlation between PDC.TO and XOMO is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PDC.TO vs. XOMO - Dividend Comparison
PDC.TO's dividend yield for the trailing twelve months is around 3.57%, less than XOMO's 29.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PDC.TO Invesco Canadian Dividend Index ETF | 3.57% | 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 | 29.26% | 31.64% | 26.94% | 5.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
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Drawdown Indicators
| PDC.TO | XOMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.94% | -18.90% | -23.04% |
Max Drawdown (1Y)Largest decline over 1 year | -8.43% | -15.24% | +6.81% |
Max Drawdown (5Y)Largest decline over 5 years | -18.24% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.94% | — | — |
Current DrawdownCurrent decline from peak | -1.72% | -0.87% | -0.85% |
Average DrawdownAverage peak-to-trough decline | -4.61% | -7.05% | +2.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 6.68% | -5.03% |
Volatility
PDC.TO vs. XOMO - Volatility Comparison
The current volatility for Invesco Canadian Dividend Index ETF (PDC.TO) is 3.33%, while YieldMax XOM Option Income Strategy ETF (XOMO) has a volatility of 5.27%. 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.
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Volatility by Period
| PDC.TO | XOMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.33% | 5.27% | -1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 6.85% | 13.07% | -6.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.03% | 21.65% | -11.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.76% | 18.11% | -7.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.28% | 18.11% | -2.83% |