SPYC vs. XOMO
SPYC (Simplify US Equity PLUS Convexity ETF) and XOMO (YieldMax XOM Option Income Strategy ETF) are both exchange-traded funds - SPYC is a Large Cap Growth Equities fund actively managed by Simplify, while XOMO is a Derivative Income fund actively managed by YieldMax. Both are actively managed. Over the past year, SPYC returned 16.56% vs 29.81% for XOMO. Their 0.03 correlation means their historical movements had little consistent relationship. SPYC charges 0.28%/yr vs 1.01%/yr for XOMO.
Performance
SPYC vs. XOMO - Performance Comparison
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Returns By Period
In the year-to-date period, SPYC achieves a 8.73% return, which is significantly lower than XOMO's 20.15% return.
SPYC
- 1D
- 2.21%
- 1M
- 1.92%
- 6M
- 7.65%
- YTD
- 8.73%
- 1Y
- 16.56%
- 3Y*
- 17.68%
- 5Y*
- 9.22%
- 10Y*
- —
- ALL TIME*
- 12.27%
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) |
|---|---|---|---|
| $484.09K | $367.88K | $545.25K | |
| $559.24K | $694.66K | $715.05K |
SPYC vs. XOMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SPYC Simplify US Equity PLUS Convexity ETF | 8.73% | 15.31% | 22.57% | 5.77% |
XOMO YieldMax XOM Option Income Strategy ETF | 20.15% | 6.90% | 6.11% | -8.59% |
Correlation
The correlation between SPYC 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 | 0.03 |
The correlation between SPYC and XOMO shifts across timeframes, from -0.23 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SPYC vs. XOMO — Risk / Return Rank
SPYC
XOMO
SPYC vs. XOMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify US Equity PLUS Convexity ETF (SPYC) 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.
| SPYC | XOMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.26 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.23 | 1.74 | -0.50 |
| Martin ratioReturn relative to average drawdown | 3.77 | 4.35 | -0.58 |
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Drawdowns
SPYC vs. XOMO - Drawdown Comparison
The maximum SPYC drawdown since its inception was -28.51%, which is greater than XOMO's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for SPYC and XOMO.
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Drawdown Indicators
| SPYC | XOMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.51% | -18.90% | -9.61% |
Max Drawdown (1Y)Largest decline over 1 year | -13.47% | -17.25% | +3.78% |
Max Drawdown (3Y)Largest decline over 3 years | -22.81% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -28.51% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -7.65% | +7.65% |
Average DrawdownAverage peak-to-trough decline | -8.08% | -7.50% | -0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.40% | 6.89% | -2.49% |
Volatility
SPYC vs. XOMO - Volatility Comparison
The current volatility for Simplify US Equity PLUS Convexity ETF (SPYC) is 4.97%, while YieldMax XOM Option Income Strategy ETF (XOMO) has a volatility of 6.21%. This indicates that SPYC 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
| SPYC | XOMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.97% | 6.21% | -1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 11.11% | 17.24% | -6.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.64% | 20.67% | -5.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.02% | 19.19% | +0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.61% | 19.19% | +0.42% |
SPYC vs. XOMO - Expense Ratio Comparison
SPYC has a 0.28% expense ratio, which is lower than XOMO's 1.01% expense ratio.
Dividends
SPYC vs. XOMO - Dividend Comparison
SPYC's dividend yield for the trailing twelve months is around 0.86%, less than XOMO's 37.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
SPYC Simplify US Equity PLUS Convexity ETF | 0.86% | 0.89% | 1.02% | 1.76% | 1.34% | 1.01% | 0.40% |
XOMO YieldMax XOM Option Income Strategy ETF | 37.07% | 31.64% | 26.94% | 5.13% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SPYC 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.
XOMO has higher volatility (6.21%) compared to SPYC (4.97%). In terms of maximum drawdown, SPYC dropped -28.51% vs XOMO's -18.90%.
On 1-year performance, XOMO leads with 29.81% vs 16.56% for SPYC. On fees, SPYC is cheaper at 0.28% per year. On volatility, SPYC has been the lower-risk option at 4.97%. 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 16.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SPYC is cheaper with a 0.28% expense ratio, compared with 1.01% for XOMO.
XOMO has the higher dividend yield at 37.07%, compared with 0.86% for SPYC.
SPYC is categorized as Large Cap Growth Equities, while XOMO is Derivative Income. They also come from different issuers: Simplify and YieldMax. Their fees differ too: 0.28% for SPYC and 1.01% for XOMO.
XOMO currently has the higher Sharpe Ratio (1.45 vs 1.06), 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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