SRLN vs. XOMO
SRLN (State Street Blackstone Senior Loan ETF) and XOMO (YieldMax XOM Option Income Strategy ETF) are both exchange-traded funds - SRLN is a Bank Loan fund actively managed by State Street, while XOMO is a Derivative Income fund actively managed by YieldMax. Both are actively managed. Over the past year, SRLN returned 4.84% vs 29.81% for XOMO. Their 0.06 correlation means their historical movements had little consistent relationship. SRLN charges 0.70%/yr vs 1.01%/yr for XOMO.
Performance
SRLN vs. XOMO - Performance Comparison
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Returns By Period
In the year-to-date period, SRLN achieves a 1.61% return, which is significantly lower than XOMO's 20.15% return.
SRLN
- 1D
- 0.22%
- 1M
- 0.85%
- 6M
- 1.93%
- YTD
- 1.61%
- 1Y
- 4.84%
- 3Y*
- 7.25%
- 5Y*
- 4.84%
- 10Y*
- 4.52%
- ALL TIME*
- 3.81%
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) |
|---|---|---|---|
| $44.81M | $49.21M | $72.42M | |
| $559.24K | $694.66K | $715.05K |
SRLN vs. XOMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SRLN State Street Blackstone Senior Loan ETF | 1.61% | 6.77% | 8.43% | 3.56% |
XOMO YieldMax XOM Option Income Strategy ETF | 20.15% | 6.90% | 6.11% | -8.59% |
Correlation
The correlation between SRLN and XOMO is -0.18, 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. | -0.18 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2023 | 0.06 |
The correlation between SRLN and XOMO shifts across timeframes, from -0.18 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SRLN vs. XOMO — Risk / Return Rank
SRLN
XOMO
SRLN vs. XOMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Blackstone Senior Loan ETF (SRLN) 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.
| SRLN | XOMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.26 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.74 | -0.24 |
| Martin ratioReturn relative to average drawdown | 5.50 | 4.35 | +1.15 |
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Drawdowns
SRLN vs. XOMO - Drawdown Comparison
The maximum SRLN drawdown since its inception was -22.29%, which is greater than XOMO's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for SRLN and XOMO.
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Drawdown Indicators
| SRLN | XOMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.29% | -18.90% | -3.39% |
Max Drawdown (1Y)Largest decline over 1 year | -3.26% | -17.25% | +13.99% |
Max Drawdown (3Y)Largest decline over 3 years | -4.26% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -7.93% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -22.29% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -7.65% | +7.65% |
Average DrawdownAverage peak-to-trough decline | -1.09% | -7.50% | +6.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | 6.89% | -6.01% |
Volatility
SRLN vs. XOMO - Volatility Comparison
The current volatility for State Street Blackstone Senior Loan ETF (SRLN) is 0.51%, while YieldMax XOM Option Income Strategy ETF (XOMO) has a volatility of 6.21%. This indicates that SRLN 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
| SRLN | XOMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.51% | 6.21% | -5.70% |
Volatility (6M)Calculated over the trailing 6-month period | 2.69% | 17.24% | -14.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.94% | 20.67% | -17.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.92% | 19.19% | -15.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.06% | 19.19% | -13.13% |
SRLN vs. XOMO - Expense Ratio Comparison
SRLN has a 0.70% expense ratio, which is lower than XOMO's 1.01% expense ratio.
Dividends
SRLN vs. XOMO - Dividend Comparison
SRLN's dividend yield for the trailing twelve months is around 7.34%, less than XOMO's 37.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SRLN State Street Blackstone Senior Loan ETF | 7.34% | 7.67% | 8.58% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% |
XOMO YieldMax XOM Option Income Strategy ETF | 37.07% | 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
SRLN and XOMO have a correlation of -0.18, 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 SRLN (0.51%). In terms of maximum drawdown, SRLN dropped -22.29% vs XOMO's -18.90%.
On 1-year performance, XOMO leads with 29.81% vs 4.84% for SRLN. On fees, SRLN is cheaper at 0.70% per year. On volatility, SRLN has been the lower-risk option at 0.51%. 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 4.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SRLN is cheaper with a 0.70% expense ratio, compared with 1.01% for XOMO.
XOMO has the higher dividend yield at 37.07%, compared with 7.34% for SRLN.
SRLN is categorized as Bank Loan, while XOMO is Derivative Income. They also come from different issuers: State Street and YieldMax. Their fees differ too: 0.70% for SRLN and 1.01% for XOMO.
SRLN currently has the higher Sharpe Ratio (1.66 vs 1.45), 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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