TDSC vs. XOMO

Last updated Jun 3, 2026

TDSC (Cabana Target Drawdown 10 ETF) and XOMO (YieldMax XOM Option Income Strategy ETF) are both exchange-traded funds - TDSC is a Tactical Allocation fund actively managed by Exchange Traded Concepts, while XOMO is a Derivative Income fund actively managed by YieldMax. Both are actively managed. Over the past year, TDSC returned 20.40% vs 30.87% for XOMO. At a 0.26 correlation, their price movements are largely independent. TDSC charges 0.69%/yr vs 1.01%/yr for XOMO.

Performance

TDSC vs. XOMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cabana Target Drawdown 10 ETF (TDSC) and YieldMax XOM Option Income Strategy ETF (XOMO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TDSC achieves a 11.58% return, which is significantly lower than XOMO's 17.25% return.

TDSC

• 1D: 0.55%
• 1M: 3.52%
• YTD: 11.58%
• 6M: 11.52%
• 1Y: 20.40%
• 3Y*: 11.06%
• 5Y*: 3.44%
• 10Y*: —

XOMO

• 1D: 1.39%
• 1M: -1.15%
• YTD: 17.25%
• 6M: 19.54%
• 1Y: 30.87%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TDSC vs. XOMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
TDSC Cabana Target Drawdown 10 ETF	11.58%	6.56%	7.10%	8.75%
XOMO YieldMax XOM Option Income Strategy ETF	17.25%	6.90%	6.11%	-8.62%

Correlation

The correlation between TDSC and XOMO is 0.09, 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	0.09
Correlation (All Time) Calculated using the full available price history since Sep 1, 2023	0.26

The correlation between TDSC and XOMO shifts across timeframes, from 0.09 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

Return for Risk

TDSC vs. XOMO — Risk / Return Rank

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

TDSC

TDSC Risk / Return Rank: 71
TDSC Sharpe Ratio Rank: 68
TDSC Sortino Ratio Rank: 70
TDSC Omega Ratio Rank: 67
TDSC Calmar Ratio Rank: 75
TDSC Martin Ratio Rank: 76

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.

TDSC vs. XOMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cabana Target Drawdown 10 ETF (TDSC) 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.

	TDSC	XOMO	Difference
Sharpe ratio Return per unit of total volatility	2.30	1.55	+0.76
Sortino ratio Return per unit of downside risk	3.24	2.06	+1.18
Omega ratio Gain probability vs. loss probability	1.41	1.27	+0.14
Calmar ratio Return relative to maximum drawdown	3.85	2.26	+1.60
Martin ratio Return relative to average drawdown	15.00	6.35	+8.65
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TDSC vs. XOMO - Sharpe Ratio Comparison

The current TDSC Sharpe Ratio is 2.30, which is higher than the XOMO Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of TDSC 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

	TDSC	XOMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.30	1.55	+0.76
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.34	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.39	+0.02

Drawdowns

TDSC vs. XOMO - Drawdown Comparison

The maximum TDSC drawdown since its inception was -21.51%, which is greater than XOMO's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for TDSC and XOMO.

Drawdown Indicators

	TDSC	XOMO	Difference
Max Drawdown Largest peak-to-trough decline	-21.51%	-18.90%	-2.61%
Max Drawdown (1Y) Largest decline over 1 year	-5.35%	-13.73%	+8.38%
Max Drawdown (3Y) Largest decline over 3 years	-14.24%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-21.51%	—	—
Current Drawdown Current decline from peak	0.00%	-9.89%	+9.89%
Average Drawdown Average peak-to-trough decline	-9.39%	-7.21%	-2.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.37%	4.88%	-3.51%

Volatility

TDSC vs. XOMO - Volatility Comparison

The current volatility for Cabana Target Drawdown 10 ETF (TDSC) is 2.12%, while YieldMax XOM Option Income Strategy ETF (XOMO) has a volatility of 7.53%. This indicates that TDSC 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

	TDSC	XOMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.12%	7.53%	-5.41%
Volatility (6M) Calculated over the trailing 6-month period	6.64%	16.61%	-9.97%
Volatility (1Y) Calculated over the trailing 1-year period	8.89%	20.07%	-11.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.28%	18.95%	-8.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.23%	18.95%	-8.72%

TDSC vs. XOMO - Expense Ratio Comparison

TDSC has a 0.69% expense ratio, which is lower than XOMO's 1.01% expense ratio.

Dividends

TDSC vs. XOMO - Dividend Comparison

TDSC's dividend yield for the trailing twelve months is around 2.00%, less than XOMO's 34.77% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
TDSC Cabana Target Drawdown 10 ETF	2.00%	2.92%	2.06%	2.06%	1.76%	1.11%	0.54%
XOMO YieldMax XOM Option Income Strategy ETF	34.77%	31.64%	26.94%	5.13%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TDSC and XOMO in my portfolio?

TDSC and XOMO have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TDSC or XOMO?

XOMO has higher volatility (7.53%) compared to TDSC (2.12%). In terms of maximum drawdown, TDSC dropped -21.51% vs XOMO's -18.90%.

Which ETF is better, TDSC or XOMO?

On 1-year performance, XOMO leads with 30.87% vs 20.40% for TDSC. On fees, TDSC is cheaper at 0.69% per year. On volatility, TDSC has been the lower-risk option at 2.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TDSC or XOMO?

Over the 1-year period, XOMO has performed better with a 30.87% return vs 20.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TDSC or XOMO?

TDSC is cheaper with a 0.69% expense ratio, compared with 1.01% for XOMO.

Which ETF pays a higher dividend yield, TDSC or XOMO?

XOMO has the higher dividend yield at 34.77%, compared with 2.00% for TDSC.

What is the main difference between TDSC and XOMO?

TDSC is categorized as Tactical Allocation, while XOMO is Derivative Income. They also come from different issuers: Exchange Traded Concepts and YieldMax. Their fees differ too: 0.69% for TDSC and 1.01% for XOMO.

Which has better risk-adjusted returns?

TDSC currently has the higher Sharpe Ratio (2.30 vs 1.55), 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.