VIG vs. XOMO
Compare and contrast key facts about Vanguard Dividend Appreciation ETF (VIG) and YieldMax XOM Option Income Strategy ETF (XOMO).
VIG and XOMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VIG is a passively managed fund by Vanguard that tracks the performance of the NASDAQ US Dividend Achievers Select Index. It was launched on Dec 19, 2013. XOMO is an actively managed fund by YieldMax. It was launched on Aug 30, 2023.
Performance
VIG vs. XOMO - Performance Comparison
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VIG vs. XOMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
VIG Vanguard Dividend Appreciation ETF | -1.48% | 14.17% | 16.99% | 5.57% |
XOMO YieldMax XOM Option Income Strategy ETF | 23.45% | 6.90% | 6.11% | -8.62% |
Returns By Period
In the year-to-date period, VIG achieves a -1.48% return, which is significantly lower than XOMO's 23.45% return.
VIG
- 1D
- 0.29%
- 1M
- -4.68%
- YTD
- -1.48%
- 6M
- 0.22%
- 1Y
- 13.20%
- 3Y*
- 13.91%
- 5Y*
- 9.83%
- 10Y*
- 12.29%
XOMO
- 1D
- -4.29%
- 1M
- 2.32%
- YTD
- 23.45%
- 6M
- 31.32%
- 1Y
- 22.43%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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VIG vs. XOMO - Expense Ratio Comparison
VIG has a 0.04% expense ratio, which is lower than XOMO's 1.01% expense ratio.
Return for Risk
VIG vs. XOMO — Risk / Return Rank
VIG
XOMO
VIG vs. XOMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation ETF (VIG) 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.
| VIG | XOMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 1.02 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.40 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.47 | -0.27 |
Martin ratioReturn relative to average drawdown | 5.31 | 3.35 | +1.96 |
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
| VIG | XOMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 1.02 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.55 | +0.03 |
Correlation
The correlation between VIG 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
VIG vs. XOMO - Dividend Comparison
VIG's dividend yield for the trailing twelve months is around 1.60%, less than XOMO's 30.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIG Vanguard Dividend Appreciation ETF | 1.60% | 1.62% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% |
XOMO YieldMax XOM Option Income Strategy ETF | 30.57% | 31.64% | 26.94% | 5.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VIG vs. XOMO - Drawdown Comparison
The maximum VIG drawdown since its inception was -46.81%, which is greater than XOMO's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for VIG and XOMO.
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Drawdown Indicators
| VIG | XOMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.81% | -18.90% | -27.91% |
Max Drawdown (1Y)Largest decline over 1 year | -10.83% | -15.24% | +4.41% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.72% | — | — |
Current DrawdownCurrent decline from peak | -5.73% | -5.12% | -0.61% |
Average DrawdownAverage peak-to-trough decline | -5.55% | -7.05% | +1.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 6.69% | -4.24% |
Volatility
VIG vs. XOMO - Volatility Comparison
The current volatility for Vanguard Dividend Appreciation ETF (VIG) is 4.05%, while YieldMax XOM Option Income Strategy ETF (XOMO) has a volatility of 6.57%. This indicates that VIG 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
| VIG | XOMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.05% | 6.57% | -2.52% |
Volatility (6M)Calculated over the trailing 6-month period | 7.82% | 13.81% | -5.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.28% | 22.02% | -6.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 18.46% | -4.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.04% | 18.46% | -2.42% |