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WISE vs. XOMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WISE vs. XOMO - Performance Comparison

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

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Returns By Period

In the year-to-date period, WISE achieves a -8.91% return, which is significantly lower than XOMO's 20.15% return.


WISE

1D
3.57%
1M
-3.63%
6M
-6.05%
YTD
-8.91%
1Y
0.31%
3Y*
5Y*
10Y*
ALL TIME*
15.55%

XOMO

1D
-0.09%
1M
10.85%
6M
7.87%
YTD
20.15%
1Y
29.81%
3Y*
5Y*
10Y*
ALL TIME*
7.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$181.34K$202.97K$449.21K
$559.24K$694.66K$715.05K

WISE vs. XOMO - Yearly Performance Comparison


2026 (YTD)202520242023
WISE
Themes Generative Artificial Intelligence ETF
-8.91%5.88%40.45%8.33%
XOMO
YieldMax XOM Option Income Strategy ETF
20.15%6.90%6.11%2.58%

Correlation

The correlation between WISE and XOMO is -0.24, 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.

-0.24

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2023

-0.05

The correlation between WISE and XOMO shifts across timeframes, from -0.24 (1 year) to -0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WISE vs. XOMO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WISE
WISE Risk / Return Rank: 1212
Overall Rank
WISE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
WISE Sortino Ratio Rank: 1212
Sortino Ratio Rank
WISE Omega Ratio Rank: 1212
Omega Ratio Rank
WISE Calmar Ratio Rank: 1111
Calmar Ratio Rank
WISE Martin Ratio Rank: 1111
Martin Ratio Rank

XOMO
XOMO Risk / Return Rank: 5252
Overall Rank
XOMO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XOMO Sortino Ratio Rank: 5555
Sortino Ratio Rank
XOMO Omega Ratio Rank: 5757
Omega Ratio Rank
XOMO Calmar Ratio Rank: 4646
Calmar Ratio Rank
XOMO Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WISE vs. XOMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Themes Generative Artificial Intelligence ETF (WISE) 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.


WISEXOMODifference
Sharpe ratioReturn per unit of total volatility

-1.44

Sortino ratioReturn per unit of downside risk

-1.71

Omega ratioGain probability vs. loss probability

1.03

1.26

-0.23

Calmar ratioReturn relative to maximum drawdown

0.01

1.74

-1.73

Martin ratioReturn relative to average drawdown

0.02

4.35

-4.33

WISE vs. XOMO - Sharpe Ratio Comparison

The current WISE Sharpe Ratio is 0.01, which is lower than the XOMO Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of WISE 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.


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Drawdowns

WISE vs. XOMO - Drawdown Comparison

The maximum WISE drawdown since its inception was -39.15%, which is greater than XOMO's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for WISE and XOMO.


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Drawdown Indicators


WISEXOMODifference

Max Drawdown

Largest peak-to-trough decline

-39.15%

-18.90%

-20.25%

Max Drawdown (1Y)

Largest decline over 1 year

-34.08%

-17.25%

-16.83%

Current Drawdown

Current decline from peak

-22.45%

-7.65%

-14.80%

Average Drawdown

Average peak-to-trough decline

-12.34%

-7.50%

-4.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.28%

6.89%

+9.39%

Volatility

WISE vs. XOMO - Volatility Comparison

Themes Generative Artificial Intelligence ETF (WISE) has a higher volatility of 11.39% compared to YieldMax XOM Option Income Strategy ETF (XOMO) at 6.21%. This indicates that WISE's price experiences larger fluctuations and is considered to be riskier 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


WISEXOMODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.39%

6.21%

+5.18%

Volatility (6M)

Calculated over the trailing 6-month period

27.27%

17.24%

+10.03%

Volatility (1Y)

Calculated over the trailing 1-year period

35.04%

20.67%

+14.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.06%

19.19%

+14.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.06%

19.19%

+14.87%

WISE vs. XOMO - Expense Ratio Comparison

WISE has a 0.35% expense ratio, which is lower than XOMO's 1.01% expense ratio.


Dividends

WISE vs. XOMO - Dividend Comparison

WISE's dividend yield for the trailing twelve months is around 4.53%, less than XOMO's 37.07% yield.


PositionTTM202520242023
WISE
Themes Generative Artificial Intelligence ETF
4.53%4.12%0.00%0.00%
XOMO
YieldMax XOM Option Income Strategy ETF
37.07%31.64%26.94%5.13%

Frequently Asked Questions


WISE and XOMO have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WISE has higher volatility (11.39%) compared to XOMO (6.21%). In terms of maximum drawdown, WISE dropped -39.15% vs XOMO's -18.90%.

On 1-year performance, XOMO leads with 29.81% vs 0.31% for WISE. On fees, WISE is cheaper at 0.35% per year. On volatility, XOMO has been the lower-risk option at 6.21%. 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 0.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

WISE is cheaper with a 0.35% expense ratio, compared with 1.01% for XOMO.

XOMO has the higher dividend yield at 37.07%, compared with 4.53% for WISE.

WISE is categorized as Artificial Intelligence, while XOMO is Derivative Income. They also come from different issuers: Themes and YieldMax. Their fees differ too: 0.35% for WISE and 1.01% for XOMO.

XOMO currently has the higher Sharpe Ratio (1.45 vs 0.01), 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.

Portfolio Optimizer

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