XOMO vs. BRKC

Last updated Jun 4, 2026

XOMO (YieldMax XOM Option Income Strategy ETF) and BRKC (YieldMax BRK.B Option Income Strategy ETF) are both Derivative Income funds from YieldMax. Both are actively managed. At a 0.04 correlation, their price movements are largely independent. XOMO charges 1.01%/yr vs 0.99%/yr for BRKC.

Performance

XOMO vs. BRKC - Performance Comparison

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

Returns By Period

In the year-to-date period, XOMO achieves a 17.25% return, which is significantly higher than BRKC's -3.65% return.

XOMO

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

BRKC

• 1D: 0.72%
• 1M: 1.28%
• YTD: -3.65%
• 6M: -4.08%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XOMO vs. BRKC - Yearly Performance Comparison

	2026 (YTD)	2025
XOMO YieldMax XOM Option Income Strategy ETF	17.25%	13.07%
BRKC YieldMax BRK.B Option Income Strategy ETF	-3.65%	0.93%

Correlation

The correlation between XOMO and BRKC is 0.04, 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 (All Time) Calculated using the full available price history since Jun 6, 2025	0.04

Return for Risk

XOMO vs. BRKC — Risk / Return Rank

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

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.

XOMO vs. BRKC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax XOM Option Income Strategy ETF (XOMO) and YieldMax BRK.B Option Income Strategy ETF (BRKC). 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.

	XOMO	BRKC	Difference
Sharpe ratio Return per unit of total volatility	1.55	—	—
Sortino ratio Return per unit of downside risk	2.06	—	—
Omega ratio Gain probability vs. loss probability	1.27	—	—
Calmar ratio Return relative to maximum drawdown	2.26	—	—
Martin ratio Return relative to average drawdown	6.35	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	XOMO	BRKC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.55	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	-0.22	+0.61

Drawdowns

XOMO vs. BRKC - Drawdown Comparison

The maximum XOMO drawdown since its inception was -18.90%, which is greater than BRKC's maximum drawdown of -7.59%. Use the drawdown chart below to compare losses from any high point for XOMO and BRKC.

Drawdown Indicators

	XOMO	BRKC	Difference
Max Drawdown Largest peak-to-trough decline	-18.90%	-7.59%	-11.31%
Max Drawdown (1Y) Largest decline over 1 year	-13.73%	—	—
Current Drawdown Current decline from peak	-9.89%	-5.59%	-4.30%
Average Drawdown Average peak-to-trough decline	-7.21%	-3.12%	-4.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.88%	—	—

Volatility

Volatility by Period

	XOMO	BRKC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.53%	—	—
Volatility (6M) Calculated over the trailing 6-month period	16.61%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	20.07%	12.68%	+7.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.95%	12.68%	+6.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.95%	12.68%	+6.27%

XOMO vs. BRKC - Expense Ratio Comparison

XOMO has a 1.01% expense ratio, which is higher than BRKC's 0.99% expense ratio.

Dividends

XOMO vs. BRKC - Dividend Comparison

XOMO's dividend yield for the trailing twelve months is around 34.77%, more than BRKC's 20.15% yield.

Position	TTM	2025	2024	2023
BRKC YieldMax BRK.B Option Income Strategy ETF	20.15%	10.81%	0.00%	0.00%
XOMO YieldMax XOM Option Income Strategy ETF	34.77%	31.64%	26.94%	5.13%

Frequently Asked Questions

Can I hold both XOMO and BRKC in my portfolio?

XOMO and BRKC have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XOMO or BRKC?

On fees, BRKC is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XOMO or BRKC?

BRKC is cheaper with a 0.99% expense ratio, compared with 1.01% for XOMO.

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

XOMO has the higher dividend yield at 34.77%, compared with 20.15% for BRKC.

What is the main difference between XOMO and BRKC?

Their fees differ too: 1.01% for XOMO and 0.99% for BRKC.