XOMO vs. DFSD

Last updated Jun 23, 2026

XOMO (YieldMax XOM Option Income Strategy ETF) and DFSD (Dimensional Short-Duration Fixed Income ETF) are both exchange-traded funds - XOMO is a Derivative Income fund actively managed by YieldMax, while DFSD is a Short-Term Bond fund actively managed by Dimensional. Both are actively managed. Over the past year, XOMO returned 12.73% vs 3.88% for DFSD. At a correlation of -0.11, they often move in opposite directions. XOMO charges 1.01%/yr vs 0.16%/yr for DFSD.

Performance

XOMO vs. DFSD - Performance Comparison

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

Returns By Period

In the year-to-date period, XOMO achieves a 9.20% return, which is significantly higher than DFSD's 0.67% return.

XOMO

• 1D: 0.94%
• 1M: -7.65%
• YTD: 9.20%
• 6M: 10.95%
• 1Y: 12.73%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DFSD

• 1D: -0.10%
• 1M: 0.27%
• YTD: 0.67%
• 6M: 0.81%
• 1Y: 3.88%
• 3Y*: 5.31%
• 5Y*: —
• 10Y*: —

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

XOMO vs. DFSD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
XOMO YieldMax XOM Option Income Strategy ETF	9.20%	6.90%	6.11%	-8.59%
DFSD Dimensional Short-Duration Fixed Income ETF	0.67%	6.59%	4.60%	3.20%

Correlation

The correlation between XOMO and DFSD is -0.28, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.28
Correlation (All Time) Calculated using the full available price history since Aug 31, 2023	-0.11

The correlation between XOMO and DFSD shifts across timeframes, from -0.28 (1 year) to -0.11 (all time), reflecting how their relationship changes across market environments.

Return for Risk

XOMO vs. DFSD — Risk / Return Rank

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

XOMO

XOMO Risk / Return Rank: 18
XOMO Sharpe Ratio Rank: 19
XOMO Sortino Ratio Rank: 17
XOMO Omega Ratio Rank: 18
XOMO Calmar Ratio Rank: 18
XOMO Martin Ratio Rank: 20

DFSD

DFSD Risk / Return Rank: 63
DFSD Sharpe Ratio Rank: 63
DFSD Sortino Ratio Rank: 71
DFSD Omega Ratio Rank: 69
DFSD Calmar Ratio Rank: 55
DFSD Martin Ratio Rank: 59

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. DFSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax XOM Option Income Strategy ETF (XOMO) and Dimensional Short-Duration Fixed Income ETF (DFSD). 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.

	XOMO	DFSD	Difference
Sharpe ratio: Return per unit of total volatility	0.62	2.02	-1.40
Sortino ratio: Return per unit of downside risk	0.94	3.08	-2.15
Omega ratio: Gain probability vs. loss probability	1.12	1.39	-0.27
Calmar ratio: Return relative to maximum drawdown	0.76	2.66	-1.90
Martin ratio: Return relative to average drawdown	2.29	10.08	-7.79

XOMO vs. DFSD - Sharpe Ratio Comparison

The current XOMO Sharpe Ratio is 0.62, which is lower than the DFSD Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of XOMO and DFSD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XOMO vs. DFSD - Drawdown Comparison

The maximum XOMO drawdown since its inception was -18.90%, which is greater than DFSD's maximum drawdown of -8.45%. Use the drawdown chart below to compare losses from any high point for XOMO and DFSD.

Drawdown Indicators

	XOMO	DFSD	Difference
Max Drawdown Largest peak-to-trough decline	-18.90%	-8.45%	-10.45%
Max Drawdown (1Y) Largest decline over 1 year	-16.86%	-1.47%	-15.39%
Max Drawdown (3Y) Largest decline over 3 years	—	-1.47%	—
Current Drawdown Current decline from peak	-16.08%	-0.39%	-15.69%
Average Drawdown Average peak-to-trough decline	-7.30%	-2.05%	-5.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.65%	0.39%	+5.26%

Volatility

XOMO vs. DFSD - Volatility Comparison

YieldMax XOM Option Income Strategy ETF (XOMO) has a higher volatility of 7.38% compared to Dimensional Short-Duration Fixed Income ETF (DFSD) at 0.64%. This indicates that XOMO's price experiences larger fluctuations and is considered to be riskier than DFSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XOMO	DFSD	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.38%	0.64%	+6.74%
Volatility (6M) Calculated over the trailing 6-month period	17.38%	1.53%	+15.85%
Volatility (1Y) Calculated over the trailing 1-year period	20.67%	1.93%	+18.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.13%	2.77%	+16.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.13%	2.77%	+16.36%

XOMO vs. DFSD - Expense Ratio Comparison

XOMO has a 1.01% expense ratio, which is higher than DFSD's 0.16% expense ratio.

Dividends

XOMO vs. DFSD - Dividend Comparison

XOMO's dividend yield for the trailing twelve months is around 37.73%, more than DFSD's 3.97% yield.

Position	TTM	2025	2024	2023	2022	2021
DFSD Dimensional Short-Duration Fixed Income ETF	3.97%	4.12%	4.81%	3.89%	2.12%	0.11%
XOMO YieldMax XOM Option Income Strategy ETF	37.73%	31.64%	26.94%	5.13%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XOMO and DFSD in my portfolio?

XOMO and DFSD have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XOMO or DFSD?

XOMO has higher volatility (7.38%) compared to DFSD (0.64%). In terms of maximum drawdown, XOMO dropped -18.90% vs DFSD's -8.45%.

Which ETF is better, XOMO or DFSD?

On 1-year performance, XOMO leads with 12.73% vs 3.88% for DFSD. On fees, DFSD is cheaper at 0.16% per year. On volatility, DFSD has been the lower-risk option at 0.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XOMO or DFSD?

Over the 1-year period, XOMO has performed better with a 12.73% return vs 3.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XOMO or DFSD?

DFSD is cheaper with a 0.16% expense ratio, compared with 1.01% for XOMO.

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

XOMO has the higher dividend yield at 37.73%, compared with 3.97% for DFSD.

What is the main difference between XOMO and DFSD?

XOMO is categorized as Derivative Income, while DFSD is Short-Term Bond. They also come from different issuers: YieldMax and Dimensional. Their fees differ too: 1.01% for XOMO and 0.16% for DFSD.

Which has better risk-adjusted returns?

DFSD currently has the higher Sharpe Ratio (2.02 vs 0.62), 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.