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XOMO vs. FBY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XOMO and FBY is 0.17, 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.


Performance

XOMO vs. FBY - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%120.00%December2025FebruaryMarchAprilMay
-7.02%
69.17%
XOMO
FBY

Key characteristics

Sharpe Ratio

XOMO:

-0.35

FBY:

0.81

Sortino Ratio

XOMO:

-0.34

FBY:

1.25

Omega Ratio

XOMO:

0.95

FBY:

1.17

Calmar Ratio

XOMO:

-0.38

FBY:

0.76

Martin Ratio

XOMO:

-0.95

FBY:

2.47

Ulcer Index

XOMO:

7.49%

FBY:

9.64%

Daily Std Dev

XOMO:

20.13%

FBY:

29.45%

Max Drawdown

XOMO:

-18.89%

FBY:

-31.53%

Current Drawdown

XOMO:

-14.91%

FBY:

-20.07%

Returns By Period

In the year-to-date period, XOMO achieves a -4.11% return, which is significantly higher than FBY's -6.04% return.


XOMO

YTD

-4.11%

1M

0.47%

6M

-11.27%

1Y

-7.41%

5Y*

N/A

10Y*

N/A

FBY

YTD

-6.04%

1M

12.63%

6M

-2.77%

1Y

19.57%

5Y*

N/A

10Y*

N/A

*Annualized

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XOMO vs. FBY - Expense Ratio Comparison

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


Risk-Adjusted Performance

XOMO vs. FBY — Risk-Adjusted Performance Rank

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

XOMO
The Risk-Adjusted Performance Rank of XOMO is 66
Overall Rank
The Sharpe Ratio Rank of XOMO is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of XOMO is 77
Sortino Ratio Rank
The Omega Ratio Rank of XOMO is 77
Omega Ratio Rank
The Calmar Ratio Rank of XOMO is 44
Calmar Ratio Rank
The Martin Ratio Rank of XOMO is 66
Martin Ratio Rank

FBY
The Risk-Adjusted Performance Rank of FBY is 6969
Overall Rank
The Sharpe Ratio Rank of FBY is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of FBY is 7171
Sortino Ratio Rank
The Omega Ratio Rank of FBY is 7171
Omega Ratio Rank
The Calmar Ratio Rank of FBY is 7171
Calmar Ratio Rank
The Martin Ratio Rank of FBY is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XOMO vs. FBY - Risk-Adjusted Performance Comparison

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


The current XOMO Sharpe Ratio is -0.35, which is lower than the FBY Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of XOMO and FBY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50December2025FebruaryMarchAprilMay
-0.35
0.81
XOMO
FBY

Dividends

XOMO vs. FBY - Dividend Comparison

XOMO's dividend yield for the trailing twelve months is around 29.49%, less than FBY's 48.51% yield.


TTM20242023
XOMO
YieldMax XOM Option Income Strategy ETF
29.49%26.94%5.13%
FBY
YieldMax META Option Income ETF
48.51%53.90%8.31%

Drawdowns

XOMO vs. FBY - Drawdown Comparison

The maximum XOMO drawdown since its inception was -18.89%, smaller than the maximum FBY drawdown of -31.53%. Use the drawdown chart below to compare losses from any high point for XOMO and FBY. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-14.91%
-20.07%
XOMO
FBY

Volatility

XOMO vs. FBY - Volatility Comparison

The current volatility for YieldMax XOM Option Income Strategy ETF (XOMO) is 10.38%, while YieldMax META Option Income ETF (FBY) has a volatility of 14.69%. This indicates that XOMO experiences smaller price fluctuations and is considered to be less risky than FBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
10.38%
14.69%
XOMO
FBY