XOMO vs. FIYY

Last updated Jul 14, 2026

XOMO (YieldMax XOM Option Income Strategy ETF) and FIYY (GraniteShares YieldBOOST 20Y+ Treasuries ETF) are both Derivative Income funds. Both are actively managed. At a correlation of -0.38, they often move in opposite directions. XOMO charges 1.01%/yr vs 1.07%/yr for FIYY.

Performance

XOMO vs. FIYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax XOM Option Income Strategy ETF (XOMO) and GraniteShares YieldBOOST 20Y+ Treasuries ETF (FIYY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

XOMO

• 1D: 3.50%
• 1M: -0.94%
• 6M: 11.69%
• YTD: 13.80%
• 1Y: 17.66%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FIYY

• 1D: -0.07%
• 1M: -0.64%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XOMO vs. FIYY - Yearly Performance Comparison

	2026 (YTD)
XOMO YieldMax XOM Option Income Strategy ETF	-4.06%
FIYY GraniteShares YieldBOOST 20Y+ Treasuries ETF	-2.01%

Correlation

The correlation between XOMO and FIYY is -0.38, 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 (All Time) Calculated using the full available price history since May 5, 2026	-0.38

Return for Risk

XOMO vs. FIYY — Risk / Return Rank

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

XOMO

XOMO Risk / Return Rank: 27
XOMO Sharpe Ratio Rank: 29
XOMO Sortino Ratio Rank: 27
XOMO Omega Ratio Rank: 29
XOMO Calmar Ratio Rank: 26
XOMO Martin Ratio Rank: 25

FIYY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. FIYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax XOM Option Income Strategy ETF (XOMO) and GraniteShares YieldBOOST 20Y+ Treasuries ETF (FIYY). 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	FIYY	Difference
Sharpe ratio: Return per unit of total volatility	0.85	—	—
Sortino ratio: Return per unit of downside risk	1.24	—	—
Omega ratio: Gain probability vs. loss probability	1.16	—	—
Calmar ratio: Return relative to maximum drawdown	1.03	—	—
Martin ratio: Return relative to average drawdown	2.67	—	—

Drawdowns

XOMO vs. FIYY - Drawdown Comparison

The maximum XOMO drawdown since its inception was -18.90%, which is greater than FIYY's maximum drawdown of -2.51%. Use the drawdown chart below to compare losses from any high point for XOMO and FIYY.

Drawdown Indicators

	XOMO	FIYY	Difference
Max Drawdown Largest peak-to-trough decline	-18.90%	-2.51%	-16.39%
Max Drawdown (1Y) Largest decline over 1 year	-17.25%	—	—
Current Drawdown Current decline from peak	-12.54%	-2.13%	-10.41%
Average Drawdown Average peak-to-trough decline	-7.47%	-1.47%	-6.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.74%	—	—

Volatility

Volatility by Period

	XOMO	FIYY	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.02%	—	—
Volatility (6M) Calculated over the trailing 6-month period	17.35%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	20.82%	5.08%	+15.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.23%	5.08%	+14.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.23%	5.08%	+14.15%

XOMO vs. FIYY - Expense Ratio Comparison

XOMO has a 1.01% expense ratio, which is lower than FIYY's 1.07% expense ratio.

Dividends

XOMO vs. FIYY - Dividend Comparison

XOMO's dividend yield for the trailing twelve months is around 35.53%, more than FIYY's 1.13% yield.

Position	TTM	2025	2024	2023
FIYY GraniteShares YieldBOOST 20Y+ Treasuries ETF	1.13%	0.00%	0.00%	0.00%
XOMO YieldMax XOM Option Income Strategy ETF	35.53%	31.64%	26.94%	5.13%

Frequently Asked Questions

Can I hold both XOMO and FIYY in my portfolio?

XOMO and FIYY have a correlation of -0.38, 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 FIYY?

On fees, XOMO is cheaper at 1.01% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XOMO or FIYY?

XOMO is cheaper with a 1.01% expense ratio, compared with 1.07% for FIYY.

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

XOMO has the higher dividend yield at 35.53%, compared with 1.13% for FIYY.

What is the main difference between XOMO and FIYY?

They also come from different issuers: YieldMax and GraniteShares. Their fees differ too: 1.01% for XOMO and 1.07% for FIYY.