XOMO vs. FTHI
Compare and contrast key facts about YieldMax XOM Option Income Strategy ETF (XOMO) and First Trust BuyWrite Income ETF (FTHI).
XOMO and FTHI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XOMO is an actively managed fund by YieldMax. It was launched on Aug 30, 2023. FTHI is an actively managed fund by First Trust. It was launched on Jan 6, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XOMO or FTHI.
Key characteristics
| XOMO | FTHI | |
|---|---|---|
| YTD Return | 16.03% | 20.07% |
| 1Y Return | 16.44% | 26.61% |
| Sharpe Ratio | 1.14 | 3.16 |
| Sortino Ratio | 1.61 | 4.27 |
| Omega Ratio | 1.21 | 1.69 |
| Calmar Ratio | 1.22 | 4.50 |
| Martin Ratio | 5.17 | 25.80 |
| Ulcer Index | 3.18% | 1.01% |
| Daily Std Dev | 14.36% | 8.25% |
| Max Drawdown | -13.53% | -32.65% |
| Current Drawdown | -2.97% | 0.00% |
Correlation
The correlation between XOMO and FTHI is 0.20, 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. FTHI - Performance Comparison
In the year-to-date period, XOMO achieves a 16.03% return, which is significantly lower than FTHI's 20.07% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XOMO vs. FTHI - Expense Ratio Comparison
XOMO has a 1.01% expense ratio, which is higher than FTHI's 0.85% expense ratio.
Risk-Adjusted Performance
XOMO vs. FTHI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax XOM Option Income Strategy ETF (XOMO) and First Trust BuyWrite Income ETF (FTHI). 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.
Dividends
XOMO vs. FTHI - Dividend Comparison
XOMO's dividend yield for the trailing twelve months is around 20.20%, more than FTHI's 8.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XOMO YieldMax XOM Option Income Strategy ETF | 20.20% | 5.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTHI First Trust BuyWrite Income ETF | 8.25% | 8.50% | 9.06% | 4.37% | 4.76% | 4.21% | 4.76% | 4.02% | 4.43% | 4.98% | 3.96% |
Drawdowns
XOMO vs. FTHI - Drawdown Comparison
The maximum XOMO drawdown since its inception was -13.53%, smaller than the maximum FTHI drawdown of -32.65%. Use the drawdown chart below to compare losses from any high point for XOMO and FTHI. For additional features, visit the drawdowns tool.
Volatility
XOMO vs. FTHI - Volatility Comparison
YieldMax XOM Option Income Strategy ETF (XOMO) has a higher volatility of 4.57% compared to First Trust BuyWrite Income ETF (FTHI) at 2.74%. This indicates that XOMO's price experiences larger fluctuations and is considered to be riskier than FTHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.