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

Correlation

The correlation between XOMO and FTHI 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.


-0.50.00.51.0
Correlation: 0.2

Performance

XOMO vs. FTHI - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%NovemberDecember2025FebruaryMarchApril
-5.28%
17.64%
XOMO
FTHI

Key characteristics

Sharpe Ratio

XOMO:

-0.39

FTHI:

0.46

Sortino Ratio

XOMO:

-0.39

FTHI:

0.75

Omega Ratio

XOMO:

0.95

FTHI:

1.12

Calmar Ratio

XOMO:

-0.41

FTHI:

0.47

Martin Ratio

XOMO:

-1.08

FTHI:

2.15

Ulcer Index

XOMO:

7.14%

FTHI:

3.46%

Daily Std Dev

XOMO:

19.98%

FTHI:

16.12%

Max Drawdown

XOMO:

-18.89%

FTHI:

-32.65%

Current Drawdown

XOMO:

-13.32%

FTHI:

-7.80%

Returns By Period

In the year-to-date period, XOMO achieves a -2.32% return, which is significantly higher than FTHI's -5.25% return.


XOMO

YTD

-2.32%

1M

-8.13%

6M

-9.98%

1Y

-8.42%

5Y*

N/A

10Y*

N/A

FTHI

YTD

-5.25%

1M

-3.72%

6M

-3.03%

1Y

6.40%

5Y*

11.12%

10Y*

6.58%

*Annualized

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XOMO vs. FTHI - Expense Ratio Comparison

XOMO has a 1.01% expense ratio, which is higher than FTHI's 0.85% expense ratio.


Expense ratio chart for XOMO: current value is 1.01%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XOMO: 1.01%
Expense ratio chart for FTHI: current value is 0.85%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FTHI: 0.85%

Risk-Adjusted Performance

XOMO vs. FTHI — 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 55
Martin Ratio Rank

FTHI
The Risk-Adjusted Performance Rank of FTHI is 6060
Overall Rank
The Sharpe Ratio Rank of FTHI is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of FTHI is 5656
Sortino Ratio Rank
The Omega Ratio Rank of FTHI is 6363
Omega Ratio Rank
The Calmar Ratio Rank of FTHI is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FTHI is 6363
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. 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.


The chart of Sharpe ratio for XOMO, currently valued at -0.39, compared to the broader market-1.000.001.002.003.004.00
XOMO: -0.39
FTHI: 0.46
The chart of Sortino ratio for XOMO, currently valued at -0.39, compared to the broader market-2.000.002.004.006.008.00
XOMO: -0.39
FTHI: 0.75
The chart of Omega ratio for XOMO, currently valued at 0.95, compared to the broader market0.501.001.502.002.50
XOMO: 0.95
FTHI: 1.12
The chart of Calmar ratio for XOMO, currently valued at -0.41, compared to the broader market0.002.004.006.008.0010.0012.00
XOMO: -0.41
FTHI: 0.47
The chart of Martin ratio for XOMO, currently valued at -1.08, compared to the broader market0.0020.0040.0060.00
XOMO: -1.08
FTHI: 2.15

The current XOMO Sharpe Ratio is -0.39, which is lower than the FTHI Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of XOMO and FTHI, 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.39
0.46
XOMO
FTHI

Dividends

XOMO vs. FTHI - Dividend Comparison

XOMO's dividend yield for the trailing twelve months is around 31.51%, more than FTHI's 9.52% yield.


TTM20242023202220212020201920182017201620152014
XOMO
YieldMax XOM Option Income Strategy ETF
31.51%26.94%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
9.52%8.61%8.50%9.06%4.37%4.76%4.21%4.76%4.00%4.41%4.98%3.96%

Drawdowns

XOMO vs. FTHI - Drawdown Comparison

The maximum XOMO drawdown since its inception was -18.89%, 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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.32%
-7.80%
XOMO
FTHI

Volatility

XOMO vs. FTHI - Volatility Comparison

YieldMax XOM Option Income Strategy ETF (XOMO) and First Trust BuyWrite Income ETF (FTHI) have volatilities of 13.11% and 12.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.11%
12.49%
XOMO
FTHI