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XOMO vs. FTHI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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XOMO vs. FTHI - Yearly Performance Comparison


2026 (YTD)202520242023
XOMO
YieldMax XOM Option Income Strategy ETF
23.45%6.90%6.11%-8.62%
FTHI
First Trust BuyWrite Income ETF
-0.05%11.03%19.02%4.32%

Returns By Period

In the year-to-date period, XOMO achieves a 23.45% return, which is significantly higher than FTHI's -0.05% return.


XOMO

1D
-4.29%
1M
2.32%
YTD
23.45%
6M
31.32%
1Y
22.43%
3Y*
5Y*
10Y*

FTHI

1D
0.57%
1M
-1.95%
YTD
-0.05%
6M
1.72%
1Y
15.03%
3Y*
14.37%
5Y*
10.30%
10Y*
8.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

XOMO vs. FTHI — Risk / Return Rank

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

XOMO
XOMO Risk / Return Rank: 4949
Overall Rank
XOMO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
XOMO Sortino Ratio Rank: 5050
Sortino Ratio Rank
XOMO Omega Ratio Rank: 5050
Omega Ratio Rank
XOMO Calmar Ratio Rank: 5454
Calmar Ratio Rank
XOMO Martin Ratio Rank: 3535
Martin Ratio Rank

FTHI
FTHI Risk / Return Rank: 6060
Overall Rank
FTHI Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
FTHI Sortino Ratio Rank: 5757
Sortino Ratio Rank
FTHI Omega Ratio Rank: 6666
Omega Ratio Rank
FTHI Calmar Ratio Rank: 5353
Calmar Ratio Rank
FTHI Martin Ratio Rank: 7272
Martin Ratio Rank
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. FTHI - Risk-Adjusted Trends 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.


XOMOFTHIDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.01

+0.02

Sortino ratio

Return per unit of downside risk

1.40

1.53

-0.13

Omega ratio

Gain probability vs. loss probability

1.20

1.25

-0.05

Calmar ratio

Return relative to maximum drawdown

1.47

1.42

+0.05

Martin ratio

Return relative to average drawdown

3.35

7.92

-4.57

XOMO vs. FTHI - Sharpe Ratio Comparison

The current XOMO Sharpe Ratio is 1.02, which is comparable to the FTHI Sharpe Ratio of 1.01. 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.


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Sharpe Ratios by Period


XOMOFTHIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.01

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.51

+0.04

Correlation

The correlation between XOMO and FTHI is 0.10, 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.


Dividends

XOMO vs. FTHI - Dividend Comparison

XOMO's dividend yield for the trailing twelve months is around 30.57%, more than FTHI's 8.94% yield.


TTM20252024202320222021202020192018201720162015
XOMO
YieldMax XOM Option Income Strategy ETF
30.57%31.64%26.94%5.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTHI
First Trust BuyWrite Income ETF
8.94%8.70%8.61%8.50%9.06%4.37%4.76%4.21%4.76%4.00%4.41%4.98%

Drawdowns

XOMO vs. FTHI - Drawdown Comparison

The maximum XOMO drawdown since its inception was -18.90%, 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.


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Drawdown Indicators


XOMOFTHIDifference

Max Drawdown

Largest peak-to-trough decline

-18.90%

-32.65%

+13.75%

Max Drawdown (1Y)

Largest decline over 1 year

-15.24%

-10.92%

-4.32%

Max Drawdown (5Y)

Largest decline over 5 years

-16.70%

Max Drawdown (10Y)

Largest decline over 10 years

-32.65%

Current Drawdown

Current decline from peak

-5.12%

-2.81%

-2.31%

Average Drawdown

Average peak-to-trough decline

-7.05%

-3.73%

-3.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.69%

1.96%

+4.73%

Volatility

XOMO vs. FTHI - Volatility Comparison

YieldMax XOM Option Income Strategy ETF (XOMO) has a higher volatility of 6.57% compared to First Trust BuyWrite Income ETF (FTHI) at 4.34%. 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.


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Volatility by Period


XOMOFTHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.57%

4.34%

+2.23%

Volatility (6M)

Calculated over the trailing 6-month period

13.81%

7.62%

+6.19%

Volatility (1Y)

Calculated over the trailing 1-year period

22.02%

15.00%

+7.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.46%

13.54%

+4.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.46%

14.37%

+4.09%