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

Correlation

The correlation between XOMO and FTHI is 0.18, 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.


-0.50.00.51.00.2

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.

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-4.55%
24.69%
XOMO
FTHI

Key characteristics

Sharpe Ratio

XOMO:

0.26

FTHI:

2.35

Sortino Ratio

XOMO:

0.44

FTHI:

3.08

Omega Ratio

XOMO:

1.06

FTHI:

1.51

Calmar Ratio

XOMO:

0.28

FTHI:

3.49

Martin Ratio

XOMO:

0.96

FTHI:

19.00

Ulcer Index

XOMO:

3.87%

FTHI:

1.06%

Daily Std Dev

XOMO:

14.32%

FTHI:

8.61%

Max Drawdown

XOMO:

-13.53%

FTHI:

-32.65%

Current Drawdown

XOMO:

-12.65%

FTHI:

-2.09%

Returns By Period

In the year-to-date period, XOMO achieves a 4.46% return, which is significantly lower than FTHI's 19.53% return.


XOMO

YTD

4.46%

1M

-11.14%

6M

-2.22%

1Y

2.91%

5Y*

N/A

10Y*

N/A

FTHI

YTD

19.53%

1M

0.35%

6M

9.16%

1Y

19.65%

5Y*

7.88%

10Y*

7.70%

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.


XOMO
YieldMax XOM Option Income Strategy ETF
Expense ratio chart for XOMO: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
Expense ratio chart for FTHI: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

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.


Sharpe ratio
The chart of Sharpe ratio for XOMO, currently valued at 0.26, compared to the broader market0.002.004.000.262.35
The chart of Sortino ratio for XOMO, currently valued at 0.44, compared to the broader market-2.000.002.004.006.008.0010.000.443.08
The chart of Omega ratio for XOMO, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.51
The chart of Calmar ratio for XOMO, currently valued at 0.28, compared to the broader market0.005.0010.0015.000.283.49
The chart of Martin ratio for XOMO, currently valued at 0.96, compared to the broader market0.0020.0040.0060.0080.00100.000.9619.00
XOMO
FTHI

The current XOMO Sharpe Ratio is 0.26, which is lower than the FTHI Sharpe Ratio of 2.35. 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 Ratio0.001.002.003.004.00Sep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
0.26
2.35
XOMO
FTHI

Dividends

XOMO vs. FTHI - Dividend Comparison

XOMO's dividend yield for the trailing twelve months is around 25.27%, more than FTHI's 9.23% yield.


TTM2023202220212020201920182017201620152014
XOMO
YieldMax XOM Option Income Strategy ETF
25.27%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
8.58%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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.65%
-2.09%
XOMO
FTHI

Volatility

XOMO vs. FTHI - Volatility Comparison

YieldMax XOM Option Income Strategy ETF (XOMO) has a higher volatility of 4.32% compared to First Trust BuyWrite Income ETF (FTHI) at 2.90%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.32%
2.90%
XOMO
FTHI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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