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

Correlation

The correlation between XOMO and FTHI is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


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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Key characteristics

Daily Std Dev

XOMO:

10.06%

FTHI:

4.31%

Max Drawdown

XOMO:

0.00%

FTHI:

-0.37%

Current Drawdown

XOMO:

0.00%

FTHI:

0.00%

Returns By Period


XOMO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FTHI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*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.


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 99
Overall Rank
The Sharpe Ratio Rank of XOMO is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of XOMO is 1010
Sortino Ratio Rank
The Omega Ratio Rank of XOMO is 1010
Omega Ratio Rank
The Calmar Ratio Rank of XOMO is 77
Calmar Ratio Rank
The Martin Ratio Rank of XOMO is 99
Martin Ratio Rank

FTHI
The Risk-Adjusted Performance Rank of FTHI is 5656
Overall Rank
The Sharpe Ratio Rank of FTHI is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of FTHI is 5252
Sortino Ratio Rank
The Omega Ratio Rank of FTHI is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FTHI is 5757
Calmar Ratio Rank
The Martin Ratio Rank of FTHI is 6060
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.



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Dividends

XOMO vs. FTHI - Dividend Comparison

XOMO's dividend yield for the trailing twelve months is around 28.83%, while FTHI has not paid dividends to shareholders.


TTM20242023
XOMO
YieldMax XOM Option Income Strategy ETF
28.83%0.00%0.00%
FTHI
First Trust BuyWrite Income ETF
0.00%0.00%0.00%

Drawdowns

XOMO vs. FTHI - Drawdown Comparison

The maximum XOMO drawdown since its inception was 0.00%, smaller than the maximum FTHI drawdown of -0.37%. Use the drawdown chart below to compare losses from any high point for XOMO and FTHI. For additional features, visit the drawdowns tool.


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Volatility

XOMO vs. FTHI - Volatility Comparison


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