XOMO vs. GRNI
XOMO (YieldMax XOM Option Income Strategy ETF) and GRNI (Fundstrat Granny Shots US Large Cap & Income ETF) are both Derivative Income funds. Both are actively managed. At a correlation of -0.23, they often move in opposite directions. XOMO charges 1.01%/yr vs 0.99%/yr for GRNI.
Performance
XOMO vs. GRNI - Performance Comparison
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Returns By Period
In the year-to-date period, XOMO achieves a 10.22% return, which is significantly higher than GRNI's 7.47% return.
XOMO
- 1D
- 0.93%
- 1M
- -6.78%
- YTD
- 10.22%
- 6M
- 11.32%
- 1Y
- 16.88%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GRNI
- 1D
- -1.14%
- 1M
- 0.03%
- YTD
- 7.47%
- 6M
- 6.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XOMO vs. GRNI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XOMO YieldMax XOM Option Income Strategy ETF | 10.22% | 1.96% |
GRNI Fundstrat Granny Shots US Large Cap & Income ETF | 7.47% | 2.24% |
Correlation
The correlation between XOMO and GRNI is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 18, 2025 | -0.23 |
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Return for Risk
XOMO vs. GRNI — Risk / Return Rank
XOMO
GRNI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
XOMO vs. GRNI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax XOM Option Income Strategy ETF (XOMO) and Fundstrat Granny Shots US Large Cap & Income ETF (GRNI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XOMO | GRNI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.16 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.01 | — | — |
| Martin ratioReturn relative to average drawdown | 2.99 | — | — |
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Drawdowns
XOMO vs. GRNI - Drawdown Comparison
The maximum XOMO drawdown since its inception was -18.90%, which is greater than GRNI's maximum drawdown of -9.55%. Use the drawdown chart below to compare losses from any high point for XOMO and GRNI.
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Drawdown Indicators
| XOMO | GRNI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.90% | -9.55% | -9.35% |
Max Drawdown (1Y)Largest decline over 1 year | -16.86% | — | — |
Current DrawdownCurrent decline from peak | -15.29% | -2.61% | -12.68% |
Average DrawdownAverage peak-to-trough decline | -7.31% | -2.11% | -5.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.66% | — | — |
Volatility
XOMO vs. GRNI - Volatility Comparison
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Volatility by Period
| XOMO | GRNI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.49% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 17.38% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.65% | 17.55% | +3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.13% | 17.55% | +1.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.13% | 17.55% | +1.58% |
XOMO vs. GRNI - Expense Ratio Comparison
XOMO has a 1.01% expense ratio, which is higher than GRNI's 0.99% expense ratio.
Dividends
XOMO vs. GRNI - Dividend Comparison
XOMO's dividend yield for the trailing twelve months is around 37.38%, more than GRNI's 4.88% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
GRNI Fundstrat Granny Shots US Large Cap & Income ETF | 4.88% | 0.83% | 0.00% | 0.00% |
XOMO YieldMax XOM Option Income Strategy ETF | 37.38% | 31.64% | 26.94% | 5.13% |
Frequently Asked Questions
XOMO and GRNI have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GRNI is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GRNI is cheaper with a 0.99% expense ratio, compared with 1.01% for XOMO.
XOMO has the higher dividend yield at 37.38%, compared with 4.88% for GRNI.
They also come from different issuers: YieldMax and Tidal. Their fees differ too: 1.01% for XOMO and 0.99% for GRNI.
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