XOMO vs. HELX

Last updated Jul 12, 2026

XOMO (YieldMax XOM Option Income Strategy ETF) and HELX (Franklin Genomic Advancements ETF) are both exchange-traded funds - XOMO is a Derivative Income fund actively managed by YieldMax, while HELX is a Health & Biotech Equities fund actively managed by Franklin Templeton. Both are actively managed. Over the past year, XOMO returned 13.68% vs 43.76% for HELX. At a correlation of -0.00, they often move in opposite directions. XOMO charges 1.01%/yr vs 0.50%/yr for HELX.

Performance

XOMO vs. HELX - Performance Comparison

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

Returns By Period

In the year-to-date period, XOMO achieves a 9.95% return, which is significantly lower than HELX's 10.67% return.

XOMO

• 1D: 0.57%
• 1M: -4.29%
• 6M: 7.46%
• YTD: 9.95%
• 1Y: 13.68%
• 3Y*: —
• 5Y*: —
• 10Y*: —

HELX

• 1D: -2.37%
• 1M: 13.34%
• 6M: 7.48%
• YTD: 10.67%
• 1Y: 43.76%
• 3Y*: 10.14%
• 5Y*: -4.57%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XOMO vs. HELX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
XOMO YieldMax XOM Option Income Strategy ETF	9.95%	6.90%	6.11%	-8.59%
HELX Franklin Genomic Advancements ETF	10.67%	26.34%	-5.32%	-1.52%

Correlation

The correlation between XOMO and HELX is -0.29, 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 (1Y) Calculated over the trailing 1-year period	-0.29
Correlation (All Time) Calculated using the full available price history since Aug 31, 2023	-0.00

Over the past year, the inverse relationship between XOMO and HELX has strengthened: their correlation has moved from -0.00 to -0.29, meaning they now move in opposite directions more often than their long-term average.

Return for Risk

XOMO vs. HELX — Risk / Return Rank

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

XOMO

XOMO Risk / Return Rank: 22
XOMO Sharpe Ratio Rank: 24
XOMO Sortino Ratio Rank: 22
XOMO Omega Ratio Rank: 23
XOMO Calmar Ratio Rank: 22
XOMO Martin Ratio Rank: 22

HELX

HELX Risk / Return Rank: 64
HELX Sharpe Ratio Rank: 75
HELX Sortino Ratio Rank: 75
HELX Omega Ratio Rank: 66
HELX Calmar Ratio Rank: 58
HELX Martin Ratio Rank: 45

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. HELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax XOM Option Income Strategy ETF (XOMO) and Franklin Genomic Advancements ETF (HELX). 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	HELX	Difference
Sharpe ratio: Return per unit of total volatility	0.69	1.90	-1.21
Sortino ratio: Return per unit of downside risk	1.03	2.68	-1.64
Omega ratio: Gain probability vs. loss probability	1.13	1.32	-0.18
Calmar ratio: Return relative to maximum drawdown	0.82	2.32	-1.49
Martin ratio: Return relative to average drawdown	2.12	5.89	-3.77

XOMO vs. HELX - Sharpe Ratio Comparison

The current XOMO Sharpe Ratio is 0.69, which is lower than the HELX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of XOMO and HELX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XOMO vs. HELX - Drawdown Comparison

The maximum XOMO drawdown since its inception was -18.90%, smaller than the maximum HELX drawdown of -58.75%. Use the drawdown chart below to compare losses from any high point for XOMO and HELX.

Drawdown Indicators

	XOMO	HELX	Difference
Max Drawdown Largest peak-to-trough decline	-18.90%	-58.75%	+39.85%
Max Drawdown (1Y) Largest decline over 1 year	-17.25%	-18.01%	+0.76%
Max Drawdown (3Y) Largest decline over 3 years	—	-29.48%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-58.75%	—
Current Drawdown Current decline from peak	-15.50%	-30.55%	+15.05%
Average Drawdown Average peak-to-trough decline	-7.46%	-34.30%	+26.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.69%	7.09%	-0.40%

Volatility

XOMO vs. HELX - Volatility Comparison

YieldMax XOM Option Income Strategy ETF (XOMO) has a higher volatility of 7.30% compared to Franklin Genomic Advancements ETF (HELX) at 6.41%. This indicates that XOMO's price experiences larger fluctuations and is considered to be riskier than HELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XOMO	HELX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.30%	6.41%	+0.89%
Volatility (6M) Calculated over the trailing 6-month period	17.31%	17.47%	-0.16%
Volatility (1Y) Calculated over the trailing 1-year period	20.51%	21.90%	-1.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.14%	24.11%	-4.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.14%	27.36%	-8.22%

XOMO vs. HELX - Expense Ratio Comparison

XOMO has a 1.01% expense ratio, which is higher than HELX's 0.50% expense ratio.

Dividends

XOMO vs. HELX - Dividend Comparison

XOMO's dividend yield for the trailing twelve months is around 36.78%, more than HELX's 0.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
HELX Franklin Genomic Advancements ETF	0.36%	0.39%	0.00%	0.00%	0.00%	0.24%	0.12%
XOMO YieldMax XOM Option Income Strategy ETF	36.78%	31.64%	26.94%	5.13%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XOMO and HELX in my portfolio?

XOMO and HELX have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XOMO or HELX?

XOMO has higher volatility (7.30%) compared to HELX (6.41%). In terms of maximum drawdown, XOMO dropped -18.90% vs HELX's -58.75%.

Which ETF is better, XOMO or HELX?

On 1-year performance, HELX leads with 43.76% vs 13.68% for XOMO. On fees, HELX is cheaper at 0.50% per year. On volatility, HELX has been the lower-risk option at 6.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XOMO or HELX?

Over the 1-year period, HELX has performed better with a 43.76% return vs 13.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XOMO or HELX?

HELX is cheaper with a 0.50% expense ratio, compared with 1.01% for XOMO.

Which ETF pays a higher dividend yield, XOMO or HELX?

XOMO has the higher dividend yield at 36.78%, compared with 0.36% for HELX.

What is the main difference between XOMO and HELX?

XOMO is categorized as Derivative Income, while HELX is Health & Biotech Equities. They also come from different issuers: YieldMax and Franklin Templeton. Their fees differ too: 1.01% for XOMO and 0.50% for HELX.

Which has better risk-adjusted returns?

HELX currently has the higher Sharpe Ratio (1.90 vs 0.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.