XOMO vs. LQTI

Last updated Jun 26, 2026

XOMO (YieldMax XOM Option Income Strategy ETF) and LQTI (FT Vest Investment Grade & Target Income ETF) are both Derivative Income funds. Both are actively managed. Over the past year, XOMO returned 17.42% vs 4.82% for LQTI. At a correlation of -0.09, they often move in opposite directions. XOMO charges 1.01%/yr vs 0.65%/yr for LQTI.

Performance

XOMO vs. LQTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax XOM Option Income Strategy ETF (XOMO) and FT Vest Investment Grade & Target Income ETF (LQTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XOMO achieves a 7.88% return, which is significantly higher than LQTI's 0.73% return.

XOMO

• 1D: 0.20%
• 1M: -6.72%
• YTD: 7.88%
• 6M: 8.87%
• 1Y: 17.42%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LQTI

• 1D: -0.10%
• 1M: 1.01%
• YTD: 0.73%
• 6M: 0.53%
• 1Y: 4.82%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XOMO vs. LQTI - Yearly Performance Comparison

	2026 (YTD)	2025
XOMO YieldMax XOM Option Income Strategy ETF	7.88%	6.86%
LQTI FT Vest Investment Grade & Target Income ETF	0.73%	6.59%

Correlation

The correlation between XOMO and LQTI is -0.18, 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	-0.18
Correlation (All Time) Calculated using the full available price history since Feb 13, 2025	-0.09

Return for Risk

XOMO vs. LQTI — Risk / Return Rank

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

XOMO

XOMO Risk / Return Rank: 24
XOMO Sharpe Ratio Rank: 25
XOMO Sortino Ratio Rank: 23
XOMO Omega Ratio Rank: 25
XOMO Calmar Ratio Rank: 23
XOMO Martin Ratio Rank: 24

LQTI

LQTI Risk / Return Rank: 28
LQTI Sharpe Ratio Rank: 28
LQTI Sortino Ratio Rank: 27
LQTI Omega Ratio Rank: 26
LQTI Calmar Ratio Rank: 31
LQTI Martin Ratio Rank: 32

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. LQTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax XOM Option Income Strategy ETF (XOMO) and FT Vest Investment Grade & Target Income ETF (LQTI). 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	LQTI	Difference
Sharpe ratio: Return per unit of total volatility	0.86	0.95	-0.09
Sortino ratio: Return per unit of downside risk	1.23	1.39	-0.16
Omega ratio: Gain probability vs. loss probability	1.16	1.17	-0.01
Calmar ratio: Return relative to maximum drawdown	1.01	1.42	-0.41
Martin ratio: Return relative to average drawdown	2.98	4.21	-1.23

XOMO vs. LQTI - Sharpe Ratio Comparison

The current XOMO Sharpe Ratio is 0.86, which is comparable to the LQTI Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of XOMO and LQTI, 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. LQTI - Drawdown Comparison

The maximum XOMO drawdown since its inception was -18.90%, which is greater than LQTI's maximum drawdown of -3.41%. Use the drawdown chart below to compare losses from any high point for XOMO and LQTI.

Drawdown Indicators

	XOMO	LQTI	Difference
Max Drawdown Largest peak-to-trough decline	-18.90%	-3.41%	-15.49%
Max Drawdown (1Y) Largest decline over 1 year	-17.25%	-3.41%	-13.84%
Current Drawdown Current decline from peak	-17.09%	-0.87%	-16.22%
Average Drawdown Average peak-to-trough decline	-7.34%	-0.90%	-6.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.86%	1.15%	+4.71%

Volatility

XOMO vs. LQTI - Volatility Comparison

YieldMax XOM Option Income Strategy ETF (XOMO) has a higher volatility of 7.55% compared to FT Vest Investment Grade & Target Income ETF (LQTI) at 1.40%. This indicates that XOMO's price experiences larger fluctuations and is considered to be riskier than LQTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XOMO	LQTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.55%	1.40%	+6.15%
Volatility (6M) Calculated over the trailing 6-month period	17.54%	4.14%	+13.40%
Volatility (1Y) Calculated over the trailing 1-year period	20.41%	5.09%	+15.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.15%	5.93%	+13.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.15%	5.93%	+13.22%

XOMO vs. LQTI - Expense Ratio Comparison

XOMO has a 1.01% expense ratio, which is higher than LQTI's 0.65% expense ratio.

Dividends

XOMO vs. LQTI - Dividend Comparison

XOMO's dividend yield for the trailing twelve months is around 39.13%, more than LQTI's 9.06% yield.

Position	TTM	2025	2024	2023
LQTI FT Vest Investment Grade & Target Income ETF	9.06%	7.01%	0.00%	0.00%
XOMO YieldMax XOM Option Income Strategy ETF	39.13%	31.64%	26.94%	5.13%

Frequently Asked Questions

Can I hold both XOMO and LQTI in my portfolio?

XOMO and LQTI have a correlation of -0.18, 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 LQTI?

XOMO has higher volatility (7.55%) compared to LQTI (1.40%). In terms of maximum drawdown, XOMO dropped -18.90% vs LQTI's -3.41%.

Which ETF is better, XOMO or LQTI?

On 1-year performance, XOMO leads with 17.42% vs 4.82% for LQTI. On fees, LQTI is cheaper at 0.65% per year. On volatility, LQTI has been the lower-risk option at 1.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XOMO or LQTI?

Over the 1-year period, XOMO has performed better with a 17.42% return vs 4.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XOMO or LQTI?

LQTI is cheaper with a 0.65% expense ratio, compared with 1.01% for XOMO.

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

XOMO has the higher dividend yield at 39.13%, compared with 9.06% for LQTI.

What is the main difference between XOMO and LQTI?

They also come from different issuers: YieldMax and FT Vest. Their fees differ too: 1.01% for XOMO and 0.65% for LQTI.

Which has better risk-adjusted returns?

LQTI currently has the higher Sharpe Ratio (0.95 vs 0.86), 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.