XOMO vs. NVDY

Last updated Apr 2, 2026

Compare and contrast key facts about YieldMax XOM Option Income Strategy ETF (XOMO) and YieldMax NVDA Option Income Strategy ETF (NVDY).

XOMO and NVDY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XOMO is an actively managed fund by YieldMax. It was launched on Aug 30, 2023. NVDY is an actively managed fund by YieldMax. It was launched on May 10, 2023.

Performance

XOMO vs. NVDY - Performance Comparison

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

XOMO vs. NVDY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
XOMO YieldMax XOM Option Income Strategy ETF	23.45%	6.90%	6.11%	-8.62%
NVDY YieldMax NVDA Option Income Strategy ETF	-0.93%	27.38%	114.23%	2.09%

Returns By Period

In the year-to-date period, XOMO achieves a 23.45% return, which is significantly higher than NVDY's -0.93% return.

XOMO

• 1D: -4.29%
• 1M: 2.32%
• YTD: 23.45%
• 6M: 31.32%
• 1Y: 22.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —

NVDY

• 1D: 0.69%
• 1M: -0.82%
• YTD: -0.93%
• 6M: 0.94%
• 1Y: 53.28%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XOMO vs. NVDY - Expense Ratio Comparison

XOMO has a 1.01% expense ratio, which is higher than NVDY's 0.99% expense ratio.

XOMO

YieldMax XOM Option Income Strategy ETF

NVDY

YieldMax NVDA Option Income Strategy ETF

Return for Risk

XOMO vs. NVDY — Risk / Return Rank

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

XOMO

XOMO Risk / Return Rank: 49
XOMO Sharpe Ratio Rank: 55
XOMO Sortino Ratio Rank: 50
XOMO Omega Ratio Rank: 50
XOMO Calmar Ratio Rank: 54
XOMO Martin Ratio Rank: 35

NVDY

NVDY Risk / Return Rank: 84
NVDY Sharpe Ratio Rank: 83
NVDY Sortino Ratio Rank: 82
NVDY Omega Ratio Rank: 76
NVDY Calmar Ratio Rank: 95
NVDY Martin Ratio Rank: 86

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. NVDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax XOM Option Income Strategy ETF (XOMO) and YieldMax NVDA Option Income Strategy ETF (NVDY). 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.

	XOMO	NVDY	Difference
Sharpe ratio Return per unit of total volatility	1.02	1.65	-0.63
Sortino ratio Return per unit of downside risk	1.40	2.20	-0.80
Omega ratio Gain probability vs. loss probability	1.20	1.30	-0.10
Calmar ratio Return relative to maximum drawdown	1.47	4.01	-2.54
Martin ratio Return relative to average drawdown	3.35	10.43	-7.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XOMO vs. NVDY - Sharpe Ratio Comparison

The current XOMO Sharpe Ratio is 1.02, which is lower than the NVDY Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of XOMO and NVDY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XOMO	NVDY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.02	1.65	-0.63
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	1.54	-1.00

Correlation

The correlation between XOMO and NVDY is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

XOMO vs. NVDY - Dividend Comparison

XOMO's dividend yield for the trailing twelve months is around 30.57%, less than NVDY's 72.29% yield.

	TTM	2025	2024	2023
XOMO YieldMax XOM Option Income Strategy ETF	30.57%	31.64%	26.94%	5.13%
NVDY YieldMax NVDA Option Income Strategy ETF	72.29%	83.10%	83.65%	22.32%

Drawdowns

XOMO vs. NVDY - Drawdown Comparison

The maximum XOMO drawdown since its inception was -18.90%, smaller than the maximum NVDY drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for XOMO and NVDY.

Drawdown Indicators

	XOMO	NVDY	Difference
Max Drawdown Largest peak-to-trough decline	-18.90%	-34.08%	+15.18%
Max Drawdown (1Y) Largest decline over 1 year	-15.24%	-13.77%	-1.47%
Current Drawdown Current decline from peak	-5.12%	-7.25%	+2.13%
Average Drawdown Average peak-to-trough decline	-7.05%	-6.31%	-0.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.69%	5.30%	+1.39%

Volatility

XOMO vs. NVDY - Volatility Comparison

The current volatility for YieldMax XOM Option Income Strategy ETF (XOMO) is 6.57%, while YieldMax NVDA Option Income Strategy ETF (NVDY) has a volatility of 9.09%. This indicates that XOMO experiences smaller price fluctuations and is considered to be less risky than NVDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XOMO	NVDY	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.57%	9.09%	-2.52%
Volatility (6M) Calculated over the trailing 6-month period	13.81%	21.62%	-7.81%
Volatility (1Y) Calculated over the trailing 1-year period	22.02%	32.44%	-10.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.46%	38.75%	-20.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.46%	38.75%	-20.29%