XOMO vs. QYLE

Last updated Apr 2, 2026

Compare and contrast key facts about YieldMax XOM Option Income Strategy ETF (XOMO) and Global X NASDAQ 100 ESG Covered Call ETF (QYLE).

XOMO and QYLE 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. QYLE is a passively managed fund by Global X that tracks the performance of the Nasdaq-100 ESG BuyWrite Index - Benchmark TR Gross. It was launched on Feb 21, 2023.

Performance

XOMO vs. QYLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax XOM Option Income Strategy ETF (XOMO) and Global X NASDAQ 100 ESG Covered Call ETF (QYLE). The values are adjusted to include any dividend payments, if applicable.

XOMO vs. QYLE - Yearly Performance Comparison

	2026 (YTD)
XOMO YieldMax XOM Option Income Strategy ETF	4.51%
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%

Returns By Period

XOMO

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

QYLE

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XOMO vs. QYLE - Expense Ratio Comparison

XOMO has a 1.01% expense ratio, which is higher than QYLE's 0.61% expense ratio.

XOMO

YieldMax XOM Option Income Strategy ETF

QYLE

Global X NASDAQ 100 ESG Covered Call ETF

Return for Risk

XOMO vs. QYLE — 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

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. QYLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax XOM Option Income Strategy ETF (XOMO) and Global X NASDAQ 100 ESG Covered Call ETF (QYLE). 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	QYLE	Difference
Sharpe ratio Return per unit of total volatility	1.02	—	—
Sortino ratio Return per unit of downside risk	1.40	—	—
Omega ratio Gain probability vs. loss probability	1.20	—	—
Calmar ratio Return relative to maximum drawdown	1.47	—	—
Martin ratio Return relative to average drawdown	3.35	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	XOMO	QYLE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.02	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	—	—

Dividends

XOMO vs. QYLE - Dividend Comparison

XOMO's dividend yield for the trailing twelve months is around 30.57%, while QYLE has not paid dividends to shareholders.

	TTM	2025	2024	2023
XOMO YieldMax XOM Option Income Strategy ETF	30.57%	31.64%	26.94%	5.13%
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%	0.00%	0.00%	0.00%

Drawdowns

XOMO vs. QYLE - Drawdown Comparison

The maximum XOMO drawdown since its inception was -18.90%, which is greater than QYLE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for XOMO and QYLE.

Drawdown Indicators

	XOMO	QYLE	Difference
Max Drawdown Largest peak-to-trough decline	-18.90%	0.00%	-18.90%
Max Drawdown (1Y) Largest decline over 1 year	-15.24%	—	—
Current Drawdown Current decline from peak	-5.12%	0.00%	-5.12%
Average Drawdown Average peak-to-trough decline	-7.05%	0.00%	-7.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.69%	—	—

Volatility

Volatility by Period

	XOMO	QYLE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.57%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.81%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	22.02%	0.00%	+22.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.46%	0.00%	+18.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.46%	0.00%	+18.46%