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XOMO vs. VTEB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XOMO vs. VTEB - Performance Comparison

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

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Returns By Period

In the year-to-date period, XOMO achieves a 20.26% return, which is significantly higher than VTEB's 0.31% return.


XOMO

1D
-1.31%
1M
10.95%
6M
6.18%
YTD
20.26%
1Y
29.93%
3Y*
5Y*
10Y*
ALL TIME*
7.86%

VTEB

1D
-0.10%
1M
-1.84%
6M
-0.23%
YTD
0.31%
1Y
4.77%
3Y*
2.92%
5Y*
0.53%
10Y*
1.88%
ALL TIME*
2.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$377.87M$352.76M$360.69M
$613.93K$674.71K$709.58K

XOMO vs. VTEB - Yearly Performance Comparison


2026 (YTD)202520242023
XOMO
YieldMax XOM Option Income Strategy ETF
20.26%6.90%6.11%-8.59%
VTEB
Vanguard Tax-Exempt Bond ETF
0.31%3.72%1.31%4.73%

Correlation

The correlation between XOMO and VTEB is -0.32, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.32

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2023

-0.10

Over the past year, the inverse relationship between XOMO and VTEB has strengthened: their correlation has moved from -0.10 to -0.32, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

XOMO vs. VTEB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XOMO
XOMO Risk / Return Rank: 5151
Overall Rank
XOMO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
XOMO Sortino Ratio Rank: 5353
Sortino Ratio Rank
XOMO Omega Ratio Rank: 5656
Omega Ratio Rank
XOMO Calmar Ratio Rank: 4646
Calmar Ratio Rank
XOMO Martin Ratio Rank: 4040
Martin Ratio Rank

VTEB
VTEB Risk / Return Rank: 7474
Overall Rank
VTEB Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VTEB Sortino Ratio Rank: 8585
Sortino Ratio Rank
VTEB Omega Ratio Rank: 8989
Omega Ratio Rank
VTEB Calmar Ratio Rank: 5757
Calmar Ratio Rank
VTEB Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XOMO vs. VTEB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax XOM Option Income Strategy ETF (XOMO) and Vanguard Tax-Exempt Bond ETF (VTEB). 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.


XOMOVTEBDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.91

Omega ratioGain probability vs. loss probability

1.25

1.41

-0.16

Calmar ratioReturn relative to maximum drawdown

1.64

2.00

-0.36

Martin ratioReturn relative to average drawdown

4.12

6.62

-2.50

XOMO vs. VTEB - Sharpe Ratio Comparison

The current XOMO Sharpe Ratio is 1.37, which is comparable to the VTEB Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of XOMO and VTEB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XOMO vs. VTEB - Drawdown Comparison

The maximum XOMO drawdown since its inception was -18.90%, which is greater than VTEB's maximum drawdown of -17.00%. Use the drawdown chart below to compare losses from any high point for XOMO and VTEB.


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Drawdown Indicators


XOMOVTEBDifference

Max Drawdown

Largest peak-to-trough decline

-18.90%

-17.00%

-1.90%

Max Drawdown (1Y)

Largest decline over 1 year

-17.25%

-2.71%

-14.54%

Max Drawdown (3Y)

Largest decline over 3 years

-4.76%

Max Drawdown (5Y)

Largest decline over 5 years

-12.59%

Max Drawdown (10Y)

Largest decline over 10 years

-17.00%

Current Drawdown

Current decline from peak

-7.57%

-1.86%

-5.71%

Average Drawdown

Average peak-to-trough decline

-7.50%

-2.30%

-5.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.90%

0.82%

+6.08%

Volatility

XOMO vs. VTEB - Volatility Comparison

YieldMax XOM Option Income Strategy ETF (XOMO) has a higher volatility of 6.19% compared to Vanguard Tax-Exempt Bond ETF (VTEB) at 0.88%. This indicates that XOMO's price experiences larger fluctuations and is considered to be riskier than VTEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XOMOVTEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

0.88%

+5.31%

Volatility (6M)

Calculated over the trailing 6-month period

17.25%

2.22%

+15.03%

Volatility (1Y)

Calculated over the trailing 1-year period

20.68%

2.79%

+17.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.20%

3.92%

+15.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.20%

5.25%

+13.95%

XOMO vs. VTEB - Expense Ratio Comparison

XOMO has a 1.01% expense ratio, which is higher than VTEB's 0.03% expense ratio.


Dividends

XOMO vs. VTEB - Dividend Comparison

XOMO's dividend yield for the trailing twelve months is around 37.04%, more than VTEB's 3.42% yield.


PositionTTM20252024202320222021202020192018201720162015
VTEB
Vanguard Tax-Exempt Bond ETF
3.14%3.29%3.14%2.79%2.09%1.64%1.99%2.30%2.25%1.96%1.66%0.58%
XOMO
YieldMax XOM Option Income Strategy ETF
37.04%31.64%26.94%5.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XOMO and VTEB have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XOMO has higher volatility (6.19%) compared to VTEB (0.88%). In terms of maximum drawdown, XOMO dropped -18.90% vs VTEB's -17.00%.

On 1-year performance, XOMO leads with 29.93% vs 4.77% for VTEB. On fees, VTEB is cheaper at 0.03% per year. On volatility, VTEB has been the lower-risk option at 0.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, XOMO has performed better with a 29.93% return vs 4.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTEB is cheaper with a 0.03% expense ratio, compared with 1.01% for XOMO.

XOMO has the higher dividend yield at 37.04%, compared with 3.14% for VTEB.

XOMO is categorized as Derivative Income, while VTEB is Municipal Bonds. They also come from different issuers: YieldMax and Vanguard. Their fees differ too: 1.01% for XOMO and 0.03% for VTEB.

VTEB currently has the higher Sharpe Ratio (1.95 vs 1.37), 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.

Portfolio Optimizer

Find the right allocation for XOMO and VTEB

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