XOMO vs. VYM

Last updated Jul 14, 2026

XOMO (YieldMax XOM Option Income Strategy ETF) and VYM (Vanguard High Dividend Yield ETF) are both exchange-traded funds - XOMO is a Derivative Income fund actively managed by YieldMax, while VYM is a Dividend fund tracking the FTSE High Dividend Yield Index. XOMO is actively managed, while VYM is passively managed. Over the past year, XOMO returned 17.66% vs 22.21% for VYM. At a 0.33 correlation, their price movements are largely independent. XOMO charges 1.01%/yr vs 0.04%/yr for VYM.

Performance

XOMO vs. VYM - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with XOMO having a 13.80% return and VYM slightly lower at 13.44%.

XOMO

• 1D: 3.50%
• 1M: -0.94%
• 6M: 11.69%
• YTD: 13.80%
• 1Y: 17.66%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VYM

• 1D: -0.12%
• 1M: 0.95%
• 6M: 10.27%
• YTD: 13.44%
• 1Y: 22.21%
• 3Y*: 17.93%
• 5Y*: 12.15%
• 10Y*: 11.50%

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

XOMO vs. VYM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
XOMO YieldMax XOM Option Income Strategy ETF	13.80%	6.90%	6.11%	-8.59%
VYM Vanguard High Dividend Yield ETF	13.44%	15.42%	17.60%	5.26%

Correlation

The correlation between XOMO and VYM is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.15
Correlation (All Time) Calculated using the full available price history since Aug 31, 2023	0.33

The correlation between XOMO and VYM shifts across timeframes, from 0.14 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.

Return for Risk

XOMO vs. VYM — Risk / Return Rank

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

XOMO

XOMO Risk / Return Rank: 27
XOMO Sharpe Ratio Rank: 29
XOMO Sortino Ratio Rank: 27
XOMO Omega Ratio Rank: 29
XOMO Calmar Ratio Rank: 26
XOMO Martin Ratio Rank: 25

VYM

VYM Risk / Return Rank: 83
VYM Sharpe Ratio Rank: 85
VYM Sortino Ratio Rank: 87
VYM Omega Ratio Rank: 84
VYM Calmar Ratio Rank: 80
VYM Martin Ratio Rank: 81

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. VYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax XOM Option Income Strategy ETF (XOMO) and Vanguard High Dividend Yield ETF (VYM). 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	VYM	Difference
Sharpe ratio: Return per unit of total volatility	0.85	2.17	-1.32
Sortino ratio: Return per unit of downside risk	1.24	3.13	-1.88
Omega ratio: Gain probability vs. loss probability	1.16	1.40	-0.23
Calmar ratio: Return relative to maximum drawdown	1.03	3.33	-2.30
Martin ratio: Return relative to average drawdown	2.67	12.38	-9.71

XOMO vs. VYM - Sharpe Ratio Comparison

The current XOMO Sharpe Ratio is 0.85, which is lower than the VYM Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of XOMO and VYM, 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. VYM - Drawdown Comparison

The maximum XOMO drawdown since its inception was -18.90%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for XOMO and VYM.

Drawdown Indicators

	XOMO	VYM	Difference
Max Drawdown Largest peak-to-trough decline	-18.90%	-56.98%	+38.08%
Max Drawdown (1Y) Largest decline over 1 year	-17.25%	-6.69%	-10.56%
Max Drawdown (3Y) Largest decline over 3 years	—	-14.46%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-15.84%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.21%	—
Current Drawdown Current decline from peak	-12.54%	-0.12%	-12.42%
Average Drawdown Average peak-to-trough decline	-7.47%	-7.16%	-0.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.74%	1.80%	+4.94%

Volatility

XOMO vs. VYM - Volatility Comparison

YieldMax XOM Option Income Strategy ETF (XOMO) has a higher volatility of 8.02% compared to Vanguard High Dividend Yield ETF (VYM) at 2.18%. This indicates that XOMO's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XOMO	VYM	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.02%	2.18%	+5.84%
Volatility (6M) Calculated over the trailing 6-month period	17.35%	7.46%	+9.89%
Volatility (1Y) Calculated over the trailing 1-year period	20.82%	10.28%	+10.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.23%	13.90%	+5.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.23%	16.29%	+2.94%

XOMO vs. VYM - Expense Ratio Comparison

XOMO has a 1.01% expense ratio, which is higher than VYM's 0.04% expense ratio.

Dividends

XOMO vs. VYM - Dividend Comparison

XOMO's dividend yield for the trailing twelve months is around 35.53%, more than VYM's 2.26% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VYM Vanguard High Dividend Yield ETF	2.26%	2.44%	2.74%	3.12%	3.01%	2.76%	3.18%	3.03%	3.40%	2.80%	2.91%	3.22%
XOMO YieldMax XOM Option Income Strategy ETF	35.53%	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

Can I hold both XOMO and VYM in my portfolio?

XOMO and VYM have a correlation of 0.14, 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 VYM?

XOMO has higher volatility (8.02%) compared to VYM (2.18%). In terms of maximum drawdown, XOMO dropped -18.90% vs VYM's -56.98%.

Which ETF is better, XOMO or VYM?

On 1-year performance, VYM leads with 22.21% vs 17.66% for XOMO. On fees, VYM is cheaper at 0.04% per year. On volatility, VYM has been the lower-risk option at 2.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XOMO or VYM?

Over the 1-year period, VYM has performed better with a 22.21% return vs 17.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XOMO or VYM?

VYM is cheaper with a 0.04% expense ratio, compared with 1.01% for XOMO.

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

XOMO has the higher dividend yield at 35.53%, compared with 2.26% for VYM.

What is the main difference between XOMO and VYM?

XOMO is categorized as Derivative Income, while VYM is Dividend. They also come from different issuers: YieldMax and Vanguard. Their fees differ too: 1.01% for XOMO and 0.04% for VYM.

Which has better risk-adjusted returns?

VYM currently has the higher Sharpe Ratio (2.17 vs 0.85), 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.