XT vs. XOMO
XT (iShares Future Exponential Technologies ETF) and XOMO (YieldMax XOM Option Income Strategy ETF) are both exchange-traded funds - XT is a Technology Equities fund tracking the Morningstar Exponential Technologies Index (Net), while XOMO is a Derivative Income fund actively managed by YieldMax. XT is passively managed, while XOMO is actively managed. Over the past year, XT returned 33.19% vs 29.81% for XOMO. Their 0.00 correlation means their historical movements had little consistent relationship. XT charges 0.46%/yr vs 1.01%/yr for XOMO.
Performance
XT vs. XOMO - Performance Comparison
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Returns By Period
In the year-to-date period, XT achieves a 15.68% return, which is significantly lower than XOMO's 20.15% return.
XT
- 1D
- 0.94%
- 1M
- -2.33%
- 6M
- 11.05%
- YTD
- 15.68%
- 1Y
- 33.19%
- 3Y*
- 16.27%
- 5Y*
- 6.52%
- 10Y*
- 13.72%
- ALL TIME*
- 12.32%
XOMO
- 1D
- -0.09%
- 1M
- 10.85%
- 6M
- 7.87%
- YTD
- 20.15%
- 1Y
- 29.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 7.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $559.24K | $694.66K | $715.05K | |
| $6.36M | $6.26M | $10.28M |
XT vs. XOMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XT iShares Future Exponential Technologies ETF | 15.68% | 26.28% | 0.29% | 8.52% |
XOMO YieldMax XOM Option Income Strategy ETF | 20.15% | 6.90% | 6.11% | -8.59% |
Correlation
The correlation between XT and XOMO is -0.26, 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. | -0.26 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2023 | 0.00 |
The correlation between XT and XOMO shifts across timeframes, from -0.26 (1 year) to 0.00 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XT vs. XOMO — Risk / Return Rank
XT
XOMO
XT vs. XOMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Future Exponential Technologies ETF (XT) and YieldMax XOM Option Income Strategy ETF (XOMO). 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.
| XT | XOMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.42 | ||
| Sortino ratioReturn per unit of downside risk | +0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.26 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.19 | 1.74 | +1.45 |
| Martin ratioReturn relative to average drawdown | 11.45 | 4.35 | +7.11 |
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Drawdowns
XT vs. XOMO - Drawdown Comparison
The maximum XT drawdown since its inception was -34.41%, which is greater than XOMO's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for XT and XOMO.
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Drawdown Indicators
| XT | XOMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.41% | -18.90% | -15.51% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -17.25% | +6.80% |
Max Drawdown (3Y)Largest decline over 3 years | -22.09% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -34.41% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.41% | — | — |
Current DrawdownCurrent decline from peak | -4.22% | -7.65% | +3.43% |
Average DrawdownAverage peak-to-trough decline | -7.35% | -7.50% | +0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 6.89% | -3.99% |
Volatility
XT vs. XOMO - Volatility Comparison
The current volatility for iShares Future Exponential Technologies ETF (XT) is 5.03%, while YieldMax XOM Option Income Strategy ETF (XOMO) has a volatility of 6.21%. This indicates that XT experiences smaller price fluctuations and is considered to be less risky than XOMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XT | XOMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 6.21% | -1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 14.41% | 17.24% | -2.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.83% | 20.67% | -2.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.09% | 19.19% | +1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.13% | 19.19% | +0.94% |
XT vs. XOMO - Expense Ratio Comparison
XT has a 0.46% expense ratio, which is lower than XOMO's 1.01% expense ratio.
Dividends
XT vs. XOMO - Dividend Comparison
XT's dividend yield for the trailing twelve months is around 7.08%, less than XOMO's 37.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XOMO YieldMax XOM Option Income Strategy ETF | 37.07% | 31.64% | 26.94% | 5.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XT iShares Future Exponential Technologies ETF | 7.08% | 7.95% | 0.66% | 0.41% | 0.78% | 0.84% | 0.77% | 1.55% | 1.40% | 0.97% | 1.37% | 1.34% |
Frequently Asked Questions
XT and XOMO have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XOMO has higher volatility (6.21%) compared to XT (5.03%). In terms of maximum drawdown, XT dropped -34.41% vs XOMO's -18.90%.
On 1-year performance, XT leads with 33.19% vs 29.81% for XOMO. On fees, XT is cheaper at 0.46% per year. On volatility, XT has been the lower-risk option at 5.03%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, XT has performed better with a 33.19% return vs 29.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XT is cheaper with a 0.46% expense ratio, compared with 1.01% for XOMO.
XOMO has the higher dividend yield at 37.07%, compared with 7.08% for XT.
XT is categorized as Technology Equities, while XOMO is Derivative Income. They also come from different issuers: iShares and YieldMax. Their fees differ too: 0.46% for XT and 1.01% for XOMO.
XT currently has the higher Sharpe Ratio (1.87 vs 1.45), 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.
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