XV vs. XOMO

Last updated Jun 5, 2026

XV (Simplify Target 15 Distribution ETF) and XOMO (YieldMax XOM Option Income Strategy ETF) are both Derivative Income funds. Both are actively managed. Over the past year, XV returned 14.10% vs 31.56% for XOMO. At a 0.03 correlation, their price movements are largely independent. XV charges 0.75%/yr vs 1.01%/yr for XOMO.

Performance

XV vs. XOMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Target 15 Distribution ETF (XV) and YieldMax XOM Option Income Strategy ETF (XOMO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XV achieves a 3.94% return, which is significantly lower than XOMO's 16.83% return.

XV

• 1D: 0.75%
• 1M: 1.51%
• YTD: 3.94%
• 6M: 3.26%
• 1Y: 14.10%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XOMO

• 1D: -0.36%
• 1M: -2.23%
• YTD: 16.83%
• 6M: 19.65%
• 1Y: 31.56%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XV vs. XOMO - Yearly Performance Comparison

	2026 (YTD)	2025
XV Simplify Target 15 Distribution ETF	3.94%	16.13%
XOMO YieldMax XOM Option Income Strategy ETF	16.83%	12.79%

Correlation

The correlation between XV and XOMO is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.05
Correlation (All Time) Calculated using the full available price history since Apr 16, 2025	0.03

Return for Risk

XV vs. XOMO — Risk / Return Rank

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

XV

XV Risk / Return Rank: 48
XV Sharpe Ratio Rank: 44
XV Sortino Ratio Rank: 46
XV Omega Ratio Rank: 43
XV Calmar Ratio Rank: 51
XV Martin Ratio Rank: 55

XOMO

XOMO Risk / Return Rank: 44
XOMO Sharpe Ratio Rank: 46
XOMO Sortino Ratio Rank: 42
XOMO Omega Ratio Rank: 45
XOMO Calmar Ratio Rank: 48
XOMO Martin Ratio Rank: 41

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.

XV vs. XOMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Target 15 Distribution ETF (XV) 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.

	XV	XOMO	Difference
Sharpe ratio: Return per unit of total volatility	1.52	1.58	-0.06
Sortino ratio: Return per unit of downside risk	2.24	2.10	+0.15
Omega ratio: Gain probability vs. loss probability	1.27	1.28	-0.01
Calmar ratio: Return relative to maximum drawdown	2.47	2.31	+0.16
Martin ratio: Return relative to average drawdown	9.41	6.43	+2.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XV vs. XOMO - Sharpe Ratio Comparison

The current XV Sharpe Ratio is 1.52, which is comparable to the XOMO Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of XV and XOMO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XV	XOMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.52	1.58	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	1.68	0.38	+1.30

Drawdowns

XV vs. XOMO - Drawdown Comparison

The maximum XV drawdown since its inception was -5.73%, smaller than the maximum XOMO drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for XV and XOMO.

Drawdown Indicators

	XV	XOMO	Difference
Max Drawdown Largest peak-to-trough decline	-5.73%	-18.90%	+13.17%
Max Drawdown (1Y) Largest decline over 1 year	-5.73%	-13.73%	+8.00%
Current Drawdown Current decline from peak	0.00%	-10.21%	+10.21%
Average Drawdown Average peak-to-trough decline	-0.98%	-7.22%	+6.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.50%	4.92%	-3.42%

Volatility

XV vs. XOMO - Volatility Comparison

The current volatility for Simplify Target 15 Distribution ETF (XV) is 2.17%, while YieldMax XOM Option Income Strategy ETF (XOMO) has a volatility of 7.49%. This indicates that XV 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.

Volatility by Period

	XV	XOMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.17%	7.49%	-5.32%
Volatility (6M) Calculated over the trailing 6-month period	6.01%	16.60%	-10.59%
Volatility (1Y) Calculated over the trailing 1-year period	9.30%	20.05%	-10.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.77%	18.93%	-8.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.77%	18.93%	-8.16%

XV vs. XOMO - Expense Ratio Comparison

XV has a 0.75% expense ratio, which is lower than XOMO's 1.01% expense ratio.

Dividends

XV vs. XOMO - Dividend Comparison

XV's dividend yield for the trailing twelve months is around 19.08%, less than XOMO's 35.68% yield.

Position	TTM	2025	2024	2023
XOMO YieldMax XOM Option Income Strategy ETF	35.68%	31.64%	26.94%	5.13%
XV Simplify Target 15 Distribution ETF	19.08%	13.87%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XV and XOMO in my portfolio?

XV and XOMO have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XV or XOMO?

XOMO has higher volatility (7.49%) compared to XV (2.17%). In terms of maximum drawdown, XV dropped -5.73% vs XOMO's -18.90%.

Which ETF is better, XV or XOMO?

On 1-year performance, XOMO leads with 31.56% vs 14.10% for XV. On fees, XV is cheaper at 0.75% per year. On volatility, XV has been the lower-risk option at 2.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XV or XOMO?

Over the 1-year period, XOMO has performed better with a 31.56% return vs 14.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XV or XOMO?

XV is cheaper with a 0.75% expense ratio, compared with 1.01% for XOMO.

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

XOMO has the higher dividend yield at 35.68%, compared with 19.08% for XV.

What is the main difference between XV and XOMO?

They also come from different issuers: Simplify and YieldMax. Their fees differ too: 0.75% for XV and 1.01% for XOMO.

Which has better risk-adjusted returns?

XOMO currently has the higher Sharpe Ratio (1.58 vs 1.52), 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.