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AAPW vs. ACYS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AAPW vs. ACYS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AAPL WeeklyPay™ ETF (AAPW) and FT Vest Laddered Autocallable Barrier & Resilient Income ETF (ACYS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


AAPW

1D
-0.95%
1M
9.34%
6M
22.31%
YTD
16.63%
1Y
57.24%
3Y*
5Y*
10Y*

ACYS

1D
0.20%
1M
0.90%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAPW vs. ACYS - Yearly Performance Comparison


Correlation

The correlation between AAPW and ACYS is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 23, 2026

0.39

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Return for Risk

AAPW vs. ACYS — Risk / Return Rank

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

AAPW
AAPW Risk / Return Rank: 7373
Overall Rank
AAPW Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
AAPW Sortino Ratio Rank: 7575
Sortino Ratio Rank
AAPW Omega Ratio Rank: 7575
Omega Ratio Rank
AAPW Calmar Ratio Rank: 8080
Calmar Ratio Rank
AAPW Martin Ratio Rank: 5757
Martin Ratio Rank

ACYS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

AAPW vs. ACYS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AAPL WeeklyPay™ ETF (AAPW) and FT Vest Laddered Autocallable Barrier & Resilient Income ETF (ACYS). 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.


AAPWACYSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

3.31

Martin ratioReturn relative to average drawdown

7.90

AAPW vs. ACYS - Sharpe Ratio Comparison


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Drawdowns

AAPW vs. ACYS - Drawdown Comparison

The maximum AAPW drawdown since its inception was -36.28%, which is greater than ACYS's maximum drawdown of -0.63%. Use the drawdown chart below to compare losses from any high point for AAPW and ACYS.


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Drawdown Indicators


AAPWACYSDifference

Max Drawdown

Largest peak-to-trough decline

-36.28%

-0.63%

-35.65%

Max Drawdown (1Y)

Largest decline over 1 year

-17.36%

Current Drawdown

Current decline from peak

-0.95%

-0.05%

-0.90%

Average Drawdown

Average peak-to-trough decline

-10.75%

-0.14%

-10.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.27%

Volatility

AAPW vs. ACYS - Volatility Comparison


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Volatility by Period


AAPWACYSDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.23%

Volatility (6M)

Calculated over the trailing 6-month period

22.49%

Volatility (1Y)

Calculated over the trailing 1-year period

29.30%

3.44%

+25.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.87%

3.44%

+31.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.87%

3.44%

+31.43%

AAPW vs. ACYS - Expense Ratio Comparison

AAPW has a 0.99% expense ratio, which is higher than ACYS's 0.75% expense ratio.


Dividends

AAPW vs. ACYS - Dividend Comparison

AAPW's dividend yield for the trailing twelve months is around 29.92%, more than ACYS's 0.60% yield.


Frequently Asked Questions


AAPW and ACYS have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ACYS is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ACYS is cheaper with a 0.75% expense ratio, compared with 0.99% for AAPW.

AAPW has the higher dividend yield at 29.92%, compared with 0.60% for ACYS.

They also come from different issuers: Roundhill and First Trust. Their fees differ too: 0.99% for AAPW and 0.75% for ACYS.

Portfolio Optimizer

Find the right allocation for AAPW and ACYS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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