ACEI vs. QYLD
ACEI (Innovator Equity Autocallable Income Strategy ETF) and QYLD (Global X NASDAQ 100 Covered Call ETF) are both exchange-traded funds - ACEI is a Derivative Income fund actively managed by Innovator, while QYLD is a Nasdaq-100 fund tracking the CBOE NASDAQ-100 Buy Write V2. ACEI is actively managed, while QYLD is passively managed. Their 0.44 correlation means their historical movements had little consistent relationship. ACEI charges 0.79%/yr vs 0.60%/yr for QYLD.
Performance
ACEI vs. QYLD - Performance Comparison
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Returns By Period
In the year-to-date period, ACEI achieves a -0.49% return, which is significantly lower than QYLD's 7.67% return.
ACEI
- 1D
- 1.09%
- 1M
- -0.52%
- 6M
- 0.92%
- YTD
- -0.49%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
QYLD
- 1D
- 0.65%
- 1M
- -0.98%
- 6M
- 5.88%
- YTD
- 7.67%
- 1Y
- 20.66%
- 3Y*
- 12.32%
- 5Y*
- 7.83%
- 10Y*
- 9.59%
- ALL TIME*
- 8.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $489.67K | $544.80K | $508.18K | |
| $83.30M | $78.68M | $98.28M |
ACEI vs. QYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ACEI Innovator Equity Autocallable Income Strategy ETF | -0.49% | 0.65% |
QYLD Global X NASDAQ 100 Covered Call ETF | 7.67% | 7.89% |
Correlation
The correlation between ACEI and QYLD is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 25, 2025 | 0.44 |
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Return for Risk
ACEI vs. QYLD — Risk / Return Rank
ACEI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
QYLD
ACEI vs. QYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Autocallable Income Strategy ETF (ACEI) and Global X NASDAQ 100 Covered Call ETF (QYLD). 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.
| ACEI | QYLD | Difference | |
|---|---|---|---|
| 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 | — | 3.38 | — |
| Martin ratioReturn relative to average drawdown | — | 15.70 | — |
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Drawdowns
ACEI vs. QYLD - Drawdown Comparison
The maximum ACEI drawdown since its inception was -9.30%, smaller than the maximum QYLD drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for ACEI and QYLD.
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Drawdown Indicators
| ACEI | QYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.30% | -24.75% | +15.45% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.78% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.06% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.61% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.75% | — |
Current DrawdownCurrent decline from peak | -5.88% | -2.96% | -2.92% |
Average DrawdownAverage peak-to-trough decline | -2.45% | -3.81% | +1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.24% | — |
Volatility
ACEI vs. QYLD - Volatility Comparison
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Volatility by Period
| ACEI | QYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.19% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.04% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.56% | 11.26% | +2.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.56% | 15.04% | -1.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.56% | 15.63% | -2.07% |
ACEI vs. QYLD - Expense Ratio Comparison
ACEI has a 0.79% expense ratio, which is higher than QYLD's 0.60% expense ratio.
Dividends
ACEI vs. QYLD - Dividend Comparison
ACEI's dividend yield for the trailing twelve months is around 9.95%, less than QYLD's 11.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACEI Innovator Equity Autocallable Income Strategy ETF | 9.95% | 2.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QYLD Global X NASDAQ 100 Covered Call ETF | 11.89% | 11.55% | 12.50% | 11.78% | 13.75% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% |
Frequently Asked Questions
ACEI and QYLD have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QYLD is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QYLD is cheaper with a 0.60% expense ratio, compared with 0.79% for ACEI.
QYLD has the higher dividend yield at 11.89%, compared with 9.95% for ACEI.
ACEI is categorized as Derivative Income, while QYLD is Nasdaq-100. They also come from different issuers: Innovator and Global X. Their fees differ too: 0.79% for ACEI and 0.60% for QYLD.
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