ACYN vs. QYLD

Last updated Jul 17, 2026

ACYN (FT Vest Laddered Autocallable Barrier & Income ETF) and QYLD (Global X NASDAQ 100 Covered Call ETF) are both exchange-traded funds - ACYN is a Derivative Income fund actively managed by First Trust, while QYLD is a Nasdaq-100 fund tracking the CBOE NASDAQ-100 Buy Write V2. ACYN is actively managed, while QYLD is passively managed. At a 0.48 correlation, their price movements are largely independent. ACYN charges 0.75%/yr vs 0.60%/yr for QYLD.

Performance

ACYN vs. QYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Laddered Autocallable Barrier & Income ETF (ACYN) and Global X NASDAQ 100 Covered Call ETF (QYLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ACYN

• 1D: 0.05%
• 1M: 0.82%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QYLD

• 1D: -1.48%
• 1M: 0.07%
• 6M: 7.04%
• YTD: 8.37%
• 1Y: 21.04%
• 3Y*: 12.94%
• 5Y*: 8.28%
• 10Y*: 9.75%

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

ACYN vs. QYLD - Yearly Performance Comparison

	2026 (YTD)
ACYN FT Vest Laddered Autocallable Barrier & Income ETF	5.46%
QYLD Global X NASDAQ 100 Covered Call ETF	6.94%

Correlation

The correlation between ACYN and QYLD is 0.48, 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 Feb 25, 2026	0.48

Return for Risk

ACYN vs. QYLD — Risk / Return Rank

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

ACYN

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

QYLD

QYLD Risk / Return Rank: 85
QYLD Sharpe Ratio Rank: 78
QYLD Sortino Ratio Rank: 78
QYLD Omega Ratio Rank: 85
QYLD Calmar Ratio Rank: 89
QYLD Martin Ratio Rank: 95

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.

ACYN vs. QYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Autocallable Barrier & Income ETF (ACYN) 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.

	ACYN	QYLD	Difference
Sharpe ratio: Return per unit of total volatility	—	1.97	—
Sortino ratio: Return per unit of downside risk	—	2.78	—
Omega ratio: Gain probability vs. loss probability	—	1.41	—
Calmar ratio: Return relative to maximum drawdown	—	4.25	—
Martin ratio: Return relative to average drawdown	—	21.84	—

Drawdowns

ACYN vs. QYLD - Drawdown Comparison

The maximum ACYN drawdown since its inception was -1.88%, smaller than the maximum QYLD drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for ACYN and QYLD.

Drawdown Indicators

	ACYN	QYLD	Difference
Max Drawdown Largest peak-to-trough decline	-1.88%	-24.75%	+22.87%
Max Drawdown (1Y) Largest decline over 1 year	—	-4.97%	—
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 Drawdown Current decline from peak	0.00%	-2.33%	+2.33%
Average Drawdown Average peak-to-trough decline	-0.28%	-3.81%	+3.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.97%	—

Volatility

Volatility by Period

	ACYN	QYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.76%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.59%	—
Volatility (1Y) Calculated over the trailing 1-year period	6.15%	10.73%	-4.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.15%	14.98%	-8.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.15%	15.59%	-9.44%

ACYN vs. QYLD - Expense Ratio Comparison

ACYN has a 0.75% expense ratio, which is higher than QYLD's 0.60% expense ratio.

Dividends

ACYN vs. QYLD - Dividend Comparison

ACYN's dividend yield for the trailing twelve months is around 2.63%, less than QYLD's 11.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ACYN FT Vest Laddered Autocallable Barrier & Income ETF	2.63%	0.00%	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	11.63%	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

Can I hold both ACYN and QYLD in my portfolio?

ACYN and QYLD have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ACYN or QYLD?

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.

Which ETF is cheaper, ACYN or QYLD?

QYLD is cheaper with a 0.60% expense ratio, compared with 0.75% for ACYN.

Which ETF pays a higher dividend yield, ACYN or QYLD?

QYLD has the higher dividend yield at 11.63%, compared with 2.63% for ACYN.

What is the main difference between ACYN and QYLD?

ACYN is categorized as Derivative Income, while QYLD is Nasdaq-100. They also come from different issuers: First Trust and Global X. Their fees differ too: 0.75% for ACYN and 0.60% for QYLD.