ACYN vs. XRMI
ACYN (FT Vest Laddered Autocallable Barrier & Income ETF) and XRMI (Global X S&P 500 Risk Managed Income ETF) are both Derivative Income funds. ACYN is actively managed, while XRMI is passively managed. At a 0.32 correlation, their price movements are largely independent. ACYN charges 0.75%/yr vs 0.60%/yr for XRMI.
Performance
ACYN vs. XRMI - Performance Comparison
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Returns By Period
ACYN
- 1D
- 0.05%
- 1M
- 0.82%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XRMI
- 1D
- -0.03%
- 1M
- 1.27%
- 6M
- 2.67%
- YTD
- 3.42%
- 1Y
- 9.91%
- 3Y*
- 6.85%
- 5Y*
- —
- 10Y*
- —
ACYN vs. XRMI - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
ACYN FT Vest Laddered Autocallable Barrier & Income ETF | 5.46% |
XRMI Global X S&P 500 Risk Managed Income ETF | 1.93% |
Correlation
The correlation between ACYN and XRMI is 0.32, 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 | 0.32 |
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Return for Risk
ACYN vs. XRMI — Risk / Return Rank
ACYN
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
XRMI
ACYN vs. XRMI - 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 S&P 500 Risk Managed Income ETF (XRMI). 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 | XRMI | 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 | — | 1.98 | — |
| Martin ratioReturn relative to average drawdown | — | 7.99 | — |
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Drawdowns
ACYN vs. XRMI - Drawdown Comparison
The maximum ACYN drawdown since its inception was -1.88%, smaller than the maximum XRMI drawdown of -15.31%. Use the drawdown chart below to compare losses from any high point for ACYN and XRMI.
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Drawdown Indicators
| ACYN | XRMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.88% | -15.31% | +13.43% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.02% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -8.34% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.03% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -0.28% | -5.80% | +5.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.24% | — |
Volatility
ACYN vs. XRMI - Volatility Comparison
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Volatility by Period
| ACYN | XRMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.10% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 4.41% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 6.15% | 5.54% | +0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.15% | 6.87% | -0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.15% | 6.87% | -0.72% |
ACYN vs. XRMI - Expense Ratio Comparison
ACYN has a 0.75% expense ratio, which is higher than XRMI's 0.60% expense ratio.
Dividends
ACYN vs. XRMI - Dividend Comparison
ACYN's dividend yield for the trailing twelve months is around 2.63%, less than XRMI's 12.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
ACYN FT Vest Laddered Autocallable Barrier & Income ETF | 2.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XRMI Global X S&P 500 Risk Managed Income ETF | 12.51% | 12.35% | 11.86% | 12.62% | 12.84% | 2.93% |
Frequently Asked Questions
ACYN and XRMI have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XRMI is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XRMI is cheaper with a 0.60% expense ratio, compared with 0.75% for ACYN.
XRMI has the higher dividend yield at 12.51%, compared with 2.63% for ACYN.
They also come from different issuers: First Trust and Global X. Their fees differ too: 0.75% for ACYN and 0.60% for XRMI.
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