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ACYN vs. XRMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACYN vs. XRMI - 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 S&P 500 Risk Managed Income ETF (XRMI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ACYN

1D
0.19%
1M
-0.17%
YTD
6M
1Y
3Y*
5Y*
10Y*

XRMI

1D
-0.12%
1M
0.20%
YTD
1.48%
6M
1.02%
1Y
8.38%
3Y*
6.96%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACYN vs. XRMI - Yearly Performance Comparison


Correlation

The correlation between ACYN and XRMI is 0.29, 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

0.29

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Return for Risk

ACYN vs. XRMI — 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.


XRMI
XRMI Risk / Return Rank: 4747
Overall Rank
XRMI Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XRMI Sortino Ratio Rank: 4949
Sortino Ratio Rank
XRMI Omega Ratio Rank: 5353
Omega Ratio Rank
XRMI Calmar Ratio Rank: 3737
Calmar Ratio Rank
XRMI Martin Ratio Rank: 4646
Martin Ratio Rank
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. 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.


ACYNXRMIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

1.68

Martin ratioReturn relative to average drawdown

6.75

ACYN vs. XRMI - Sharpe Ratio Comparison


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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


ACYNXRMIDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.48%

-0.70%

+0.22%

Average Drawdown

Average peak-to-trough decline

-0.31%

-5.86%

+5.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

Volatility

ACYN vs. XRMI - Volatility Comparison


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Volatility by Period


ACYNXRMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.70%

Volatility (6M)

Calculated over the trailing 6-month period

4.41%

Volatility (1Y)

Calculated over the trailing 1-year period

6.55%

5.50%

+1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.55%

6.90%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.55%

6.90%

-0.35%

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 1.76%, less than XRMI's 12.75% yield.


PositionTTM20252024202320222021
ACYN
FT Vest Laddered Autocallable Barrier & Income ETF
1.76%0.00%0.00%0.00%0.00%0.00%
XRMI
Global X S&P 500 Risk Managed Income ETF
12.75%12.35%11.86%12.62%12.84%2.93%

Frequently Asked Questions


ACYN and XRMI have a correlation of 0.29, 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 12.75%, compared with 1.76% 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.

Portfolio Optimizer

Find the right allocation for ACYN and XRMI

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