ACYS vs. IGLD

Last updated Jul 8, 2026

ACYS (FT Vest Laddered Autocallable Barrier & Resilient Income ETF) and IGLD (FT Vest Gold Strategy Target Income ETF) are both exchange-traded funds - ACYS is a Derivative Income fund actively managed by First Trust, while IGLD is a Gold fund actively managed by First Trust. Both are actively managed. At a 0.40 correlation, their price movements are largely independent. ACYS charges 0.75%/yr vs 0.85%/yr for IGLD.

Performance

ACYS vs. IGLD - Performance Comparison

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

Returns By Period

ACYS

• 1D: -0.39%
• 1M: 0.60%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IGLD

• 1D: -1.36%
• 1M: -5.16%
• 6M: -8.72%
• YTD: -5.98%
• 1Y: 15.00%
• 3Y*: 20.08%
• 5Y*: 12.37%
• 10Y*: —

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

ACYS vs. IGLD - Yearly Performance Comparison

	2026 (YTD)
ACYS FT Vest Laddered Autocallable Barrier & Resilient Income ETF	1.85%
IGLD FT Vest Gold Strategy Target Income ETF	-12.51%

Correlation

The correlation between ACYS and IGLD is 0.40, 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	0.40

Return for Risk

ACYS vs. IGLD — Risk / Return Rank

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

ACYS

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

IGLD

IGLD Risk / Return Rank: 19
IGLD Sharpe Ratio Rank: 20
IGLD Sortino Ratio Rank: 19
IGLD Omega Ratio Rank: 21
IGLD Calmar Ratio Rank: 17
IGLD Martin Ratio Rank: 18

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.

ACYS vs. IGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Autocallable Barrier & Resilient Income ETF (ACYS) and FT Vest Gold Strategy Target Income ETF (IGLD). 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.

	ACYS	IGLD	Difference
Sharpe ratio: Return per unit of total volatility	—	0.61	—
Sortino ratio: Return per unit of downside risk	—	0.94	—
Omega ratio: Gain probability vs. loss probability	—	1.14	—
Calmar ratio: Return relative to maximum drawdown	—	0.63	—
Martin ratio: Return relative to average drawdown	—	1.72	—

Drawdowns

ACYS vs. IGLD - Drawdown Comparison

The maximum ACYS drawdown since its inception was -0.63%, smaller than the maximum IGLD drawdown of -23.84%. Use the drawdown chart below to compare losses from any high point for ACYS and IGLD.

Drawdown Indicators

	ACYS	IGLD	Difference
Max Drawdown Largest peak-to-trough decline	-0.63%	-23.84%	+23.21%
Max Drawdown (1Y) Largest decline over 1 year	—	-23.84%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-23.84%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-23.84%	—
Current Drawdown Current decline from peak	-0.39%	-21.56%	+21.17%
Average Drawdown Average peak-to-trough decline	-0.14%	-5.48%	+5.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	8.75%	—

Volatility

Volatility by Period

	ACYS	IGLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.13%	—
Volatility (6M) Calculated over the trailing 6-month period	—	22.40%	—
Volatility (1Y) Calculated over the trailing 1-year period	3.35%	24.76%	-21.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.35%	15.61%	-12.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.35%	15.39%	-12.04%

ACYS vs. IGLD - Expense Ratio Comparison

ACYS has a 0.75% expense ratio, which is lower than IGLD's 0.85% expense ratio.

Dividends

ACYS vs. IGLD - Dividend Comparison

ACYS's dividend yield for the trailing twelve months is around 0.61%, less than IGLD's 21.20% yield.

Position	TTM	2025	2024	2023	2022	2021
ACYS FT Vest Laddered Autocallable Barrier & Resilient Income ETF	0.61%	0.00%	0.00%	0.00%	0.00%	0.00%
IGLD FT Vest Gold Strategy Target Income ETF	21.20%	9.91%	20.81%	7.85%	4.45%	2.24%

Frequently Asked Questions

Can I hold both ACYS and IGLD in my portfolio?

ACYS and IGLD have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ACYS or IGLD?

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.

Which ETF is cheaper, ACYS or IGLD?

ACYS is cheaper with a 0.75% expense ratio, compared with 0.85% for IGLD.

Which ETF pays a higher dividend yield, ACYS or IGLD?

IGLD has the higher dividend yield at 21.20%, compared with 0.61% for ACYS.

What is the main difference between ACYS and IGLD?

ACYS is categorized as Derivative Income, while IGLD is Gold. Their fees differ too: 0.75% for ACYS and 0.85% for IGLD.