ACYS vs. IGME

Last updated Jul 17, 2026

ACYS (FT Vest Laddered Autocallable Barrier & Resilient Income ETF) and IGME (Bitwise GME Option Income Strategy ETF) are both Derivative Income funds. Both are actively managed. At a 0.32 correlation, their price movements are largely independent. ACYS charges 0.75%/yr vs 0.96%/yr for IGME.

Performance

ACYS vs. IGME - 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 Bitwise GME Option Income Strategy ETF (IGME). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ACYS

• 1D: -0.05%
• 1M: 0.51%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IGME

• 1D: -1.26%
• 1M: 3.48%
• 6M: 9.69%
• YTD: 16.18%
• 1Y: 3.60%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ACYS vs. IGME - Yearly Performance Comparison

	2026 (YTD)
ACYS FT Vest Laddered Autocallable Barrier & Resilient Income ETF	2.15%
IGME Bitwise GME Option Income Strategy ETF	-6.58%

Correlation

The correlation between ACYS and IGME 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 Apr 23, 2026	0.32

Return for Risk

ACYS vs. IGME — 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.

IGME

IGME Risk / Return Rank: 12
IGME Sharpe Ratio Rank: 12
IGME Sortino Ratio Rank: 12
IGME Omega Ratio Rank: 11
IGME Calmar Ratio Rank: 12
IGME Martin Ratio Rank: 11

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. IGME - 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 Bitwise GME Option Income Strategy ETF (IGME). 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	IGME	Difference
Sharpe ratio: Return per unit of total volatility	—	0.13	—
Sortino ratio: Return per unit of downside risk	—	0.39	—
Omega ratio: Gain probability vs. loss probability	—	1.04	—
Calmar ratio: Return relative to maximum drawdown	—	0.14	—
Martin ratio: Return relative to average drawdown	—	0.28	—

Drawdowns

ACYS vs. IGME - Drawdown Comparison

The maximum ACYS drawdown since its inception was -0.63%, smaller than the maximum IGME drawdown of -26.33%. Use the drawdown chart below to compare losses from any high point for ACYS and IGME.

Drawdown Indicators

	ACYS	IGME	Difference
Max Drawdown Largest peak-to-trough decline	-0.63%	-26.33%	+25.70%
Max Drawdown (1Y) Largest decline over 1 year	—	-25.70%	—
Current Drawdown Current decline from peak	-0.10%	-12.51%	+12.41%
Average Drawdown Average peak-to-trough decline	-0.14%	-14.32%	+14.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	12.77%	—

Volatility

Volatility by Period

	ACYS	IGME	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.57%	—
Volatility (6M) Calculated over the trailing 6-month period	—	19.08%	—
Volatility (1Y) Calculated over the trailing 1-year period	3.38%	27.03%	-23.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.38%	34.31%	-30.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.38%	34.31%	-30.93%

ACYS vs. IGME - Expense Ratio Comparison

ACYS has a 0.75% expense ratio, which is lower than IGME's 0.96% expense ratio.

Dividends

ACYS vs. IGME - Dividend Comparison

ACYS's dividend yield for the trailing twelve months is around 0.60%, less than IGME's 88.66% yield.

Position	TTM	2025
ACYS FT Vest Laddered Autocallable Barrier & Resilient Income ETF	0.60%	0.00%
IGME Bitwise GME Option Income Strategy ETF	88.66%	69.25%

Frequently Asked Questions

Can I hold both ACYS and IGME in my portfolio?

ACYS and IGME 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.

Which ETF is better, ACYS or IGME?

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 IGME?

ACYS is cheaper with a 0.75% expense ratio, compared with 0.96% for IGME.

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

IGME has the higher dividend yield at 88.66%, compared with 0.60% for ACYS.

What is the main difference between ACYS and IGME?

They also come from different issuers: First Trust and Bitwise. Their fees differ too: 0.75% for ACYS and 0.96% for IGME.