ACYS vs. RYLD

Last updated Aug 6, 2026

ACYS (FT Vest Laddered Autocallable Barrier & Resilient Income ETF) and RYLD (Global X Russell 2000 Covered Call ETF) are both Derivative Income funds. ACYS is actively managed, while RYLD is passively managed. Their 0.54 correlation means they have sometimes moved together and sometimes differently. ACYS charges 0.75%/yr vs 0.60%/yr for RYLD.

Performance

ACYS vs. RYLD - 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 Global X Russell 2000 Covered Call ETF (RYLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ACYS

• 1D: -0.29%
• 1M: 0.47%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

RYLD

• 1D: 0.00%
• 1M: 2.51%
• 6M: 11.58%
• YTD: 14.18%
• 1Y: 24.20%
• 3Y*: 8.92%
• 5Y*: 3.32%
• 10Y*: —
• ALL TIME*: 6.04%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ACYS FT Vest Laddered Autocallable Barrier & Resilient Income ETF	$7.62M	$7.12M	$6.35M
RYLD Global X Russell 2000 Covered Call ETF	$10.88M	$9.80M	$9.16M

ACYS vs. RYLD - Yearly Performance Comparison

	2026 (YTD)
ACYS FT Vest Laddered Autocallable Barrier & Resilient Income ETF	2.73%
RYLD Global X Russell 2000 Covered Call ETF	9.53%

Correlation

The correlation between ACYS and RYLD is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 23, 2026	0.54

Return for Risk

ACYS vs. RYLD — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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.

RYLD

RYLD Risk / Return Rank: 89
RYLD Sharpe Ratio Rank: 88
RYLD Sortino Ratio Rank: 88
RYLD Omega Ratio Rank: 92
RYLD Calmar Ratio Rank: 88
RYLD Martin Ratio Rank: 90

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ACYS vs. RYLD - 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 Global X Russell 2000 Covered Call ETF (RYLD). 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	RYLD	Difference
Sharpe ratio: Return per unit of total volatility	—	2.33	—
Sortino ratio: Return per unit of downside risk	—	3.28	—
Omega ratio: Gain probability vs. loss probability	—	1.49	—
Calmar ratio: Return relative to maximum drawdown	—	3.86	—
Martin ratio: Return relative to average drawdown	—	15.83	—

Drawdowns

ACYS vs. RYLD - Drawdown Comparison

The maximum ACYS drawdown since its inception was -0.78%, smaller than the maximum RYLD drawdown of -41.53%. Use the drawdown chart below to compare losses from any high point for ACYS and RYLD.

Drawdown Indicators

	ACYS	RYLD	Difference
Max Drawdown Largest peak-to-trough decline	-0.78%	-41.53%	+40.75%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.29%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-19.05%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-21.33%	—
Current Drawdown Current decline from peak	-0.29%	0.00%	-0.29%
Average Drawdown Average peak-to-trough decline	-0.16%	-8.64%	+8.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.53%	—

Volatility

Volatility by Period

	ACYS	RYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.31%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.72%	—
Volatility (1Y) Calculated over the trailing 1-year period	3.82%	10.42%	-6.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.82%	13.98%	-10.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.82%	17.03%	-13.21%

ACYS vs. RYLD - Expense Ratio Comparison

ACYS has a 0.75% expense ratio, which is higher than RYLD's 0.60% expense ratio.

Dividends

ACYS vs. RYLD - Dividend Comparison

ACYS's dividend yield for the trailing twelve months is around 1.27%, less than RYLD's 11.43% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
ACYS FT Vest Laddered Autocallable Barrier & Resilient Income ETF	1.27%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
RYLD Global X Russell 2000 Covered Call ETF	11.43%	12.00%	12.03%	12.64%	13.49%	12.35%	10.76%	6.43%

Frequently Asked Questions

Can I hold both ACYS and RYLD in my portfolio?

ACYS and RYLD have a correlation of 0.54, 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 RYLD?

On fees, RYLD 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, ACYS or RYLD?

RYLD is cheaper with a 0.60% expense ratio, compared with 0.75% for ACYS.

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

RYLD has the higher dividend yield at 11.43%, compared with 1.27% for ACYS.

What is the main difference between ACYS and RYLD?

They also come from different issuers: First Trust and Global X. Their fees differ too: 0.75% for ACYS and 0.60% for RYLD.