BABO vs. ACYS

Last updated Jul 17, 2026

BABO (YieldMax BABA Option Income Strategy ETF) and ACYS (FT Vest Laddered Autocallable Barrier & Resilient Income ETF) are both Derivative Income funds. Both are actively managed. At a 0.20 correlation, their price movements are largely independent. BABO charges 0.99%/yr vs 0.75%/yr for ACYS.

Performance

BABO vs. ACYS - Performance Comparison

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

Returns By Period

BABO

• 1D: -0.26%
• 1M: 4.46%
• 6M: -27.57%
• YTD: -17.97%
• 1Y: 0.22%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ACYS

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

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

BABO vs. ACYS - Yearly Performance Comparison

	2026 (YTD)
BABO YieldMax BABA Option Income Strategy ETF	-11.21%
ACYS FT Vest Laddered Autocallable Barrier & Resilient Income ETF	2.15%

Correlation

The correlation between BABO and ACYS is 0.20, 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	0.20

Return for Risk

BABO vs. ACYS — Risk / Return Rank

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

BABO

BABO Risk / Return Rank: 10
BABO Sharpe Ratio Rank: 10
BABO Sortino Ratio Rank: 11
BABO Omega Ratio Rank: 10
BABO Calmar Ratio Rank: 10
BABO Martin Ratio Rank: 9

ACYS

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

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.

BABO vs. ACYS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax BABA Option Income Strategy ETF (BABO) and FT Vest Laddered Autocallable Barrier & Resilient Income ETF (ACYS). 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.

	BABO	ACYS	Difference
Sharpe ratio: Return per unit of total volatility	0.01	—	—
Sortino ratio: Return per unit of downside risk	0.29	—	—
Omega ratio: Gain probability vs. loss probability	1.03	—	—
Calmar ratio: Return relative to maximum drawdown	0.01	—	—
Martin ratio: Return relative to average drawdown	0.01	—	—

Drawdowns

BABO vs. ACYS - Drawdown Comparison

The maximum BABO drawdown since its inception was -42.63%, which is greater than ACYS's maximum drawdown of -0.63%. Use the drawdown chart below to compare losses from any high point for BABO and ACYS.

Drawdown Indicators

	BABO	ACYS	Difference
Max Drawdown Largest peak-to-trough decline	-42.63%	-0.63%	-42.00%
Max Drawdown (1Y) Largest decline over 1 year	-42.63%	—	—
Current Drawdown Current decline from peak	-31.09%	-0.10%	-30.99%
Average Drawdown Average peak-to-trough decline	-14.96%	-0.14%	-14.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.87%	—	—

Volatility

Volatility by Period

	BABO	ACYS	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.48%	—	—
Volatility (6M) Calculated over the trailing 6-month period	24.95%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	36.21%	3.38%	+32.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.93%	3.38%	+33.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.93%	3.38%	+33.55%

BABO vs. ACYS - Expense Ratio Comparison

BABO has a 0.99% expense ratio, which is higher than ACYS's 0.75% expense ratio.

Dividends

BABO vs. ACYS - Dividend Comparison

BABO's dividend yield for the trailing twelve months is around 97.87%, more than ACYS's 0.60% yield.

Position	TTM	2025	2024
ACYS FT Vest Laddered Autocallable Barrier & Resilient Income ETF	0.60%	0.00%	0.00%
BABO YieldMax BABA Option Income Strategy ETF	97.87%	85.50%	20.65%

Frequently Asked Questions

Can I hold both BABO and ACYS in my portfolio?

BABO and ACYS have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BABO or ACYS?

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, BABO or ACYS?

ACYS is cheaper with a 0.75% expense ratio, compared with 0.99% for BABO.

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

BABO has the higher dividend yield at 97.87%, compared with 0.60% for ACYS.

What is the main difference between BABO and ACYS?

They also come from different issuers: YieldMax and First Trust. Their fees differ too: 0.99% for BABO and 0.75% for ACYS.