BRKC vs. ACYS

Last updated Jul 17, 2026

BRKC (YieldMax BRK.B 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 correlation of -0.20, they often move in opposite directions. BRKC charges 0.99%/yr vs 0.75%/yr for ACYS.

Performance

BRKC vs. ACYS - Performance Comparison

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

Returns By Period

BRKC

• 1D: 0.71%
• 1M: -0.45%
• 6M: -0.20%
• YTD: -1.60%
• 1Y: 1.21%
• 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)

BRKC vs. ACYS - Yearly Performance Comparison

	2026 (YTD)
BRKC YieldMax BRK.B Option Income Strategy ETF	3.99%
ACYS FT Vest Laddered Autocallable Barrier & Resilient Income ETF	2.15%

Correlation

The correlation between BRKC and ACYS is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 23, 2026	-0.20

Return for Risk

BRKC vs. ACYS — Risk / Return Rank

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

BRKC

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

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.

BRKC vs. ACYS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax BRK.B Option Income Strategy ETF (BRKC) 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.

	BRKC	ACYS	Difference
Sharpe ratio: Return per unit of total volatility	0.10	—	—
Sortino ratio: Return per unit of downside risk	0.22	—	—
Omega ratio: Gain probability vs. loss probability	1.03	—	—
Calmar ratio: Return relative to maximum drawdown	0.16	—	—
Martin ratio: Return relative to average drawdown	0.33	—	—

Drawdowns

BRKC vs. ACYS - Drawdown Comparison

The maximum BRKC drawdown since its inception was -7.59%, which is greater than ACYS's maximum drawdown of -0.63%. Use the drawdown chart below to compare losses from any high point for BRKC and ACYS.

Drawdown Indicators

	BRKC	ACYS	Difference
Max Drawdown Largest peak-to-trough decline	-7.59%	-0.63%	-6.96%
Max Drawdown (1Y) Largest decline over 1 year	-7.59%	—	—
Current Drawdown Current decline from peak	-3.58%	-0.10%	-3.48%
Average Drawdown Average peak-to-trough decline	-3.12%	-0.14%	-2.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.65%	—	—

Volatility

Volatility by Period

	BRKC	ACYS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.07%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.90%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.50%	3.38%	+9.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.42%	3.38%	+9.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.42%	3.38%	+9.04%

BRKC vs. ACYS - Expense Ratio Comparison

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

Dividends

BRKC vs. ACYS - Dividend Comparison

BRKC's dividend yield for the trailing twelve months is around 21.87%, more than ACYS's 0.60% yield.

Position	TTM	2025
ACYS FT Vest Laddered Autocallable Barrier & Resilient Income ETF	0.60%	0.00%
BRKC YieldMax BRK.B Option Income Strategy ETF	21.87%	10.81%

Frequently Asked Questions

Can I hold both BRKC and ACYS in my portfolio?

BRKC 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, BRKC 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, BRKC or ACYS?

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

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

BRKC has the higher dividend yield at 21.87%, compared with 0.60% for ACYS.

What is the main difference between BRKC and ACYS?

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