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COSW vs. ACYS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COSW vs. ACYS - Performance Comparison

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

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Returns By Period


COSW

1D
3.90%
1M
-5.40%
6M
-3.14%
YTD
9.32%
1Y
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)

COSW vs. ACYS - Yearly Performance Comparison


Correlation

The correlation between COSW and ACYS is -0.13, 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

-0.13

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Return for Risk

COSW vs. ACYS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill COST WeeklyPay ETF (COSW) 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.


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

COSW vs. ACYS - Sharpe Ratio Comparison


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Drawdowns

COSW vs. ACYS - Drawdown Comparison

The maximum COSW drawdown since its inception was -20.01%, which is greater than ACYS's maximum drawdown of -0.63%. Use the drawdown chart below to compare losses from any high point for COSW and ACYS.


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Drawdown Indicators


COSWACYSDifference

Max Drawdown

Largest peak-to-trough decline

-20.01%

-0.63%

-19.38%

Current Drawdown

Current decline from peak

-16.77%

-0.10%

-16.67%

Average Drawdown

Average peak-to-trough decline

-5.99%

-0.14%

-5.85%

Volatility

COSW vs. ACYS - Volatility Comparison


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Volatility by Period


COSWACYSDifference

Volatility (1Y)

Calculated over the trailing 1-year period

26.16%

3.38%

+22.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.16%

3.38%

+22.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.16%

3.38%

+22.78%

COSW vs. ACYS - Expense Ratio Comparison

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


Dividends

COSW vs. ACYS - Dividend Comparison

COSW's dividend yield for the trailing twelve months is around 21.43%, more than ACYS's 0.60% yield.


Frequently Asked Questions


COSW and ACYS have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

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

COSW has the higher dividend yield at 21.43%, compared with 0.60% for ACYS.

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

Portfolio Optimizer

Find the right allocation for COSW and ACYS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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