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DDDD vs. ACYS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DDDD vs. ACYS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax U.S. Stocks Target Double Distribution ETF (DDDD) 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


DDDD

1D
2.16%
1M
1.49%
6M
YTD
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)

DDDD vs. ACYS - Yearly Performance Comparison


Correlation

The correlation between DDDD and ACYS is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

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Return for Risk

DDDD vs. ACYS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax U.S. Stocks Target Double Distribution ETF (DDDD) 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.

DDDD vs. ACYS - Sharpe Ratio Comparison


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Drawdowns

DDDD vs. ACYS - Drawdown Comparison

The maximum DDDD drawdown since its inception was -3.04%, which is greater than ACYS's maximum drawdown of -0.63%. Use the drawdown chart below to compare losses from any high point for DDDD and ACYS.


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Drawdown Indicators


DDDDACYSDifference

Max Drawdown

Largest peak-to-trough decline

-3.04%

-0.63%

-2.41%

Current Drawdown

Current decline from peak

0.00%

-0.10%

+0.10%

Average Drawdown

Average peak-to-trough decline

-0.91%

-0.14%

-0.77%

Volatility

DDDD vs. ACYS - Volatility Comparison


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Volatility by Period


DDDDACYSDifference

Volatility (1Y)

Calculated over the trailing 1-year period

10.46%

3.38%

+7.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.46%

3.38%

+7.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.46%

3.38%

+7.08%

DDDD vs. ACYS - Expense Ratio Comparison

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


Dividends

DDDD vs. ACYS - Dividend Comparison

DDDD's dividend yield for the trailing twelve months is around 1.55%, more than ACYS's 0.60% yield.


Frequently Asked Questions


DDDD and ACYS have a correlation of 0.01, 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 DDDD.

DDDD has the higher dividend yield at 1.55%, compared with 0.60% for ACYS.

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

Portfolio Optimizer

Find the right allocation for DDDD 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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