GPTY vs. ACII

Last updated Jun 4, 2026

GPTY (YieldMax AI & Tech Portfolio Option Income ETF) and ACII (Innovator Index Autocallable Income Strategy ETF) are both Derivative Income funds. Both are actively managed. At a 0.40 correlation, their price movements are largely independent. GPTY charges 0.99%/yr vs 0.79%/yr for ACII.

Performance

GPTY vs. ACII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax AI & Tech Portfolio Option Income ETF (GPTY) and Innovator Index Autocallable Income Strategy ETF (ACII). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

GPTY

• 1D: -1.40%
• 1M: 19.04%
• YTD: 36.39%
• 6M: 32.30%
• 1Y: 55.13%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ACII

• 1D: -0.95%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GPTY vs. ACII - Yearly Performance Comparison

	2026 (YTD)
GPTY YieldMax AI & Tech Portfolio Option Income ETF	3.91%
ACII Innovator Index Autocallable Income Strategy ETF	-1.10%

Correlation

The correlation between GPTY and ACII is 0.40, 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 May 29, 2026	0.40

Return for Risk

GPTY vs. ACII — Risk / Return Rank

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

GPTY

GPTY Risk / Return Rank: 60
GPTY Sharpe Ratio Rank: 70
GPTY Sortino Ratio Rank: 62
GPTY Omega Ratio Rank: 64
GPTY Calmar Ratio Rank: 57
GPTY Martin Ratio Rank: 46

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.

GPTY vs. ACII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AI & Tech Portfolio Option Income ETF (GPTY) and Innovator Index Autocallable Income Strategy ETF (ACII). 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.

	GPTY	ACII	Difference
Sharpe ratio: Return per unit of total volatility	2.33	—	—
Sortino ratio: Return per unit of downside risk	2.98	—	—
Omega ratio: Gain probability vs. loss probability	1.39	—	—
Calmar ratio: Return relative to maximum drawdown	2.87	—	—
Martin ratio: Return relative to average drawdown	7.65	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	GPTY	ACII	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.33	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.44	-7.55	+8.99

Drawdowns

GPTY vs. ACII - Drawdown Comparison

The maximum GPTY drawdown since its inception was -26.62%, which is greater than ACII's maximum drawdown of -1.27%. Use the drawdown chart below to compare losses from any high point for GPTY and ACII.

Drawdown Indicators

	GPTY	ACII	Difference
Max Drawdown Largest peak-to-trough decline	-26.62%	-1.27%	-25.35%
Max Drawdown (1Y) Largest decline over 1 year	-19.32%	—	—
Current Drawdown Current decline from peak	-1.40%	-1.27%	-0.13%
Average Drawdown Average peak-to-trough decline	-6.52%	-0.42%	-6.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.23%	—	—

Volatility

Volatility by Period

	GPTY	ACII	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.41%	—	—
Volatility (6M) Calculated over the trailing 6-month period	18.19%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	23.95%	7.65%	+16.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.85%	7.65%	+21.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.85%	7.65%	+21.20%

GPTY vs. ACII - Expense Ratio Comparison

GPTY has a 0.99% expense ratio, which is higher than ACII's 0.79% expense ratio.

Dividends

GPTY vs. ACII - Dividend Comparison

GPTY's dividend yield for the trailing twelve months is around 32.54%, more than ACII's 0.74% yield.

Position	TTM	2025
ACII Innovator Index Autocallable Income Strategy ETF	0.74%	0.00%
GPTY YieldMax AI & Tech Portfolio Option Income ETF	32.54%	34.23%

Frequently Asked Questions

Can I hold both GPTY and ACII in my portfolio?

GPTY and ACII have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GPTY or ACII?

On fees, ACII is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GPTY or ACII?

ACII is cheaper with a 0.79% expense ratio, compared with 0.99% for GPTY.

Which ETF pays a higher dividend yield, GPTY or ACII?

GPTY has the higher dividend yield at 32.54%, compared with 0.74% for ACII.

What is the main difference between GPTY and ACII?

They also come from different issuers: YieldMax and Innovator. Their fees differ too: 0.99% for GPTY and 0.79% for ACII.