GPTY vs. ACYS

Last updated Jul 17, 2026

GPTY (YieldMax AI & Tech Portfolio Option Income ETF) and ACYS (FT Vest Laddered Autocallable Barrier & Resilient Income ETF) are both Derivative Income funds. Both are actively managed. At a 0.48 correlation, their price movements are largely independent. GPTY charges 0.99%/yr vs 0.75%/yr for ACYS.

Performance

GPTY vs. ACYS - Performance Comparison

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

Returns By Period

GPTY

• 1D: -3.10%
• 1M: -8.33%
• 6M: 16.85%
• YTD: 19.07%
• 1Y: 25.58%
• 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)

GPTY vs. ACYS - Yearly Performance Comparison

	2026 (YTD)
GPTY YieldMax AI & Tech Portfolio Option Income ETF	7.20%
ACYS FT Vest Laddered Autocallable Barrier & Resilient Income ETF	2.15%

Correlation

The correlation between GPTY and ACYS is 0.48, 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	0.48

Return for Risk

GPTY vs. ACYS — Risk / Return Rank

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

GPTY

GPTY Risk / Return Rank: 31
GPTY Sharpe Ratio Rank: 32
GPTY Sortino Ratio Rank: 31
GPTY Omega Ratio Rank: 31
GPTY Calmar Ratio Rank: 32
GPTY Martin Ratio Rank: 29

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.

GPTY vs. ACYS - Risk-Adjusted Trends Comparison

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

	GPTY	ACYS	Difference
Sharpe ratio: Return per unit of total volatility	0.97	—	—
Sortino ratio: Return per unit of downside risk	1.43	—	—
Omega ratio: Gain probability vs. loss probability	1.18	—	—
Calmar ratio: Return relative to maximum drawdown	1.33	—	—
Martin ratio: Return relative to average drawdown	3.30	—	—

Drawdowns

GPTY vs. ACYS - Drawdown Comparison

The maximum GPTY drawdown since its inception was -26.62%, which is greater than ACYS's maximum drawdown of -0.63%. Use the drawdown chart below to compare losses from any high point for GPTY and ACYS.

Drawdown Indicators

	GPTY	ACYS	Difference
Max Drawdown Largest peak-to-trough decline	-26.62%	-0.63%	-25.99%
Max Drawdown (1Y) Largest decline over 1 year	-19.32%	—	—
Current Drawdown Current decline from peak	-13.92%	-0.10%	-13.82%
Average Drawdown Average peak-to-trough decline	-6.63%	-0.14%	-6.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.77%	—	—

Volatility

Volatility by Period

	GPTY	ACYS	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.79%	—	—
Volatility (6M) Calculated over the trailing 6-month period	21.74%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	26.51%	3.38%	+23.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.74%	3.38%	+26.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.74%	3.38%	+26.36%

GPTY vs. ACYS - Expense Ratio Comparison

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

Dividends

GPTY vs. ACYS - Dividend Comparison

GPTY's dividend yield for the trailing twelve months is around 39.37%, more than ACYS's 0.60% yield.

Position	TTM	2025
ACYS FT Vest Laddered Autocallable Barrier & Resilient Income ETF	0.60%	0.00%
GPTY YieldMax AI & Tech Portfolio Option Income ETF	39.37%	34.23%

Frequently Asked Questions

Can I hold both GPTY and ACYS in my portfolio?

GPTY and ACYS have a correlation of 0.48, 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 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, GPTY or ACYS?

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

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

GPTY has the higher dividend yield at 39.37%, compared with 0.60% for ACYS.

What is the main difference between GPTY and ACYS?

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