MARO vs. ACYS

Last updated Jul 14, 2026

MARO (YieldMax MARA Option Income Strategy ETF) and ACYS (FT Vest Laddered Autocallable Barrier & Resilient Income ETF) are both Derivative Income funds. Both are actively managed. A 0.50 correlation means they provide meaningful diversification when combined. MARO charges 0.99%/yr vs 0.75%/yr for ACYS.

Performance

MARO vs. ACYS - Performance Comparison

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

Returns By Period

MARO

• 1D: -2.39%
• 1M: -8.22%
• 6M: 2.46%
• YTD: 14.15%
• 1Y: -43.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ACYS

• 1D: 0.20%
• 1M: 0.70%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

MARO vs. ACYS - Yearly Performance Comparison

	2026 (YTD)
MARO YieldMax MARA Option Income Strategy ETF	0.84%
ACYS FT Vest Laddered Autocallable Barrier & Resilient Income ETF	2.00%

Correlation

The correlation between MARO and ACYS is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 23, 2026	0.50

Return for Risk

MARO vs. ACYS — Risk / Return Rank

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

MARO

MARO Risk / Return Rank: 4
MARO Sharpe Ratio Rank: 4
MARO Sortino Ratio Rank: 4
MARO Omega Ratio Rank: 4
MARO Calmar Ratio Rank: 4
MARO Martin Ratio Rank: 4

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.

MARO vs. ACYS - Risk-Adjusted Trends Comparison

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

	MARO	ACYS	Difference
Sharpe ratio: Return per unit of total volatility	-0.69	—	—
Sortino ratio: Return per unit of downside risk	-0.82	—	—
Omega ratio: Gain probability vs. loss probability	0.90	—	—
Calmar ratio: Return relative to maximum drawdown	-0.67	—	—
Martin ratio: Return relative to average drawdown	-1.07	—	—

Drawdowns

MARO vs. ACYS - Drawdown Comparison

The maximum MARO drawdown since its inception was -71.75%, which is greater than ACYS's maximum drawdown of -0.63%. Use the drawdown chart below to compare losses from any high point for MARO and ACYS.

Drawdown Indicators

	MARO	ACYS	Difference
Max Drawdown Largest peak-to-trough decline	-71.75%	-0.63%	-71.12%
Max Drawdown (1Y) Largest decline over 1 year	-65.51%	—	—
Current Drawdown Current decline from peak	-56.50%	-0.24%	-56.26%
Average Drawdown Average peak-to-trough decline	-42.64%	-0.14%	-42.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	40.95%	—	—

Volatility

Volatility by Period

	MARO	ACYS	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.08%	—	—
Volatility (6M) Calculated over the trailing 6-month period	49.30%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	63.58%	3.45%	+60.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	65.58%	3.45%	+62.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	65.58%	3.45%	+62.13%

MARO vs. ACYS - Expense Ratio Comparison

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

Dividends

MARO vs. ACYS - Dividend Comparison

MARO's dividend yield for the trailing twelve months is around 218.17%, more than ACYS's 0.60% yield.

Position	TTM	2025
ACYS FT Vest Laddered Autocallable Barrier & Resilient Income ETF	0.60%	0.00%
MARO YieldMax MARA Option Income Strategy ETF	218.17%	277.68%

Frequently Asked Questions

Can I hold both MARO and ACYS in my portfolio?

MARO and ACYS have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, MARO 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, MARO or ACYS?

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

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

MARO has the higher dividend yield at 218.17%, compared with 0.60% for ACYS.

What is the main difference between MARO and ACYS?

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