MSFY vs. ACYS

Last updated Jul 15, 2026

MSFY (Kurv Yield Premium Strategy Microsoft ETF) and ACYS (FT Vest Laddered Autocallable Barrier & Resilient Income ETF) are both Derivative Income funds. Both are actively managed. At a correlation of -0.02, they often move in opposite directions. MSFY charges 1.00%/yr vs 0.75%/yr for ACYS.

Performance

MSFY vs. ACYS - Performance Comparison

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

Returns By Period

MSFY

• 1D: -1.54%
• 1M: -1.44%
• 6M: -21.21%
• YTD: -23.61%
• 1Y: -23.16%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ACYS

• 1D: 0.20%
• 1M: 0.90%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

MSFY vs. ACYS - Yearly Performance Comparison

	2026 (YTD)
MSFY Kurv Yield Premium Strategy Microsoft ETF	-12.32%
ACYS FT Vest Laddered Autocallable Barrier & Resilient Income ETF	2.20%

Correlation

The correlation between MSFY and ACYS is -0.02, 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	-0.02

Return for Risk

MSFY vs. ACYS — Risk / Return Rank

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

MSFY

MSFY Risk / Return Rank: 3
MSFY Sharpe Ratio Rank: 3
MSFY Sortino Ratio Rank: 3
MSFY Omega Ratio Rank: 3
MSFY Calmar Ratio Rank: 4
MSFY Martin Ratio Rank: 3

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.

MSFY vs. ACYS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Microsoft ETF (MSFY) 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.

	MSFY	ACYS	Difference
Sharpe ratio: Return per unit of total volatility	-0.80	—	—
Sortino ratio: Return per unit of downside risk	-0.99	—	—
Omega ratio: Gain probability vs. loss probability	0.87	—	—
Calmar ratio: Return relative to maximum drawdown	-0.65	—	—
Martin ratio: Return relative to average drawdown	-1.28	—	—

Drawdowns

MSFY vs. ACYS - Drawdown Comparison

The maximum MSFY drawdown since its inception was -35.65%, which is greater than ACYS's maximum drawdown of -0.63%. Use the drawdown chart below to compare losses from any high point for MSFY and ACYS.

Drawdown Indicators

	MSFY	ACYS	Difference
Max Drawdown Largest peak-to-trough decline	-35.65%	-0.63%	-35.02%
Max Drawdown (1Y) Largest decline over 1 year	-35.65%	—	—
Current Drawdown Current decline from peak	-29.42%	-0.05%	-29.37%
Average Drawdown Average peak-to-trough decline	-8.07%	-0.14%	-7.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.11%	—	—

Volatility

Volatility by Period

	MSFY	ACYS	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.85%	—	—
Volatility (6M) Calculated over the trailing 6-month period	27.41%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	29.09%	3.44%	+25.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.12%	3.44%	+19.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.12%	3.44%	+19.68%

MSFY vs. ACYS - Expense Ratio Comparison

MSFY has a 1.00% expense ratio, which is higher than ACYS's 0.75% expense ratio.

Dividends

MSFY vs. ACYS - Dividend Comparison

MSFY's dividend yield for the trailing twelve months is around 25.91%, more than ACYS's 0.60% yield.

Position	TTM	2025	2024	2023
ACYS FT Vest Laddered Autocallable Barrier & Resilient Income ETF	0.60%	0.00%	0.00%	0.00%
MSFY Kurv Yield Premium Strategy Microsoft ETF	25.91%	18.56%	14.35%	1.94%

Frequently Asked Questions

Can I hold both MSFY and ACYS in my portfolio?

MSFY and ACYS have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, MSFY 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, MSFY or ACYS?

ACYS is cheaper with a 0.75% expense ratio, compared with 1.00% for MSFY.

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

MSFY has the higher dividend yield at 25.91%, compared with 0.60% for ACYS.

What is the main difference between MSFY and ACYS?

They also come from different issuers: Kurv and First Trust. Their fees differ too: 1.00% for MSFY and 0.75% for ACYS.