PLTY vs. ACII

Last updated Jun 3, 2026

PLTY (YieldMax PLTR Option Income Strategy ETF) and ACII (Innovator Index Autocallable Income Strategy ETF) are both Derivative Income funds. Both are actively managed. With a 1.00 correlation, they move nearly in lockstep. PLTY charges 0.99%/yr vs 0.79%/yr for ACII.

Performance

PLTY vs. ACII - Performance Comparison

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

Returns By Period

PLTY

• 1D: -3.89%
• 1M: 7.45%
• YTD: -8.48%
• 6M: -7.00%
• 1Y: 11.69%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ACII

• 1D: -0.21%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PLTY vs. ACII - Yearly Performance Comparison

	2026 (YTD)
PLTY YieldMax PLTR Option Income Strategy ETF	5.80%
ACII Innovator Index Autocallable Income Strategy ETF	-0.14%

Correlation

The correlation between PLTY and ACII is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 29, 2026	1.00

Return for Risk

PLTY vs. ACII — Risk / Return Rank

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

PLTY

PLTY Risk / Return Rank: 13
PLTY Sharpe Ratio Rank: 13
PLTY Sortino Ratio Rank: 14
PLTY Omega Ratio Rank: 15
PLTY Calmar Ratio Rank: 13
PLTY Martin Ratio Rank: 12

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.

PLTY vs. ACII - Risk-Adjusted Trends Comparison

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

	PLTY	ACII	Difference
Sharpe ratio Return per unit of total volatility	0.27	—	—
Sortino ratio Return per unit of downside risk	0.64	—	—
Omega ratio Gain probability vs. loss probability	1.09	—	—
Calmar ratio Return relative to maximum drawdown	0.36	—	—
Martin ratio Return relative to average drawdown	0.70	—	—
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

	PLTY	ACII	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.27	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.38	-4.37	+5.74

Drawdowns

PLTY vs. ACII - Drawdown Comparison

The maximum PLTY drawdown since its inception was -36.61%, which is greater than ACII's maximum drawdown of -0.32%. Use the drawdown chart below to compare losses from any high point for PLTY and ACII.

Drawdown Indicators

	PLTY	ACII	Difference
Max Drawdown Largest peak-to-trough decline	-36.61%	-0.32%	-36.29%
Max Drawdown (1Y) Largest decline over 1 year	-34.41%	—	—
Current Drawdown Current decline from peak	-20.62%	-0.32%	-20.30%
Average Drawdown Average peak-to-trough decline	-12.74%	-0.14%	-12.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.65%	—	—

Volatility

Volatility by Period

	PLTY	ACII	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.92%	—	—
Volatility (6M) Calculated over the trailing 6-month period	31.89%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	43.13%	3.15%	+39.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	52.81%	3.15%	+49.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	52.81%	3.15%	+49.66%

PLTY vs. ACII - Expense Ratio Comparison

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

Dividends

PLTY vs. ACII - Dividend Comparison

PLTY's dividend yield for the trailing twelve months is around 102.78%, more than ACII's 0.73% yield.

Position	TTM	2025	2024
ACII Innovator Index Autocallable Income Strategy ETF	0.73%	0.00%	0.00%
PLTY YieldMax PLTR Option Income Strategy ETF	102.78%	112.44%	7.85%

Frequently Asked Questions

Can I hold both PLTY and ACII in my portfolio?

With a correlation of 1.00, PLTY and ACII move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, PLTY 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, PLTY or ACII?

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

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

PLTY has the higher dividend yield at 102.78%, compared with 0.73% for ACII.

What is the main difference between PLTY and ACII?

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