RYLD vs. ACYS

Last updated Aug 4, 2026

RYLD (Global X Russell 2000 Covered Call ETF) and ACYS (FT Vest Laddered Autocallable Barrier & Resilient Income ETF) are both Derivative Income funds. RYLD is passively managed, while ACYS is actively managed. Their 0.53 correlation means they have sometimes moved together and sometimes differently. RYLD charges 0.60%/yr vs 0.75%/yr for ACYS.

Performance

RYLD vs. ACYS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Russell 2000 Covered Call ETF (RYLD) and FT Vest Laddered Autocallable Barrier & Resilient Income ETF (ACYS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

RYLD

• 1D: 1.06%
• 1M: 2.27%
• 6M: 10.40%
• YTD: 13.48%
• 1Y: 26.26%
• 3Y*: 8.70%
• 5Y*: 3.43%
• 10Y*: —
• ALL TIME*: 5.95%

ACYS

• 1D: 0.27%
• 1M: 0.62%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ACYS FT Vest Laddered Autocallable Barrier & Resilient Income ETF	$8.16M	$7.21M	$6.15M
RYLD Global X Russell 2000 Covered Call ETF	$9.87M	$9.43M	$9.08M

RYLD vs. ACYS - Yearly Performance Comparison

	2026 (YTD)
RYLD Global X Russell 2000 Covered Call ETF	8.86%
ACYS FT Vest Laddered Autocallable Barrier & Resilient Income ETF	2.63%

Correlation

The correlation between RYLD and ACYS is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 23, 2026	0.53

Return for Risk

RYLD vs. ACYS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RYLD

RYLD Risk / Return Rank: 93
RYLD Sharpe Ratio Rank: 93
RYLD Sortino Ratio Rank: 93
RYLD Omega Ratio Rank: 94
RYLD Calmar Ratio Rank: 92
RYLD Martin Ratio Rank: 93

ACYS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RYLD vs. ACYS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Russell 2000 Covered Call ETF (RYLD) 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.

	RYLD	ACYS	Difference
Sharpe ratio: Return per unit of total volatility	2.50	—	—
Sortino ratio: Return per unit of downside risk	3.52	—	—
Omega ratio: Gain probability vs. loss probability	1.52	—	—
Calmar ratio: Return relative to maximum drawdown	4.19	—	—
Martin ratio: Return relative to average drawdown	17.17	—	—

Drawdowns

RYLD vs. ACYS - Drawdown Comparison

The maximum RYLD drawdown since its inception was -41.53%, which is greater than ACYS's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for RYLD and ACYS.

Drawdown Indicators

	RYLD	ACYS	Difference
Max Drawdown Largest peak-to-trough decline	-41.53%	-0.78%	-40.75%
Max Drawdown (1Y) Largest decline over 1 year	-6.29%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-19.05%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-21.33%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-8.65%	-0.16%	-8.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.53%	—	—

Volatility

Volatility by Period

	RYLD	ACYS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.30%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.74%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.58%	3.76%	+6.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.98%	3.76%	+10.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.04%	3.76%	+13.28%

RYLD vs. ACYS - Expense Ratio Comparison

RYLD has a 0.60% expense ratio, which is lower than ACYS's 0.75% expense ratio.

Dividends

RYLD vs. ACYS - Dividend Comparison

RYLD's dividend yield for the trailing twelve months is around 11.50%, more than ACYS's 1.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
ACYS FT Vest Laddered Autocallable Barrier & Resilient Income ETF	1.27%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
RYLD Global X Russell 2000 Covered Call ETF	11.50%	12.00%	12.03%	12.64%	13.49%	12.35%	10.76%	6.43%

Frequently Asked Questions

Can I hold both RYLD and ACYS in my portfolio?

RYLD and ACYS have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, RYLD or ACYS?

On fees, RYLD is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, RYLD or ACYS?

RYLD is cheaper with a 0.60% expense ratio, compared with 0.75% for ACYS.

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

RYLD has the higher dividend yield at 11.50%, compared with 1.27% for ACYS.

What is the main difference between RYLD and ACYS?

They also come from different issuers: Global X and First Trust. Their fees differ too: 0.60% for RYLD and 0.75% for ACYS.