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RYLG vs. ACYS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RYLG vs. ACYS - Performance Comparison

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

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Returns By Period


RYLG

1D
-0.66%
1M
1.10%
6M
10.22%
YTD
15.01%
1Y
26.35%
3Y*
12.17%
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)

RYLG vs. ACYS - Yearly Performance Comparison


Correlation

The correlation between RYLG and ACYS is 0.35, 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

0.35

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Return for Risk

RYLG vs. ACYS — Risk / Return Rank

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

RYLG
RYLG Risk / Return Rank: 7373
Overall Rank
RYLG Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
RYLG Sortino Ratio Rank: 7070
Sortino Ratio Rank
RYLG Omega Ratio Rank: 6666
Omega Ratio Rank
RYLG Calmar Ratio Rank: 7878
Calmar Ratio Rank
RYLG Martin Ratio Rank: 8181
Martin Ratio Rank

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.

RYLG vs. ACYS - Risk-Adjusted Trends Comparison

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


RYLGACYSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

3.24

Martin ratioReturn relative to average drawdown

12.43

RYLG vs. ACYS - Sharpe Ratio Comparison


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Drawdowns

RYLG vs. ACYS - Drawdown Comparison

The maximum RYLG drawdown since its inception was -22.37%, which is greater than ACYS's maximum drawdown of -0.63%. Use the drawdown chart below to compare losses from any high point for RYLG and ACYS.


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Drawdown Indicators


RYLGACYSDifference

Max Drawdown

Largest peak-to-trough decline

-22.37%

-0.63%

-21.74%

Max Drawdown (1Y)

Largest decline over 1 year

-8.18%

Max Drawdown (3Y)

Largest decline over 3 years

-22.37%

Current Drawdown

Current decline from peak

-1.09%

-0.24%

-0.85%

Average Drawdown

Average peak-to-trough decline

-4.04%

-0.14%

-3.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

Volatility

RYLG vs. ACYS - Volatility Comparison


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Volatility by Period


RYLGACYSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.09%

Volatility (6M)

Calculated over the trailing 6-month period

10.96%

Volatility (1Y)

Calculated over the trailing 1-year period

14.94%

3.45%

+11.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.05%

3.45%

+13.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

3.45%

+13.60%

RYLG vs. ACYS - Expense Ratio Comparison

RYLG has a 0.35% expense ratio, which is lower than ACYS's 0.75% expense ratio.


Dividends

RYLG vs. ACYS - Dividend Comparison

RYLG's dividend yield for the trailing twelve months is around 10.25%, more than ACYS's 0.60% yield.


PositionTTM2025202420232022
ACYS
FT Vest Laddered Autocallable Barrier & Resilient Income ETF
0.60%0.00%0.00%0.00%0.00%
RYLG
Global X Russell 2000 Covered Call & Growth ETF
10.25%10.82%23.73%5.78%4.36%

Frequently Asked Questions


RYLG and ACYS have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RYLG is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RYLG is cheaper with a 0.35% expense ratio, compared with 0.75% for ACYS.

RYLG has the higher dividend yield at 10.25%, compared with 0.60% for ACYS.

They also come from different issuers: Global X and First Trust. Their fees differ too: 0.35% for RYLG and 0.75% for ACYS.

Portfolio Optimizer

Find the right allocation for RYLG and ACYS

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