SBAR vs. ACYS

Last updated Aug 4, 2026

SBAR (Simplify Barrier Income ETF) and ACYS (FT Vest Laddered Autocallable Barrier & Resilient Income ETF) are both Derivative Income funds. Both are actively managed. Their 0.47 correlation means their historical movements had little consistent relationship. Both charge a 0.75% expense ratio.

Performance

SBAR vs. ACYS - Performance Comparison

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

Returns By Period

SBAR

• 1D: 0.47%
• 1M: 0.44%
• 6M: 3.24%
• YTD: 4.15%
• 1Y: 10.72%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 13.96%

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
SBAR Simplify Barrier Income ETF	$3.24M	$2.83M	$3.90M

SBAR vs. ACYS - Yearly Performance Comparison

	2026 (YTD)
SBAR Simplify Barrier Income ETF	2.89%
ACYS FT Vest Laddered Autocallable Barrier & Resilient Income ETF	2.63%

Correlation

The correlation between SBAR and ACYS is 0.47, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 23, 2026	0.47

Return for Risk

SBAR vs. ACYS — Risk / Return Rank

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

SBAR

SBAR Risk / Return Rank: 54
SBAR Sharpe Ratio Rank: 52
SBAR Sortino Ratio Rank: 54
SBAR Omega Ratio Rank: 47
SBAR Calmar Ratio Rank: 55
SBAR Martin Ratio Rank: 63

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.

SBAR vs. ACYS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Barrier Income ETF (SBAR) 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.

	SBAR	ACYS	Difference
Sharpe ratio: Return per unit of total volatility	1.32	—	—
Sortino ratio: Return per unit of downside risk	1.95	—	—
Omega ratio: Gain probability vs. loss probability	1.23	—	—
Calmar ratio: Return relative to maximum drawdown	2.02	—	—
Martin ratio: Return relative to average drawdown	7.91	—	—

Drawdowns

SBAR vs. ACYS - Drawdown Comparison

The maximum SBAR drawdown since its inception was -5.32%, which is greater than ACYS's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for SBAR and ACYS.

Drawdown Indicators

	SBAR	ACYS	Difference
Max Drawdown Largest peak-to-trough decline	-5.32%	-0.78%	-4.54%
Max Drawdown (1Y) Largest decline over 1 year	-5.32%	—	—
Current Drawdown Current decline from peak	-0.34%	0.00%	-0.34%
Average Drawdown Average peak-to-trough decline	-0.90%	-0.16%	-0.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.36%	—	—

Volatility

Volatility by Period

	SBAR	ACYS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.89%	—	—
Volatility (6M) Calculated over the trailing 6-month period	6.36%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	8.17%	3.76%	+4.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.80%	3.76%	+6.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.80%	3.76%	+6.04%

SBAR vs. ACYS - Expense Ratio Comparison

Both SBAR and ACYS have an expense ratio of 0.75%.

Dividends

SBAR vs. ACYS - Dividend Comparison

SBAR's dividend yield for the trailing twelve months is around 12.51%, more than ACYS's 1.27% yield.

Position	TTM	2025
ACYS FT Vest Laddered Autocallable Barrier & Resilient Income ETF	1.27%	0.00%
SBAR Simplify Barrier Income ETF	12.51%	8.56%

Frequently Asked Questions

Can I hold both SBAR and ACYS in my portfolio?

SBAR and ACYS have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SBAR or ACYS?

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SBAR or ACYS?

SBAR and ACYS have the same expense ratio: 0.75% per year.

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

SBAR has the higher dividend yield at 12.51%, compared with 1.27% for ACYS.

What is the main difference between SBAR and ACYS?

They also come from different issuers: Simplify and First Trust.