SCLZ vs. ACYS

Last updated Aug 1, 2026

SCLZ (Swan Enhanced Dividend Income ETF) and ACYS (FT Vest Laddered Autocallable Barrier & Resilient Income ETF) are both Derivative Income funds. Both are actively managed. Their 0.52 correlation means they have sometimes moved together and sometimes differently. SCLZ charges 0.79%/yr vs 0.75%/yr for ACYS.

Performance

SCLZ vs. ACYS - Performance Comparison

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

Returns By Period

SCLZ

• 1D: 0.55%
• 1M: 0.16%
• 6M: 5.64%
• YTD: 6.21%
• 1Y: 13.85%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 12.23%

ACYS

• 1D: -0.15%
• 1M: 0.34%
• 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	$8.22M	$7.08M	$6.02M
SCLZ Swan Enhanced Dividend Income ETF	$90.98K	$64.06K	$62.77K

SCLZ vs. ACYS - Yearly Performance Comparison

	2026 (YTD)
SCLZ Swan Enhanced Dividend Income ETF	3.84%
ACYS FT Vest Laddered Autocallable Barrier & Resilient Income ETF	2.35%

Correlation

The correlation between SCLZ and ACYS is 0.52, 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	0.52

Return for Risk

SCLZ vs. ACYS — Risk / Return Rank

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

SCLZ

SCLZ Risk / Return Rank: 56
SCLZ Sharpe Ratio Rank: 53
SCLZ Sortino Ratio Rank: 53
SCLZ Omega Ratio Rank: 54
SCLZ Calmar Ratio Rank: 52
SCLZ Martin Ratio Rank: 69

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.

SCLZ vs. ACYS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Swan Enhanced Dividend Income ETF (SCLZ) 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.

	SCLZ	ACYS	Difference
Sharpe ratio: Return per unit of total volatility	1.30	—	—
Sortino ratio: Return per unit of downside risk	1.89	—	—
Omega ratio: Gain probability vs. loss probability	1.24	—	—
Calmar ratio: Return relative to maximum drawdown	1.89	—	—
Martin ratio: Return relative to average drawdown	8.62	—	—

Drawdowns

SCLZ vs. ACYS - Drawdown Comparison

The maximum SCLZ drawdown since its inception was -12.58%, which is greater than ACYS's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for SCLZ and ACYS.

Drawdown Indicators

	SCLZ	ACYS	Difference
Max Drawdown Largest peak-to-trough decline	-12.58%	-0.78%	-11.80%
Max Drawdown (1Y) Largest decline over 1 year	-7.00%	—	—
Current Drawdown Current decline from peak	-1.35%	-0.15%	-1.20%
Average Drawdown Average peak-to-trough decline	-1.35%	-0.17%	-1.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.53%	—	—

Volatility

Volatility by Period

	SCLZ	ACYS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.83%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.47%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.16%	3.76%	+6.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.43%	3.76%	+7.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.43%	3.76%	+7.67%

SCLZ vs. ACYS - Expense Ratio Comparison

SCLZ has a 0.79% expense ratio, which is higher than ACYS's 0.75% expense ratio.

Dividends

SCLZ vs. ACYS - Dividend Comparison

SCLZ's dividend yield for the trailing twelve months is around 8.17%, more than ACYS's 0.60% yield.

Position	TTM	2025	2024
ACYS FT Vest Laddered Autocallable Barrier & Resilient Income ETF	0.60%	0.00%	0.00%
SCLZ Swan Enhanced Dividend Income ETF	8.17%	7.53%	4.86%

Frequently Asked Questions

Can I hold both SCLZ and ACYS in my portfolio?

SCLZ and ACYS have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SCLZ 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, SCLZ or ACYS?

ACYS is cheaper with a 0.75% expense ratio, compared with 0.79% for SCLZ.

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

SCLZ has the higher dividend yield at 8.17%, compared with 0.60% for ACYS.

What is the main difference between SCLZ and ACYS?

They also come from different issuers: Swan and First Trust. Their fees differ too: 0.79% for SCLZ and 0.75% for ACYS.