TSLW vs. ACYS
TSLW (Roundhill TSLA WeeklyPay™ ETF) and ACYS (FT Vest Laddered Autocallable Barrier & Resilient Income ETF) are both Derivative Income funds. Both are actively managed. Their 0.40 correlation means their historical movements had little consistent relationship. TSLW charges 0.99%/yr vs 0.75%/yr for ACYS.
Performance
TSLW vs. ACYS - Performance Comparison
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Returns By Period
TSLW
- 1D
- 1.15%
- 1M
- -25.15%
- 6M
- -34.54%
- YTD
- -38.16%
- 1Y
- -3.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -14.25%
ACYS
- 1D
- -0.15%
- 1M
- 0.34%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $8.22M | $7.08M | $6.02M | |
| $2.02M | $1.80M | $2.69M |
TSLW vs. ACYS - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
TSLW Roundhill TSLA WeeklyPay™ ETF | -24.65% |
ACYS FT Vest Laddered Autocallable Barrier & Resilient Income ETF | 2.35% |
Correlation
The correlation between TSLW and ACYS is 0.40, 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 | 0.40 |
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Return for Risk
TSLW vs. ACYS — Risk / Return Rank
TSLW
ACYS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TSLW vs. ACYS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill TSLA WeeklyPay™ ETF (TSLW) 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.
| TSLW | ACYS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.03 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | — | — |
| Martin ratioReturn relative to average drawdown | -0.29 | — | — |
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Drawdowns
TSLW vs. ACYS - Drawdown Comparison
The maximum TSLW drawdown since its inception was -47.19%, which is greater than ACYS's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for TSLW and ACYS.
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Drawdown Indicators
| TSLW | ACYS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.19% | -0.78% | -46.41% |
Max Drawdown (1Y)Largest decline over 1 year | -47.19% | — | — |
Current DrawdownCurrent decline from peak | -44.27% | -0.15% | -44.12% |
Average DrawdownAverage peak-to-trough decline | -14.92% | -0.17% | -14.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.01% | — | — |
Volatility
TSLW vs. ACYS - Volatility Comparison
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Volatility by Period
| TSLW | ACYS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.91% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 41.72% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 55.54% | 3.76% | +51.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.84% | 3.76% | +55.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.84% | 3.76% | +55.08% |
TSLW vs. ACYS - Expense Ratio Comparison
TSLW has a 0.99% expense ratio, which is higher than ACYS's 0.75% expense ratio.
Dividends
TSLW vs. ACYS - Dividend Comparison
TSLW's dividend yield for the trailing twelve months is around 121.20%, more than ACYS's 0.60% yield.
| Position | TTM | 2025 |
|---|---|---|
ACYS FT Vest Laddered Autocallable Barrier & Resilient Income ETF | 0.60% | 0.00% |
TSLW Roundhill TSLA WeeklyPay™ ETF | 121.20% | 49.31% |
Frequently Asked Questions
TSLW and ACYS have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
ACYS is cheaper with a 0.75% expense ratio, compared with 0.99% for TSLW.
TSLW has the higher dividend yield at 121.20%, compared with 0.60% for ACYS.
They also come from different issuers: Roundhill and First Trust. Their fees differ too: 0.99% for TSLW and 0.75% for ACYS.
Find the right allocation for TSLW and ACYS
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