XYLD vs. ACYS

Last updated Aug 4, 2026

XYLD (Global X S&P 500 Covered Call ETF) and ACYS (FT Vest Laddered Autocallable Barrier & Resilient Income ETF) are both Derivative Income funds. XYLD is passively managed, while ACYS is actively managed. Their 0.47 correlation means their historical movements had little consistent relationship. XYLD charges 0.60%/yr vs 0.75%/yr for ACYS.

Performance

XYLD vs. ACYS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X S&P 500 Covered Call ETF (XYLD) and FT Vest Laddered Autocallable Barrier & Resilient Income ETF (ACYS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

XYLD

• 1D: 0.53%
• 1M: 2.36%
• 6M: 6.99%
• YTD: 8.63%
• 1Y: 19.53%
• 3Y*: 12.12%
• 5Y*: 7.92%
• 10Y*: 8.27%
• ALL TIME*: 8.41%

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
XYLD Global X S&P 500 Covered Call ETF	$33.43M	$34.54M	$32.48M

XYLD vs. ACYS - Yearly Performance Comparison

	2026 (YTD)
XYLD Global X S&P 500 Covered Call ETF	6.52%
ACYS FT Vest Laddered Autocallable Barrier & Resilient Income ETF	2.63%

Correlation

The correlation between XYLD 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

XYLD vs. ACYS — Risk / Return Rank

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

XYLD

XYLD Risk / Return Rank: 94
XYLD Sharpe Ratio Rank: 95
XYLD Sortino Ratio Rank: 95
XYLD Omega Ratio Rank: 96
XYLD Calmar Ratio Rank: 89
XYLD Martin Ratio Rank: 94

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.

XYLD vs. ACYS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Covered Call ETF (XYLD) 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.

	XYLD	ACYS	Difference
Sharpe ratio: Return per unit of total volatility	2.77	—	—
Sortino ratio: Return per unit of downside risk	3.95	—	—
Omega ratio: Gain probability vs. loss probability	1.63	—	—
Calmar ratio: Return relative to maximum drawdown	3.71	—	—
Martin ratio: Return relative to average drawdown	19.28	—	—

Drawdowns

XYLD vs. ACYS - Drawdown Comparison

The maximum XYLD drawdown since its inception was -33.46%, which is greater than ACYS's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for XYLD and ACYS.

Drawdown Indicators

	XYLD	ACYS	Difference
Max Drawdown Largest peak-to-trough decline	-33.46%	-0.78%	-32.68%
Max Drawdown (1Y) Largest decline over 1 year	-5.29%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-15.53%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-18.66%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-33.46%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-3.68%	-0.16%	-3.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.02%	—	—

Volatility

Volatility by Period

	XYLD	ACYS	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.97%	—	—
Volatility (6M) Calculated over the trailing 6-month period	5.99%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	7.10%	3.76%	+3.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.27%	3.76%	+7.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.16%	3.76%	+10.40%

XYLD vs. ACYS - Expense Ratio Comparison

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

Dividends

XYLD vs. ACYS - Dividend Comparison

XYLD's dividend yield for the trailing twelve months is around 10.47%, more than ACYS's 1.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%	0.00%	0.00%	0.00%
XYLD Global X S&P 500 Covered Call ETF	10.47%	10.51%	11.54%	10.51%	13.43%	9.07%	7.93%	5.76%	7.12%	5.18%	3.23%	4.65%

Frequently Asked Questions

Can I hold both XYLD and ACYS in my portfolio?

XYLD 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, XYLD or ACYS?

On fees, XYLD 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, XYLD or ACYS?

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

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

XYLD has the higher dividend yield at 10.47%, compared with 1.27% for ACYS.

What is the main difference between XYLD and ACYS?

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