XYLG vs. ACYS

Last updated Jul 14, 2026

XYLG (Global X S&P 500 Covered Call & Growth ETF) and ACYS (FT Vest Laddered Autocallable Barrier & Resilient Income ETF) are both Derivative Income funds. XYLG is passively managed, while ACYS is actively managed. At a 0.50 correlation, their price movements are largely independent. XYLG charges 0.35%/yr vs 0.75%/yr for ACYS.

Performance

XYLG vs. ACYS - Performance Comparison

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

Returns By Period

XYLG

• 1D: -0.55%
• 1M: 1.38%
• 6M: 6.99%
• YTD: 8.31%
• 1Y: 19.19%
• 3Y*: 15.51%
• 5Y*: 10.19%
• 10Y*: —

ACYS

• 1D: 0.20%
• 1M: 0.70%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XYLG vs. ACYS - Yearly Performance Comparison

	2026 (YTD)
XYLG Global X S&P 500 Covered Call & Growth ETF	4.95%
ACYS FT Vest Laddered Autocallable Barrier & Resilient Income ETF	2.00%

Correlation

The correlation between XYLG and ACYS is 0.50, 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	0.50

Return for Risk

XYLG vs. ACYS — Risk / Return Rank

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

XYLG

XYLG Risk / Return Rank: 77
XYLG Sharpe Ratio Rank: 77
XYLG Sortino Ratio Rank: 77
XYLG Omega Ratio Rank: 77
XYLG Calmar Ratio Rank: 70
XYLG Martin Ratio Rank: 85

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.

XYLG vs. ACYS - Risk-Adjusted Trends Comparison

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

	XYLG	ACYS	Difference
Sharpe ratio: Return per unit of total volatility	1.93	—	—
Sortino ratio: Return per unit of downside risk	2.74	—	—
Omega ratio: Gain probability vs. loss probability	1.36	—	—
Calmar ratio: Return relative to maximum drawdown	2.78	—	—
Martin ratio: Return relative to average drawdown	13.46	—	—

Drawdowns

XYLG vs. ACYS - Drawdown Comparison

The maximum XYLG drawdown since its inception was -21.30%, which is greater than ACYS's maximum drawdown of -0.63%. Use the drawdown chart below to compare losses from any high point for XYLG and ACYS.

Drawdown Indicators

	XYLG	ACYS	Difference
Max Drawdown Largest peak-to-trough decline	-21.30%	-0.63%	-20.67%
Max Drawdown (1Y) Largest decline over 1 year	-6.93%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-17.42%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-21.30%	—	—
Current Drawdown Current decline from peak	-0.55%	-0.24%	-0.31%
Average Drawdown Average peak-to-trough decline	-4.04%	-0.14%	-3.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.43%	—	—

Volatility

Volatility by Period

	XYLG	ACYS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.01%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.24%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.99%	3.45%	+6.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.08%	3.45%	+10.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.82%	3.45%	+10.37%

XYLG vs. ACYS - Expense Ratio Comparison

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

Dividends

XYLG vs. ACYS - Dividend Comparison

XYLG's dividend yield for the trailing twelve months is around 13.01%, more than ACYS's 0.60% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
ACYS FT Vest Laddered Autocallable Barrier & Resilient Income ETF	0.60%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XYLG Global X S&P 500 Covered Call & Growth ETF	13.01%	13.94%	23.65%	4.90%	6.43%	7.40%	1.39%

Frequently Asked Questions

Can I hold both XYLG and ACYS in my portfolio?

XYLG and ACYS have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XYLG or ACYS?

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

Which ETF is cheaper, XYLG or ACYS?

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

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

XYLG has the higher dividend yield at 13.01%, compared with 0.60% for ACYS.

What is the main difference between XYLG and ACYS?

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