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YMAG vs. ACYS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YMAG vs. ACYS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) and FT Vest Laddered Autocallable Barrier & Resilient Income ETF (ACYS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


YMAG

1D
0.77%
1M
3.07%
6M
2.27%
YTD
1.91%
1Y
18.18%
3Y*
5Y*
10Y*

ACYS

1D
0.20%
1M
0.90%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YMAG vs. ACYS - Yearly Performance Comparison


Correlation

The correlation between YMAG and ACYS is 0.26, 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

0.26

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Return for Risk

YMAG vs. ACYS — Risk / Return Rank

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

YMAG
YMAG Risk / Return Rank: 3333
Overall Rank
YMAG Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
YMAG Sortino Ratio Rank: 3434
Sortino Ratio Rank
YMAG Omega Ratio Rank: 3333
Omega Ratio Rank
YMAG Calmar Ratio Rank: 3131
Calmar Ratio Rank
YMAG Martin Ratio Rank: 3333
Martin Ratio Rank

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.

YMAG vs. ACYS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) 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.


YMAGACYSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.19

Calmar ratioReturn relative to maximum drawdown

1.27

Martin ratioReturn relative to average drawdown

3.87

YMAG vs. ACYS - Sharpe Ratio Comparison


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Drawdowns

YMAG vs. ACYS - Drawdown Comparison

The maximum YMAG drawdown since its inception was -25.96%, which is greater than ACYS's maximum drawdown of -0.63%. Use the drawdown chart below to compare losses from any high point for YMAG and ACYS.


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Drawdown Indicators


YMAGACYSDifference

Max Drawdown

Largest peak-to-trough decline

-25.96%

-0.63%

-25.33%

Max Drawdown (1Y)

Largest decline over 1 year

-14.38%

Current Drawdown

Current decline from peak

-4.48%

-0.05%

-4.43%

Average Drawdown

Average peak-to-trough decline

-4.62%

-0.14%

-4.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.71%

Volatility

YMAG vs. ACYS - Volatility Comparison


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Volatility by Period


YMAGACYSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.35%

Volatility (6M)

Calculated over the trailing 6-month period

13.45%

Volatility (1Y)

Calculated over the trailing 1-year period

17.25%

3.44%

+13.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.98%

3.44%

+17.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.98%

3.44%

+17.54%

YMAG vs. ACYS - Expense Ratio Comparison

YMAG has a 1.28% expense ratio, which is higher than ACYS's 0.75% expense ratio.


Dividends

YMAG vs. ACYS - Dividend Comparison

YMAG's dividend yield for the trailing twelve months is around 51.00%, more than ACYS's 0.60% yield.


Frequently Asked Questions


YMAG and ACYS have a correlation of 0.26, 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 1.28% for YMAG.

YMAG has the higher dividend yield at 51.00%, compared with 0.60% for ACYS.

They also come from different issuers: YieldMax and First Trust. Their fees differ too: 1.28% for YMAG and 0.75% for ACYS.

Portfolio Optimizer

Find the right allocation for YMAG and ACYS

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