Abacus

The Abacus FCF Leaders ETF is an actively managed fund that seeks long-term capital appreciation by investing in U.S. large- and mid-cap stocks demonstrating robust Free Cash Flow Return on Invested Capital (FCF-ROIC). The fund uses a proprietary model evaluating prudent capex, low accruals, high cash flow margin, and strong asset efficiency.

Cboe US

ABFL

Abacus Flexible Bond Leaders ETF seeks to track the Abacus Flexible Bond Leaders Index, a rules-based strategy that tactically allocates across fixed income categories including government, corporate, investment-grade, high-yield, and global bond exposures.

ABXB

The Abacus FCF Small Cap Leaders ETF tracks the Abacus FCF Small Cap Leaders Index, a rules-based index targeting U.S. small-cap companies with strong free cash flow return on invested capital (FCF-ROIC).

ABLS

The Abacus FCF Real Assets Leaders ETF tracks the FCF Yield Enhanced Real Asset Index, investing in U.S. stocks and ADRs of real assets companies with strong free cash flow return on invested capital and high dividend yield. The fund focuses on tangible, income-generating sectors including real estate, infrastructure, commodities, and natural resources.

ABLD

Abacus FCF Innovation Leaders ETF seeks investment results that closely correspond, before fees and expenses, to the performance of the FCF US Quality Innovation Index, which provides equity exposure to U.S. publicly traded companies with strong free cash flow and significant research and development investment. Formerly known as the Donoghue Forlines Innovation ETF (ticker DFNV) prior to a December 2024 rebrand.

Symbol	Name	Sharpe Ratio (1Y)	Sharpe Ratio (5Y)	Sharpe Ratio (10Y)	Risk / Return Rank
ABFL	Abacus FCF Leaders ETF	1.24	0.68	—	53
ABXB	Abacus Flexible Bond Leaders ETF	0.92	0.14	—	28
ABLS	Abacus FCF Small Cap Leaders ETF	0.61	—	—	20
ABLD	Abacus FCF Real Assets Leaders ETF	0.49	—	—	18
ABOT	Abacus FCF Innovation Leaders ETF	0.39	0.45	—	15

Top Abacus ETFs by Sharpe Ratio

Top Abacus ETFs by Sharpe Ratio