- Issuer
- Abacus
- Inception Date
- Dec 13, 2021
- Region
- North America (U.S.)
- Category
- Mid Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- FCF Yield Enhanced Real Asset Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Value
- Assets Under Management
- $83M
Share Price Chart
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Performance
ABLD Performance Chart
Abacus FCF Real Assets Leaders ETF (ABLD) is up 7.1% since the beginning of the year. ABLD is currently trading at $31 per share.
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Returns By Period
Abacus FCF Real Assets Leaders ETF (ABLD) has returned 7.08% so far this year and 11.70% over the past 12 months.
Abacus FCF Real Assets Leaders ETF
- 1D
- 0.75%
- 1M
- -4.37%
- YTD
- 7.08%
- 6M
- 6.02%
- 1Y
- 11.70%
- 3Y*
- 11.37%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.50%
- 1M
- -0.17%
- YTD
- 8.56%
- 6M
- 8.85%
- 1Y
- 22.93%
- 3Y*
- 19.37%
- 5Y*
- 11.84%
- 10Y*
- 13.61%
ABLD Monthly Returns History
Based on dividend-adjusted daily data since Dec 14, 2021, ABLD's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, an investment would double in approximately 5.8 years.
Historically, 58% of months were positive and 42% were negative. The best month was Oct 2022 with a return of +11.5%, while the worst month was Jun 2022 at -13.0%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, ABLD closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +7.4%, while the worst single day was Apr 4, 2025 at -5.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.42% | 8.81% | -6.73% | 3.18% | -3.48% | -1.37% | 7.08% | ||||||
| 2025 | 2.92% | 0.53% | -2.00% | -5.38% | 4.21% | 2.71% | 0.59% | 1.40% | 0.71% | -0.84% | 2.11% | -0.16% | 6.64% |
| 2024 | -2.37% | 3.81% | 5.62% | -1.45% | 2.36% | -1.69% | 4.03% | 1.41% | 0.58% | -2.08% | 5.27% | -7.80% | 7.05% |
| 2023 | 7.01% | -4.36% | -0.89% | 2.48% | -5.52% | 8.69% | 5.91% | -0.70% | -1.17% | -2.40% | 4.89% | 4.66% | 18.89% |
| 2022 | 1.23% | 1.72% | 6.46% | -5.26% | 5.04% | -12.97% | 9.04% | -0.72% | -8.83% | 11.52% | 6.96% | -3.89% | 7.42% |
| 2021 | 3.86% | 3.86% |
Benchmark Metrics
Abacus FCF Real Assets Leaders ETF has an annualized alpha of 3.63%, beta of 0.74, and R2 of 0.54 versus S&P 500 Index. Calculated based on daily prices since December 14, 2021.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (78.88%) than losses (74.90%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 3.63% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 3.63%
- Beta
- 0.74
- R²
- 0.54
- Upside Capture
- 78.88%
- Downside Capture
- 74.90%
Expense Ratio
ABLD has an expense ratio of 0.39%, placing it in the medium range.
Return for Risk
Risk / Return Rank
ABLD ranks 24 for risk / return — below 24% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Abacus FCF Real Assets Leaders ETF (ABLD) and compare them to S&P 500 Index.
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.
| ABLD | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.34 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.01 | 2.53 | -1.52 |
| Martin ratioReturn relative to average drawdown | 3.18 | 11.37 | -8.19 |
Dividends
Dividend History
Abacus FCF Real Assets Leaders ETF provided a 4.26% dividend yield over the last twelve months, with an annual payout of $1.31 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $1.31 | $0.83 | $2.84 | $1.36 | $2.14 | $0.02 |
Dividend yield | 4.26% | 2.86% | 10.13% | 4.70% | 8.40% | 0.08% |
Monthly Dividends
The table displays the monthly dividend distributions for Abacus FCF Real Assets Leaders ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.48 | $0.00 | $0.00 | $0.00 | $0.48 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $0.00 | $0.83 |
| 2024 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $1.88 | $2.84 |
| 2023 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.61 | $0.00 | $0.00 | $0.24 | $1.36 |
| 2022 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.63 | $0.00 | $0.00 | $1.10 | $2.14 |
| 2021 | $0.02 | $0.02 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Abacus FCF Real Assets Leaders ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Abacus FCF Real Assets Leaders ETF was 19.35%, occurring on Apr 8, 2025. Recovery took 186 trading sessions.
The current Abacus FCF Real Assets Leaders ETF drawdown is 8.60%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -19.35%Apr 2025 | 4mo 7d | 9mo 2d | 1y 1moDec 2024 - Jan 2026 |
Bear market2022 | -18.50%Jul 2022 | 1mo 6d | 6mo 1d | 7mo 7dJun 2022 - Jan 2023 |
2026 correction2026 | -11.64%Mar 2026 | 17d | — | 3mo 12dMar 2026 - now |
2023 correction2023 | -11.55%Mar 2023 | 1mo 13d | 3mo 18d | 5mo 1dFeb 2023 - Jul 2023 |
Bear market2022 | -9.90%May 2022 | 21d | 26d | 1mo 17dApr 2022 - Jun 2022 |
Drawdown Indicators
| ABLD | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.35% | -56.78% | +37.43% |
Max Drawdown (1Y)Largest decline over 1 year | -11.64% | -9.10% | -2.54% |
Max Drawdown (3Y)Largest decline over 3 years | -19.35% | -18.90% | -0.45% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -8.60% | -2.34% | -6.26% |
Average DrawdownAverage peak-to-trough decline | -3.99% | -10.72% | +6.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.69% | 2.02% | +1.67% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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