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Abacus FCF International Leaders ETF (ABLG)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
Abacus
Inception Date
Jun 27, 2017
Region
Global (Developed Markets)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Abacus FCF International Leaders ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Abacus FCF International Leaders ETF (ABLG) has returned -6.13% so far this year and 6.83% over the past 12 months.


Abacus FCF International Leaders ETF

1D
3.11%
1M
-9.71%
YTD
-6.13%
6M
-3.33%
1Y
6.83%
3Y*
5.55%
5Y*
1.24%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 28, 2017, ABLG's average daily return is +0.02%, while the average monthly return is +0.46%. At this rate, your investment would double in approximately 12.6 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2022 with a return of +13.3%, while the worst month was Mar 2020 at -14.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, ABLG closed higher 53% of trading days. The best single day was Mar 10, 2020 with a return of +14.6%, while the worst single day was Mar 11, 2020 at -11.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.07%1.86%-9.71%-6.13%
20254.72%-0.21%-4.77%2.37%5.37%2.53%-5.26%2.68%2.71%1.77%0.47%0.72%13.27%
2024-0.38%2.70%0.45%-3.76%4.65%-1.19%1.25%2.66%2.60%-4.56%0.02%-3.58%0.39%
20237.52%-2.96%2.84%1.49%-4.86%5.12%3.34%-2.85%-2.51%-1.89%7.88%4.80%18.22%
2022-6.47%-4.55%0.23%-7.20%0.39%-8.38%5.10%-6.38%-10.45%2.17%13.30%-2.92%-24.37%
2021-0.97%2.02%2.25%4.53%3.80%-0.17%1.93%1.80%-4.78%4.76%-3.78%4.86%16.87%

Benchmark Metrics

Abacus FCF International Leaders ETF has an annualized alpha of -3.57%, beta of 0.74, and R² of 0.55 versus S&P 500 Index. Calculated based on daily prices since June 29, 2017.

  • This ETF participated in 99.27% of S&P 500 Index downside but only 70.62% of its upside — more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -3.57% versus S&P 500 Index — delivering less than market exposure alone would predict.

Alpha
-3.57%
Beta
0.74
0.55
Upside Capture
70.62%
Downside Capture
99.27%

Expense Ratio

ABLG has an expense ratio of 0.54%, placing it in the medium range.


Return for Risk

Risk / Return Rank

ABLG ranks 22 for risk / return — below 22% 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.


ABLG Risk / Return Rank: 2222
Overall Rank
ABLG Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
ABLG Sortino Ratio Rank: 2121
Sortino Ratio Rank
ABLG Omega Ratio Rank: 2121
Omega Ratio Rank
ABLG Calmar Ratio Rank: 2222
Calmar Ratio Rank
ABLG Martin Ratio Rank: 2424
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Abacus FCF International Leaders ETF (ABLG) and compare them to a chosen benchmark (S&P 500 Index).


ABLGBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.35

0.90

-0.54

Sortino ratio

Return per unit of downside risk

0.61

1.39

-0.78

Omega ratio

Gain probability vs. loss probability

1.08

1.21

-0.13

Calmar ratio

Return relative to maximum drawdown

0.45

1.40

-0.95

Martin ratio

Return relative to average drawdown

1.80

6.61

-4.81

Explore ABLG risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Abacus FCF International Leaders ETF provided a 2.71% dividend yield over the last twelve months, with an annual payout of $0.80 per share.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$0.50$1.00$1.50$2.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.80$0.73$0.61$0.70$2.37$0.73$0.20$0.51$0.20$0.07

Dividend yield

2.71%2.30%2.13%2.39%9.36%2.01%0.64%1.90%0.92%0.26%

Monthly Dividends

The table displays the monthly dividend distributions for Abacus FCF International Leaders ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.25$0.25
2025$0.00$0.00$0.18$0.00$0.00$0.31$0.00$0.00$0.09$0.00$0.00$0.15$0.73
2024$0.00$0.00$0.03$0.00$0.00$0.26$0.00$0.00$0.20$0.00$0.00$0.12$0.61
2023$0.00$0.00$0.01$0.00$0.00$0.38$0.00$0.00$0.16$0.00$0.00$0.14$0.70
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.37$2.37
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.73$0.73

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 International 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 International Leaders ETF was 34.17%, occurring on Mar 18, 2020. Recovery took 112 trading sessions.

The current Abacus FCF International Leaders ETF drawdown is 10.30%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.17%Jan 25, 2018540Mar 18, 2020112Aug 26, 2020652
-34.13%Sep 7, 2021280Oct 14, 2022745Oct 6, 20251025
-13%Jan 29, 202642Mar 30, 2026
-5.92%Oct 13, 202014Oct 30, 20204Nov 5, 202018
-5.73%Feb 17, 202114Mar 8, 202119Apr 5, 202133

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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