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Abacus FCF International Leaders ETF (ABLG) Sharpe Ratio: 0.56

ETF · Currency in USD · Last updated Jun 3, 2026

The Abacus FCF International Leaders ETF is an actively managed fund that seeks long-term capital appreciation by investing in international large- and mid-cap stocks demonstrating robust Free Cash Flow Return on Invested Capital (FCF-ROIC). At least 80% of net assets are invested in equity securities of companies from foreign countries or depositary receipts.

ABLG's Sharpe Ratio of 0.56 indicates that for each unit of volatility, it generates 0.56 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

ABLG Sharpe Ratio Rank

ABLG Sharpe Ratio Rank: 17.517
Concerning

ABLG ranks above 17.5% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

ABLG Sharpe Ratio Market Positioning

The chart shows ABLG's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.91 or lower
  • Yellow zone (middle 50%): 0.91 to 2.50
  • Green zone (top 25%): 2.50 or higher
  • Top 1%: 7.78+
  • Median: 1.77 — half of all investments score higher

How it compares to other similar ETFs

The table compares Abacus FCF International Leaders ETF's Sharpe Ratio with other ETFs in the Foreign Large Cap Equities category across multiple time periods, showing how ABLG's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
KEMXKraneShares MSCI Emerging Markets ex China Index ETF3.71
PATNPacer Nasdaq International Patent Leaders ETF3.51
VIDIVident International Equity Fund3.46
JIVEJpmorgan International Value ETF3.04
FDTFirst Trust Developed Markets ex-US AlphaDEX Fund3.02
FNDFSchwab Fundamental International Large Company Index ETF2.99
AVEMAvantis Emerging Markets Equity ETF2.98
DBAWXtrackers MSCI All World ex US Hedged Equity ETF2.94
PXFInvesco FTSE RAFI Developed Markets ex-U.S. ETF2.91
ICOWPacer Developed Markets International Cash Cows 100 ETF2.87
ABLGAbacus FCF International Leaders ETF0.56

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows ABLG's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when ABLG consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does ABLG fit in your portfolio?

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