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Abacus Flexible Bond Leaders ETF (ABXB) Sharpe Ratio: 1.27

ETF · Currency in USD · Last updated Jun 24, 2026

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's Sharpe Ratio of 1.27 indicates that for each unit of volatility, it generates 1.27 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 24, 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. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

ABXB Sharpe Ratio Rank

ABXB Sharpe Ratio Rank: 39.039
Below Average

ABXB ranks above 39.0% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. 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

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

ABXB Sharpe Ratio Market Positioning

The chart shows ABXB'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%): 0.83 or lower
  • Yellow zone (middle 50%): 0.83 to 2.15
  • Green zone (top 25%): 2.15 or higher
  • Top 1%: 7.01+
  • Median: 1.57 — half of all investments score higher

How it compares to other similar ETFs

The table compares Abacus Flexible Bond Leaders ETF's Sharpe Ratio with other ETFs in the Nontraditional Bonds category across multiple time periods, showing how ABXB'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 24, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
ILSBrookmont Catastrophic Bond ETF3.06
KNRGSimplify Kayne Anderson Energy and Infrastructure Credit ETF2.79
DABSDoubleLine Asset-Backed Securities ETF2.00
HYBINEOS Enhanced Income Credit Select ETF1.96
AGZDWisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund1.96
UCONFirst Trust TCW Unconstrained Plus Bond ETF1.69
DUKZOcean Park Diversified Income ETF1.66
OBNDSPDR Loomis Sayles Opportunistic Bond ETF1.66
RSBTReturn Stacked Bonds & Managed Futures ETF1.60
FTBDFidelity Tactical Bond ETF1.35
ABXBAbacus Flexible Bond Leaders ETF1.27

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows ABXB'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 ABXB consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does ABXB fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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