ABEQ vs. DIVB
ABEQ (Absolute Select Value ETF) and DIVB (iShares Core Dividend ETF) are both exchange-traded funds - ABEQ is a Large Cap Value Equities fund actively managed by Absolute Investment Advisers LLC, while DIVB is a Dividend fund tracking the Morningstar US Dividend and Buyback Index. ABEQ is actively managed, while DIVB is passively managed. Over the past 5 years, ABEQ returned 8.12%/yr vs 13.09%/yr for DIVB. A 0.80 correlation means they provide meaningful diversification when combined. ABEQ charges 0.85%/yr vs 0.05%/yr for DIVB.
Performance
ABEQ vs. DIVB - Performance Comparison
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Returns By Period
In the year-to-date period, ABEQ achieves a 5.01% return, which is significantly lower than DIVB's 22.13% return.
ABEQ
- 1D
- 0.79%
- 1M
- -0.38%
- 6M
- 2.16%
- YTD
- 5.01%
- 1Y
- 11.22%
- 3Y*
- 11.74%
- 5Y*
- 8.12%
- 10Y*
- —
DIVB
- 1D
- 2.12%
- 1M
- 3.84%
- 6M
- 18.62%
- YTD
- 22.13%
- 1Y
- 30.52%
- 3Y*
- 21.77%
- 5Y*
- 13.09%
- 10Y*
- —
ABEQ vs. DIVB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ABEQ Absolute Select Value ETF | 5.01% | 15.32% | 12.68% | 4.63% | -1.00% | 12.49% | 2.14% |
DIVB iShares Core Dividend ETF | 22.13% | 15.09% | 18.59% | 13.27% | -10.51% | 31.29% | 9.12% |
Correlation
The correlation between ABEQ and DIVB is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 2020 | 0.80 |
The correlation between ABEQ and DIVB shifts across timeframes, from 0.68 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ABEQ vs. DIVB — Risk / Return Rank
ABEQ
DIVB
ABEQ vs. DIVB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Absolute Select Value ETF (ABEQ) and iShares Core Dividend ETF (DIVB). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| ABEQ | DIVB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.45 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 4.49 | -3.06 |
| Martin ratioReturn relative to average drawdown | 2.92 | 15.05 | -12.14 |
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Drawdowns
ABEQ vs. DIVB - Drawdown Comparison
The maximum ABEQ drawdown since its inception was -27.82%, smaller than the maximum DIVB drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for ABEQ and DIVB.
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Drawdown Indicators
| ABEQ | DIVB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.82% | -36.93% | +9.11% |
Max Drawdown (1Y)Largest decline over 1 year | -7.89% | -6.82% | -1.07% |
Max Drawdown (3Y)Largest decline over 3 years | -7.95% | -15.45% | +7.50% |
Max Drawdown (5Y)Largest decline over 5 years | -17.26% | -21.08% | +3.82% |
Current DrawdownCurrent decline from peak | -6.02% | 0.00% | -6.02% |
Average DrawdownAverage peak-to-trough decline | -4.11% | -4.94% | +0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 2.03% | +1.83% |
Volatility
ABEQ vs. DIVB - Volatility Comparison
The current volatility for Absolute Select Value ETF (ABEQ) is 2.95%, while iShares Core Dividend ETF (DIVB) has a volatility of 4.76%. This indicates that ABEQ experiences smaller price fluctuations and is considered to be less risky than DIVB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABEQ | DIVB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.95% | 4.76% | -1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 6.63% | 9.50% | -2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.08% | 12.16% | -3.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.80% | 15.35% | -4.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.77% | 18.35% | -4.58% |
ABEQ vs. DIVB - Expense Ratio Comparison
ABEQ has a 0.85% expense ratio, which is higher than DIVB's 0.05% expense ratio.
Dividends
ABEQ vs. DIVB - Dividend Comparison
ABEQ's dividend yield for the trailing twelve months is around 1.21%, less than DIVB's 2.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
ABEQ Absolute Select Value ETF | 1.21% | 1.25% | 1.48% | 2.60% | 1.20% | 0.60% | 0.60% | 0.00% | 0.00% | 0.00% |
DIVB iShares Core Dividend ETF | 2.17% | 2.50% | 2.61% | 3.18% | 2.02% | 1.63% | 2.08% | 2.07% | 2.52% | 0.37% |
Frequently Asked Questions
ABEQ and DIVB have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIVB has higher volatility (4.76%) compared to ABEQ (2.95%). In terms of maximum drawdown, ABEQ dropped -27.82% vs DIVB's -36.93%.
On 5-year performance, DIVB leads with 13.09% vs 8.12% for ABEQ. On fees, DIVB is cheaper at 0.05% per year. On volatility, ABEQ has been the lower-risk option at 2.95%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DIVB has performed better with a 13.09% return vs 8.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DIVB is cheaper with a 0.05% expense ratio, compared with 0.85% for ABEQ.
DIVB has the higher dividend yield at 2.17%, compared with 1.21% for ABEQ.
ABEQ is categorized as Large Cap Value Equities, while DIVB is Dividend. They also come from different issuers: Absolute Investment Advisers LLC and iShares. Their fees differ too: 0.85% for ABEQ and 0.05% for DIVB.
DIVB currently has the higher Sharpe Ratio (2.52 vs 1.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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