ABEQ vs. IVE
Compare and contrast key facts about Absolute Select Value ETF (ABEQ) and iShares S&P 500 Value ETF (IVE).
ABEQ and IVE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ABEQ is an actively managed fund by Absolute Investment Advisers LLC. It was launched on Jan 22, 2020. IVE is a passively managed fund by iShares that tracks the performance of the S&P 500 Value Index. It was launched on May 22, 2000.
Performance
ABEQ vs. IVE - Performance Comparison
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ABEQ vs. IVE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ABEQ Absolute Select Value ETF | 5.41% | 15.32% | 12.68% | 4.63% | -1.00% | 12.49% | 2.51% |
IVE iShares S&P 500 Value ETF | 0.09% | 13.02% | 12.03% | 22.07% | -5.41% | 24.72% | 0.27% |
Returns By Period
In the year-to-date period, ABEQ achieves a 5.41% return, which is significantly higher than IVE's 0.09% return.
ABEQ
- 1D
- 0.11%
- 1M
- -5.44%
- YTD
- 5.41%
- 6M
- 5.95%
- 1Y
- 12.47%
- 3Y*
- 12.59%
- 5Y*
- 8.96%
- 10Y*
- —
IVE
- 1D
- 0.16%
- 1M
- -4.32%
- YTD
- 0.09%
- 6M
- 3.01%
- 1Y
- 13.01%
- 3Y*
- 13.75%
- 5Y*
- 10.34%
- 10Y*
- 11.27%
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ABEQ vs. IVE - Expense Ratio Comparison
ABEQ has a 0.85% expense ratio, which is higher than IVE's 0.18% expense ratio.
Return for Risk
ABEQ vs. IVE — Risk / Return Rank
ABEQ
IVE
ABEQ vs. IVE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Absolute Select Value ETF (ABEQ) and iShares S&P 500 Value ETF (IVE). 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.
| ABEQ | IVE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 0.84 | +0.24 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.25 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.19 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 1.07 | +0.48 |
Martin ratioReturn relative to average drawdown | 5.76 | 5.01 | +0.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ABEQ | IVE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 0.84 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.72 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.38 | +0.21 |
Correlation
The correlation between ABEQ and IVE is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ABEQ vs. IVE - Dividend Comparison
ABEQ's dividend yield for the trailing twelve months is around 1.18%, less than IVE's 1.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABEQ Absolute Select Value ETF | 1.18% | 1.25% | 1.48% | 2.60% | 1.20% | 0.60% | 0.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IVE iShares S&P 500 Value ETF | 1.63% | 1.61% | 2.04% | 1.65% | 2.10% | 1.81% | 2.37% | 2.11% | 2.74% | 2.12% | 2.26% | 2.44% |
Drawdowns
ABEQ vs. IVE - Drawdown Comparison
The maximum ABEQ drawdown since its inception was -27.82%, smaller than the maximum IVE drawdown of -61.32%. Use the drawdown chart below to compare losses from any high point for ABEQ and IVE.
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Drawdown Indicators
| ABEQ | IVE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.82% | -61.32% | +33.50% |
Max Drawdown (1Y)Largest decline over 1 year | -7.95% | -12.00% | +4.05% |
Max Drawdown (5Y)Largest decline over 5 years | -17.26% | -18.04% | +0.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.04% | — |
Current DrawdownCurrent decline from peak | -5.67% | -4.42% | -1.25% |
Average DrawdownAverage peak-to-trough decline | -4.02% | -10.16% | +6.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 2.57% | -0.43% |
Volatility
ABEQ vs. IVE - Volatility Comparison
The current volatility for Absolute Select Value ETF (ABEQ) is 2.46%, while iShares S&P 500 Value ETF (IVE) has a volatility of 3.78%. This indicates that ABEQ experiences smaller price fluctuations and is considered to be less risky than IVE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABEQ | IVE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.46% | 3.78% | -1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 7.09% | 7.70% | -0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.59% | 15.58% | -3.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.86% | 14.45% | -3.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.98% | 16.98% | -3.00% |