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ABFL vs. CLU.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ABFL vs. CLU.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abacus FCF Leaders ETF (ABFL) and iShares US Fundamental Index ETF (CAD-Hedged) Common Class (CLU.NEO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ABFL is traded in USD, while CLU.NEO is traded in CAD. To make them comparable, the CLU.NEO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ABFL achieves a 17.63% return, which is significantly higher than CLU.NEO's 7.34% return.


ABFL

1D
0.02%
1M
6.04%
YTD
17.63%
6M
17.18%
1Y
20.72%
3Y*
19.01%
5Y*
12.77%
10Y*

CLU.NEO

1D
-0.57%
1M
-0.54%
YTD
7.34%
6M
10.67%
1Y
23.56%
3Y*
15.62%
5Y*
6.28%
10Y*
10.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABFL vs. CLU.NEO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ABFL
Abacus FCF Leaders ETF
17.63%8.07%18.26%22.97%-14.60%30.66%18.30%26.03%-6.26%15.23%
CLU.NEO
iShares US Fundamental Index ETF (CAD-Hedged) Common Class
7.34%20.72%5.75%15.70%-15.43%32.09%5.65%31.68%-18.06%10.47%

Correlation

The correlation between ABFL and CLU.NEO is 0.55, 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

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.61

Correlation (5Y)
Calculated over the trailing 5-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Aug 25, 2017

0.65

The correlation between ABFL and CLU.NEO shifts across timeframes, from 0.55 (1 year) to 0.66 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

ABFL vs. CLU.NEO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ABFL
ABFL Risk / Return Rank: 4545
Overall Rank
ABFL Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ABFL Sortino Ratio Rank: 3737
Sortino Ratio Rank
ABFL Omega Ratio Rank: 3636
Omega Ratio Rank
ABFL Calmar Ratio Rank: 5959
Calmar Ratio Rank
ABFL Martin Ratio Rank: 5555
Martin Ratio Rank

CLU.NEO
CLU.NEO Risk / Return Rank: 8181
Overall Rank
CLU.NEO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
CLU.NEO Sortino Ratio Rank: 8484
Sortino Ratio Rank
CLU.NEO Omega Ratio Rank: 8787
Omega Ratio Rank
CLU.NEO Calmar Ratio Rank: 7777
Calmar Ratio Rank
CLU.NEO Martin Ratio Rank: 7878
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.

ABFL vs. CLU.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abacus FCF Leaders ETF (ABFL) and iShares US Fundamental Index ETF (CAD-Hedged) Common Class (CLU.NEO). 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.


ABFLCLU.NEODifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-1.12

Omega ratioGain probability vs. loss probability

1.24

1.38

-0.14

Calmar ratioReturn relative to maximum drawdown

2.90

2.67

+0.24

Martin ratioReturn relative to average drawdown

9.41

10.24

-0.83

ABFL vs. CLU.NEO - Sharpe Ratio Comparison

The current ABFL Sharpe Ratio is 1.36, which is lower than the CLU.NEO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of ABFL and CLU.NEO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ABFLCLU.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

2.04

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.35

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.47

+0.31

Drawdowns

ABFL vs. CLU.NEO - Drawdown Comparison

The maximum ABFL drawdown since its inception was -34.95%, smaller than the maximum CLU.NEO drawdown of -45.80%. Use the drawdown chart below to compare losses from any high point for ABFL and CLU.NEO.


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Drawdown Indicators


ABFLCLU.NEODifference

Max Drawdown

Largest peak-to-trough decline

-34.95%

-45.80%

+10.85%

Max Drawdown (1Y)

Largest decline over 1 year

-7.17%

-8.87%

+1.70%

Max Drawdown (3Y)

Largest decline over 3 years

-19.92%

-18.06%

-1.86%

Max Drawdown (5Y)

Largest decline over 5 years

-21.88%

-27.75%

+5.87%

Max Drawdown (10Y)

Largest decline over 10 years

-45.80%

Current Drawdown

Current decline from peak

0.00%

-1.35%

+1.35%

Average Drawdown

Average peak-to-trough decline

-4.99%

-8.55%

+3.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

2.31%

-0.10%

Volatility

ABFL vs. CLU.NEO - Volatility Comparison

Abacus FCF Leaders ETF (ABFL) has a higher volatility of 4.48% compared to iShares US Fundamental Index ETF (CAD-Hedged) Common Class (CLU.NEO) at 2.43%. This indicates that ABFL's price experiences larger fluctuations and is considered to be riskier than CLU.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABFLCLU.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

2.43%

+2.05%

Volatility (6M)

Calculated over the trailing 6-month period

11.70%

8.33%

+3.37%

Volatility (1Y)

Calculated over the trailing 1-year period

15.31%

11.60%

+3.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.09%

18.03%

-0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.71%

21.54%

-2.83%

ABFL vs. CLU.NEO - Expense Ratio Comparison

ABFL has a 0.49% expense ratio, which is lower than CLU.NEO's 0.72% expense ratio.


Dividends

ABFL vs. CLU.NEO - Dividend Comparison

ABFL's dividend yield for the trailing twelve months is around 0.53%, less than CLU.NEO's 1.20% yield.


PositionTTM20252024202320222021202020192018201720162015
ABFL
Abacus FCF Leaders ETF
0.53%0.62%0.70%0.94%1.36%9.63%0.41%0.72%0.62%0.40%0.00%0.00%
CLU.NEO
iShares US Fundamental Index ETF (CAD-Hedged) Common Class
1.20%1.31%1.32%1.35%1.63%1.19%1.66%1.46%1.77%1.46%1.63%1.87%

Frequently Asked Questions


ABFL and CLU.NEO have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ABFL is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ABFL is cheaper with a 0.49% expense ratio, compared with 0.72% for CLU.NEO.

They also come from different issuers: Abacus and iShares. Their fees differ too: 0.49% for ABFL and 0.72% for CLU.NEO.

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