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ABFL vs. WLTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ABFL vs. WLTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abacus FCF Leaders ETF (ABFL) and WealthTrust DBS Long Term Growth ETF (WLTG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ABFL achieves a 17.63% return, which is significantly higher than WLTG's 7.58% return.


ABFL

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

WLTG

1D
-0.75%
1M
1.47%
YTD
7.58%
6M
8.60%
1Y
27.96%
3Y*
23.74%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABFL vs. WLTG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ABFL
Abacus FCF Leaders ETF
17.63%8.07%18.26%22.97%-14.60%2.62%
WLTG
WealthTrust DBS Long Term Growth ETF
7.58%24.55%26.90%17.00%-22.64%1.00%

Correlation

The correlation between ABFL and WLTG is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

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

0.85

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2021

0.89

The correlation between ABFL and WLTG has been stable across timeframes, ranging from 0.83 to 0.89 - a consistent structural relationship.

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Return for Risk

ABFL vs. WLTG — 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

WLTG
WLTG Risk / Return Rank: 6363
Overall Rank
WLTG Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
WLTG Sortino Ratio Rank: 6262
Sortino Ratio Rank
WLTG Omega Ratio Rank: 6262
Omega Ratio Rank
WLTG Calmar Ratio Rank: 5959
Calmar Ratio Rank
WLTG Martin Ratio Rank: 7171
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. WLTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abacus FCF Leaders ETF (ABFL) and WealthTrust DBS Long Term Growth ETF (WLTG). 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.


ABFLWLTGDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-1.01

Omega ratioGain probability vs. loss probability

1.24

1.38

-0.14

Calmar ratioReturn relative to maximum drawdown

2.90

2.94

-0.03

Martin ratioReturn relative to average drawdown

9.41

13.22

-3.81

ABFL vs. WLTG - Sharpe Ratio Comparison

The current ABFL Sharpe Ratio is 1.36, which is lower than the WLTG Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of ABFL and WLTG, 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


ABFLWLTGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

2.11

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.69

+0.10

Drawdowns

ABFL vs. WLTG - Drawdown Comparison

The maximum ABFL drawdown since its inception was -34.95%, which is greater than WLTG's maximum drawdown of -25.14%. Use the drawdown chart below to compare losses from any high point for ABFL and WLTG.


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Drawdown Indicators


ABFLWLTGDifference

Max Drawdown

Largest peak-to-trough decline

-34.95%

-25.14%

-9.81%

Max Drawdown (1Y)

Largest decline over 1 year

-7.17%

-9.56%

+2.39%

Max Drawdown (3Y)

Largest decline over 3 years

-19.92%

-17.12%

-2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-21.88%

Current Drawdown

Current decline from peak

0.00%

-0.75%

+0.75%

Average Drawdown

Average peak-to-trough decline

-4.99%

-9.08%

+4.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

2.12%

+0.09%

Volatility

ABFL vs. WLTG - Volatility Comparison

Abacus FCF Leaders ETF (ABFL) has a higher volatility of 4.48% compared to WealthTrust DBS Long Term Growth ETF (WLTG) at 2.87%. This indicates that ABFL's price experiences larger fluctuations and is considered to be riskier than WLTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABFLWLTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

2.87%

+1.61%

Volatility (6M)

Calculated over the trailing 6-month period

11.70%

10.16%

+1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

15.31%

13.31%

+2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.09%

15.14%

+1.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.71%

15.14%

+3.57%

ABFL vs. WLTG - Expense Ratio Comparison

ABFL has a 0.49% expense ratio, which is lower than WLTG's 0.75% expense ratio.


Dividends

ABFL vs. WLTG - Dividend Comparison

ABFL's dividend yield for the trailing twelve months is around 0.53%, less than WLTG's 4.12% yield.


PositionTTM202520242023202220212020201920182017
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%
WLTG
WealthTrust DBS Long Term Growth ETF
4.12%4.43%0.55%0.71%0.44%0.02%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ABFL and WLTG have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ABFL has higher volatility (4.48%) compared to WLTG (2.87%). In terms of maximum drawdown, ABFL dropped -34.95% vs WLTG's -25.14%.

On 3-year performance, WLTG leads with 23.74% vs 19.01% for ABFL. On fees, ABFL is cheaper at 0.49% per year. On volatility, WLTG has been the lower-risk option at 2.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, WLTG has performed better with a 23.74% return vs 19.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ABFL is cheaper with a 0.49% expense ratio, compared with 0.75% for WLTG.

WLTG has the higher dividend yield at 4.12%, compared with 0.53% for ABFL.

They also come from different issuers: Abacus and WealthTrust. Their fees differ too: 0.49% for ABFL and 0.75% for WLTG.

WLTG currently has the higher Sharpe Ratio (2.11 vs 1.36), 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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