ABHY vs. ILS

Last updated Apr 1, 2026

Compare and contrast key facts about Abacus Tactical High Yield ETF (ABHY) and Brookmont Catastrophic Bond ETF (ILS).

ABHY and ILS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ABHY is an actively managed fund by Abacus. ILS is an actively managed fund by Brookmont. It was launched on Mar 31, 2025.

Performance

ABHY vs. ILS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abacus Tactical High Yield ETF (ABHY) and Brookmont Catastrophic Bond ETF (ILS). The values are adjusted to include any dividend payments, if applicable.

ABHY vs. ILS - Yearly Performance Comparison

	2026 (YTD)	2025
ABHY Abacus Tactical High Yield ETF	-0.88%	7.56%
ILS Brookmont Catastrophic Bond ETF	1.04%	5.60%

Returns By Period

In the year-to-date period, ABHY achieves a -0.88% return, which is significantly lower than ILS's 1.04% return.

ABHY

• 1D: 0.47%
• 1M: -2.65%
• YTD: -0.88%
• 6M: 0.55%
• 1Y: 6.84%
• 3Y*: 5.44%
• 5Y*: 1.08%
• 10Y*: —

ILS

• 1D: 0.10%
• 1M: 0.27%
• YTD: 1.04%
• 6M: 2.11%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ABHY vs. ILS - Expense Ratio Comparison

ABHY has a 0.63% expense ratio, which is lower than ILS's 1.58% expense ratio.

ILS

Brookmont Catastrophic Bond ETF

ABHY

Abacus Tactical High Yield ETF

Return for Risk

ABHY vs. ILS — Risk / Return Rank

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

ABHY

ABHY Risk / Return Rank: 84
ABHY Sharpe Ratio Rank: 87
ABHY Sortino Ratio Rank: 90
ABHY Omega Ratio Rank: 86
ABHY Calmar Ratio Rank: 75
ABHY Martin Ratio Rank: 83

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.

ABHY vs. ILS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abacus Tactical High Yield ETF (ABHY) and Brookmont Catastrophic Bond ETF (ILS). 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.

	ABHY	ILS	Difference
Sharpe ratio Return per unit of total volatility	1.80	—	—
Sortino ratio Return per unit of downside risk	2.57	—	—
Omega ratio Gain probability vs. loss probability	1.35	—	—
Calmar ratio Return relative to maximum drawdown	2.04	—	—
Martin ratio Return relative to average drawdown	9.47	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	ABHY	ILS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.80	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.19	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	1.92	-1.71

Correlation

The correlation between ABHY and ILS is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

ABHY vs. ILS - Dividend Comparison

ABHY's dividend yield for the trailing twelve months is around 5.25%, less than ILS's 8.15% yield.

	TTM	2025	2024	2023	2022	2021	2020
ABHY Abacus Tactical High Yield ETF	5.25%	5.50%	15.35%	4.79%	3.18%	3.40%	0.37%
ILS Brookmont Catastrophic Bond ETF	8.15%	6.06%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

ABHY vs. ILS - Drawdown Comparison

The maximum ABHY drawdown since its inception was -16.96%, which is greater than ILS's maximum drawdown of -1.56%. Use the drawdown chart below to compare losses from any high point for ABHY and ILS.

Drawdown Indicators

	ABHY	ILS	Difference
Max Drawdown Largest peak-to-trough decline	-16.96%	-1.56%	-15.40%
Max Drawdown (1Y) Largest decline over 1 year	-3.43%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-16.96%	—	—
Current Drawdown Current decline from peak	-2.65%	0.00%	-2.65%
Average Drawdown Average peak-to-trough decline	-5.86%	-0.28%	-5.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.74%	—	—

Volatility

Volatility by Period

	ABHY	ILS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.07%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.64%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.83%	3.53%	+0.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.58%	3.53%	+2.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.50%	3.53%	+1.97%