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ABI vs. DYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ABI vs. DYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares Pioneer Asset-Based Income ETF (ABI) and LeaderShares Dynamic Yield ETF (DYLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ABI achieves a 2.79% return, which is significantly higher than DYLD's 1.06% return.


ABI

1D
-0.04%
1M
0.50%
YTD
2.79%
6M
2.83%
1Y
3Y*
5Y*
10Y*

DYLD

1D
-0.13%
1M
0.36%
YTD
1.06%
6M
1.29%
1Y
3.84%
3Y*
4.43%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABI vs. DYLD - Yearly Performance Comparison


Correlation

The correlation between ABI and DYLD is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.34

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Return for Risk

ABI vs. DYLD — Risk / Return Rank

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

ABI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


DYLD
DYLD Risk / Return Rank: 5353
Overall Rank
DYLD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
DYLD Sortino Ratio Rank: 4848
Sortino Ratio Rank
DYLD Omega Ratio Rank: 4949
Omega Ratio Rank
DYLD Calmar Ratio Rank: 6161
Calmar Ratio Rank
DYLD Martin Ratio Rank: 6161
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.

ABI vs. DYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares Pioneer Asset-Based Income ETF (ABI) and LeaderShares Dynamic Yield ETF (DYLD). 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.


ABIDYLDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

2.92

Martin ratioReturn relative to average drawdown

10.64

ABI vs. DYLD - Sharpe Ratio Comparison


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Drawdowns

ABI vs. DYLD - Drawdown Comparison

The maximum ABI drawdown since its inception was -0.95%, smaller than the maximum DYLD drawdown of -15.03%. Use the drawdown chart below to compare losses from any high point for ABI and DYLD.


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Drawdown Indicators


ABIDYLDDifference

Max Drawdown

Largest peak-to-trough decline

-0.95%

-15.03%

+14.08%

Max Drawdown (1Y)

Largest decline over 1 year

-1.32%

Max Drawdown (3Y)

Largest decline over 3 years

-3.40%

Current Drawdown

Current decline from peak

-0.04%

-0.13%

+0.09%

Average Drawdown

Average peak-to-trough decline

-0.18%

-5.12%

+4.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

Volatility

ABI vs. DYLD - Volatility Comparison


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Volatility by Period


ABIDYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.48%

Volatility (6M)

Calculated over the trailing 6-month period

1.94%

Volatility (1Y)

Calculated over the trailing 1-year period

1.27%

2.45%

-1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.27%

4.37%

-3.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.27%

4.37%

-3.10%

ABI vs. DYLD - Expense Ratio Comparison

ABI has a 0.65% expense ratio, which is lower than DYLD's 0.75% expense ratio.


Dividends

ABI vs. DYLD - Dividend Comparison

ABI's dividend yield for the trailing twelve months is around 5.69%, more than DYLD's 4.33% yield.


PositionTTM20252024202320222021
ABI
VictoryShares Pioneer Asset-Based Income ETF
5.69%3.01%0.00%0.00%0.00%0.00%
DYLD
LeaderShares Dynamic Yield ETF
4.33%4.20%4.58%3.43%1.54%1.02%

Frequently Asked Questions


ABI and DYLD have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ABI is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ABI is cheaper with a 0.65% expense ratio, compared with 0.75% for DYLD.

ABI has the higher dividend yield at 5.69%, compared with 4.33% for DYLD.

They also come from different issuers: VictoryShares and LeaderShares. Their fees differ too: 0.65% for ABI and 0.75% for DYLD.

Portfolio Optimizer

Find the right allocation for ABI and DYLD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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