ABLD vs. ABLS

Last updated Jun 23, 2026

ABLD (Abacus FCF Real Assets Leaders ETF) and ABLS (Abacus FCF Small Cap Leaders ETF) are both exchange-traded funds - ABLD is a Mid Cap Value Equities fund tracking the FCF Yield Enhanced Real Asset Index, while ABLS is a Small Cap Blend Equities fund tracking the Abacus FCF Small Cap Leaders Index. Both are passively managed. Over the past year, ABLD returned 11.17% vs 9.52% for ABLS. A 0.62 correlation means they provide meaningful diversification when combined. Both charge a 0.39% expense ratio.

Performance

ABLD vs. ABLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abacus FCF Real Assets Leaders ETF (ABLD) and Abacus FCF Small Cap Leaders ETF (ABLS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ABLD achieves a 5.59% return, which is significantly lower than ABLS's 11.02% return.

ABLD

• 1D: -0.05%
• 1M: -3.12%
• YTD: 5.59%
• 6M: 6.01%
• 1Y: 11.17%
• 3Y*: 11.56%
• 5Y*: —
• 10Y*: —

ABLS

• 1D: 0.78%
• 1M: 7.96%
• YTD: 11.02%
• 6M: 7.56%
• 1Y: 9.52%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ABLD vs. ABLS - Yearly Performance Comparison

	2026 (YTD)	2025
ABLD Abacus FCF Real Assets Leaders ETF	5.59%	1.25%
ABLS Abacus FCF Small Cap Leaders ETF	11.02%	-8.72%

Correlation

The correlation between ABLD and ABLS is 0.54, 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	0.54
Correlation (All Time) Calculated using the full available price history since Feb 19, 2025	0.62

The correlation between ABLD and ABLS has been stable across timeframes, ranging from 0.54 to 0.62 - a consistent structural relationship.

Return for Risk

ABLD vs. ABLS — Risk / Return Rank

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

ABLD

ABLD Risk / Return Rank: 21
ABLD Sharpe Ratio Rank: 21
ABLD Sortino Ratio Rank: 20
ABLD Omega Ratio Rank: 21
ABLD Calmar Ratio Rank: 21
ABLD Martin Ratio Rank: 23

ABLS

ABLS Risk / Return Rank: 16
ABLS Sharpe Ratio Rank: 17
ABLS Sortino Ratio Rank: 17
ABLS Omega Ratio Rank: 16
ABLS Calmar Ratio Rank: 15
ABLS Martin Ratio Rank: 16

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.

ABLD vs. ABLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abacus FCF Real Assets Leaders ETF (ABLD) and Abacus FCF Small Cap Leaders ETF (ABLS). 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.

	ABLD	ABLS	Difference
Sharpe ratio: Return per unit of total volatility	0.75	0.54	+0.21
Sortino ratio: Return per unit of downside risk	1.09	0.88	+0.21
Omega ratio: Gain probability vs. loss probability	1.14	1.10	+0.04
Calmar ratio: Return relative to maximum drawdown	0.96	0.59	+0.37
Martin ratio: Return relative to average drawdown	2.86	1.64	+1.22

ABLD vs. ABLS - Sharpe Ratio Comparison

The current ABLD Sharpe Ratio is 0.75, which is higher than the ABLS Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of ABLD and ABLS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ABLD vs. ABLS - Drawdown Comparison

The maximum ABLD drawdown since its inception was -19.35%, roughly equal to the maximum ABLS drawdown of -19.28%. Use the drawdown chart below to compare losses from any high point for ABLD and ABLS.

Drawdown Indicators

	ABLD	ABLS	Difference
Max Drawdown Largest peak-to-trough decline	-19.35%	-19.28%	-0.07%
Max Drawdown (1Y) Largest decline over 1 year	-11.64%	-16.19%	+4.55%
Max Drawdown (3Y) Largest decline over 3 years	-19.35%	—	—
Current Drawdown Current decline from peak	-9.88%	0.00%	-9.88%
Average Drawdown Average peak-to-trough decline	-4.01%	-8.21%	+4.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.91%	5.81%	-1.90%

Volatility

ABLD vs. ABLS - Volatility Comparison

The current volatility for Abacus FCF Real Assets Leaders ETF (ABLD) is 4.17%, while Abacus FCF Small Cap Leaders ETF (ABLS) has a volatility of 4.64%. This indicates that ABLD experiences smaller price fluctuations and is considered to be less risky than ABLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ABLD	ABLS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.17%	4.64%	-0.47%
Volatility (6M) Calculated over the trailing 6-month period	13.17%	13.12%	+0.05%
Volatility (1Y) Calculated over the trailing 1-year period	15.08%	17.75%	-2.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.51%	21.20%	-3.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.51%	21.20%	-3.69%

ABLD vs. ABLS - Expense Ratio Comparison

Both ABLD and ABLS have an expense ratio of 0.39%.

Dividends

ABLD vs. ABLS - Dividend Comparison

ABLD's dividend yield for the trailing twelve months is around 4.32%, less than ABLS's 12.66% yield.

Position	TTM	2025	2024	2023	2022	2021
ABLD Abacus FCF Real Assets Leaders ETF	4.32%	2.86%	10.13%	4.70%	8.40%	0.08%
ABLS Abacus FCF Small Cap Leaders ETF	12.66%	14.04%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ABLD and ABLS in my portfolio?

ABLD and ABLS have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ABLD or ABLS?

ABLS has higher volatility (4.64%) compared to ABLD (4.17%). In terms of maximum drawdown, ABLD dropped -19.35% vs ABLS's -19.28%.

Which ETF is better, ABLD or ABLS?

On 1-year performance, ABLD leads with 11.17% vs 9.52% for ABLS. Both ETFs have the same 0.39% expense ratio. On volatility, ABLD has been the lower-risk option at 4.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ABLD or ABLS?

Over the 1-year period, ABLD has performed better with a 11.17% return vs 9.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ABLD or ABLS?

ABLD and ABLS have the same expense ratio: 0.39% per year.

Which ETF pays a higher dividend yield, ABLD or ABLS?

ABLS has the higher dividend yield at 12.66%, compared with 4.32% for ABLD.

What is the main difference between ABLD and ABLS?

ABLD is categorized as Mid Cap Value Equities, while ABLS is Small Cap Blend Equities. ABLD tracks FCF Yield Enhanced Real Asset Index, while ABLS tracks Abacus FCF Small Cap Leaders Index.

Which has better risk-adjusted returns?

ABLD currently has the higher Sharpe Ratio (0.75 vs 0.54), 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.