ABLD vs. ABOT

Last updated Jul 14, 2026

ABLD (Abacus FCF Real Assets Leaders ETF) and ABOT (Abacus FCF Innovation Leaders ETF) are both exchange-traded funds - ABLD is a Mid Cap Value Equities fund tracking the FCF Yield Enhanced Real Asset Index, while ABOT is a Large Cap Growth Equities fund tracking the FCF US Quality Innovation Index. Both are passively managed. Over the past 3 years, ABLD returned 9.58%/yr vs 16.80%/yr for ABOT. At a 0.46 correlation, their price movements are largely independent. Both charge a 0.39% expense ratio.

Performance

ABLD vs. ABOT - 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 Innovation Leaders ETF (ABOT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ABLD achieves a 5.36% return, which is significantly higher than ABOT's 3.75% return.

ABLD

• 1D: 0.04%
• 1M: -1.61%
• 6M: -0.27%
• YTD: 5.36%
• 1Y: 7.31%
• 3Y*: 9.58%
• 5Y*: —
• 10Y*: —

ABOT

• 1D: 0.15%
• 1M: 7.04%
• 6M: 4.59%
• YTD: 3.75%
• 1Y: 7.19%
• 3Y*: 16.80%
• 5Y*: 8.87%
• 10Y*: —

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

ABLD vs. ABOT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
ABLD Abacus FCF Real Assets Leaders ETF	5.36%	6.64%	7.05%	18.89%	7.42%	3.86%
ABOT Abacus FCF Innovation Leaders ETF	3.75%	8.42%	31.93%	26.92%	-24.05%	2.94%

Correlation

The correlation between ABLD and ABOT is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	0.43
Correlation (All Time) Calculated using the full available price history since Dec 14, 2021	0.46

The correlation between ABLD and ABOT shifts across timeframes, from 0.28 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.

Return for Risk

ABLD vs. ABOT — Risk / Return Rank

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

ABLD

ABLD Risk / Return Rank: 18
ABLD Sharpe Ratio Rank: 19
ABLD Sortino Ratio Rank: 17
ABLD Omega Ratio Rank: 17
ABLD Calmar Ratio Rank: 19
ABLD Martin Ratio Rank: 18

ABOT

ABOT Risk / Return Rank: 15
ABOT Sharpe Ratio Rank: 16
ABOT Sortino Ratio Rank: 15
ABOT Omega Ratio Rank: 15
ABOT Calmar Ratio Rank: 14
ABOT Martin Ratio Rank: 14

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. ABOT - 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 Innovation Leaders ETF (ABOT). 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	ABOT	Difference
Sharpe ratio: Return per unit of total volatility	0.49	0.39	+0.10
Sortino ratio: Return per unit of downside risk	0.76	0.65	+0.11
Omega ratio: Gain probability vs. loss probability	1.10	1.08	+0.02
Calmar ratio: Return relative to maximum drawdown	0.63	0.34	+0.30
Martin ratio: Return relative to average drawdown	1.59	0.78	+0.81

ABLD vs. ABOT - Sharpe Ratio Comparison

The current ABLD Sharpe Ratio is 0.49, which is comparable to the ABOT Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of ABLD and ABOT, 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. ABOT - Drawdown Comparison

The maximum ABLD drawdown since its inception was -19.35%, smaller than the maximum ABOT drawdown of -29.71%. Use the drawdown chart below to compare losses from any high point for ABLD and ABOT.

Drawdown Indicators

	ABLD	ABOT	Difference
Max Drawdown Largest peak-to-trough decline	-19.35%	-29.71%	+10.36%
Max Drawdown (1Y) Largest decline over 1 year	-11.64%	-21.54%	+9.90%
Max Drawdown (3Y) Largest decline over 3 years	-19.35%	-22.72%	+3.37%
Max Drawdown (5Y) Largest decline over 5 years	—	-29.71%	—
Current Drawdown Current decline from peak	-10.08%	-3.20%	-6.88%
Average Drawdown Average peak-to-trough decline	-4.09%	-9.42%	+5.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.61%	9.24%	-4.63%

Volatility

ABLD vs. ABOT - Volatility Comparison

The current volatility for Abacus FCF Real Assets Leaders ETF (ABLD) is 3.19%, while Abacus FCF Innovation Leaders ETF (ABOT) has a volatility of 5.72%. This indicates that ABLD experiences smaller price fluctuations and is considered to be less risky than ABOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ABLD	ABOT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.19%	5.72%	-2.53%
Volatility (6M) Calculated over the trailing 6-month period	13.17%	15.73%	-2.56%
Volatility (1Y) Calculated over the trailing 1-year period	15.02%	18.50%	-3.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.43%	19.83%	-2.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.43%	19.74%	-2.31%

ABLD vs. ABOT - Expense Ratio Comparison

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

Dividends

ABLD vs. ABOT - Dividend Comparison

ABLD's dividend yield for the trailing twelve months is around 3.65%, more than ABOT's 0.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
ABLD Abacus FCF Real Assets Leaders ETF	3.65%	2.86%	10.13%	4.70%	8.40%	0.08%	0.00%
ABOT Abacus FCF Innovation Leaders ETF	0.33%	0.38%	1.28%	0.77%	1.20%	4.77%	0.02%

Frequently Asked Questions

Can I hold both ABLD and ABOT in my portfolio?

ABLD and ABOT have a correlation of 0.28, 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 ABOT?

ABOT has higher volatility (5.72%) compared to ABLD (3.19%). In terms of maximum drawdown, ABLD dropped -19.35% vs ABOT's -29.71%.

Which ETF is better, ABLD or ABOT?

On 3-year performance, ABOT leads with 16.80% vs 9.58% for ABLD. Both ETFs have the same 0.39% expense ratio. On volatility, ABLD has been the lower-risk option at 3.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ABLD or ABOT?

Over the 3-year period, ABOT has performed better with a 16.80% return vs 9.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ABLD or ABOT?

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

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

ABLD has the higher dividend yield at 3.65%, compared with 0.33% for ABOT.

What is the main difference between ABLD and ABOT?

ABLD is categorized as Mid Cap Value Equities, while ABOT is Large Cap Growth Equities. ABLD tracks FCF Yield Enhanced Real Asset Index, while ABOT tracks FCF US Quality Innovation Index.

Which has better risk-adjusted returns?

ABLD currently has the higher Sharpe Ratio (0.49 vs 0.39), 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.