ABLD vs. ABOT
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 10.25%/yr vs 18.30%/yr for ABOT. Their 0.45 correlation means their historical movements had little consistent relationship. Both charge a 0.39% expense ratio.
Performance
ABLD vs. ABOT - Performance Comparison
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Returns By Period
In the year-to-date period, ABLD achieves a 9.19% return, which is significantly higher than ABOT's 5.19% return.
ABLD
- 1D
- 0.58%
- 1M
- 3.74%
- 6M
- 1.27%
- YTD
- 9.19%
- 1Y
- 13.37%
- 3Y*
- 10.25%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 11.46%
ABOT
- 1D
- 1.41%
- 1M
- 3.25%
- 6M
- 13.45%
- YTD
- 5.19%
- 1Y
- 8.91%
- 3Y*
- 18.30%
- 5Y*
- 8.34%
- 10Y*
- —
- ALL TIME*
- 10.69%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $251.36K | $270.10K | $369.63K | |
| $4.83K | $15.31K | $12.56K |
ABLD vs. ABOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ABLD Abacus FCF Real Assets Leaders ETF | 9.19% | 6.64% | 7.05% | 18.89% | 7.42% | 3.86% |
ABOT Abacus FCF Innovation Leaders ETF | 5.19% | 8.42% | 31.93% | 26.92% | -24.05% | 2.94% |
Correlation
The correlation between ABLD and ABOT is 0.23, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.23 |
Correlation (3Y) Balances recent behavior with more history. | 0.41 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2021 | 0.45 |
Over the past year, the correlation between ABLD and ABOT has dropped to 0.23 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.
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Return for Risk
ABLD vs. ABOT — Risk / Return Rank
ABLD
ABOT
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 ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.09 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 0.42 | +0.74 |
| Martin ratioReturn relative to average drawdown | 2.67 | 0.97 | +1.71 |
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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.
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Drawdown Indicators
| ABLD | ABOT | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -6.80% | -1.86% | -4.94% |
Average DrawdownAverage peak-to-trough decline | -4.15% | -9.36% | +5.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.01% | 9.25% | -4.24% |
Volatility
ABLD vs. ABOT - Volatility Comparison
The current volatility for Abacus FCF Real Assets Leaders ETF (ABLD) is 2.51%, while Abacus FCF Innovation Leaders ETF (ABOT) has a volatility of 5.92%. 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.
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Volatility by Period
| ABLD | ABOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.51% | 5.92% | -3.41% |
Volatility (6M)Calculated over the trailing 6-month period | 12.74% | 15.91% | -3.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.96% | 19.02% | -4.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 19.93% | -2.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.35% | 19.77% | -2.42% |
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 3.52%, more than ABOT's 0.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
ABLD Abacus FCF Real Assets Leaders ETF | 3.52% | 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
ABLD and ABOT have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABOT has higher volatility (5.92%) compared to ABLD (2.51%). In terms of maximum drawdown, ABLD dropped -19.35% vs ABOT's -29.71%.
On 3-year performance, ABOT leads with 18.30% vs 10.25% for ABLD. Both ETFs have the same 0.39% expense ratio. On volatility, ABLD has been the lower-risk option at 2.51%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, ABOT has performed better with a 18.30% return vs 10.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ABLD and ABOT have the same expense ratio: 0.39% per year.
ABLD has the higher dividend yield at 3.52%, compared with 0.33% for 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.
ABLD currently has the higher Sharpe Ratio (0.90 vs 0.47), 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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