ABLD vs. AIVL
ABLD (Abacus FCF Real Assets Leaders ETF) and AIVL (WisdomTree U.S. Al Enhanced Value Fund) are both Mid Cap Value Equities funds. ABLD is passively managed, while AIVL is actively managed. Over the past 3 years, ABLD returned 12.75%/yr vs 14.26%/yr for AIVL. A 0.79 correlation means they provide meaningful diversification when combined. ABLD charges 0.39%/yr vs 0.38%/yr for AIVL.
Performance
ABLD vs. AIVL - Performance Comparison
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Returns By Period
In the year-to-date period, ABLD achieves a 8.60% return, which is significantly lower than AIVL's 10.59% return.
ABLD
- 1D
- -0.14%
- 1M
- -2.02%
- YTD
- 8.60%
- 6M
- 8.04%
- 1Y
- 15.09%
- 3Y*
- 12.75%
- 5Y*
- —
- 10Y*
- —
AIVL
- 1D
- -0.15%
- 1M
- 3.76%
- YTD
- 10.59%
- 6M
- 11.83%
- 1Y
- 16.38%
- 3Y*
- 14.26%
- 5Y*
- 7.05%
- 10Y*
- 8.30%
ABLD vs. AIVL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ABLD Abacus FCF Real Assets Leaders ETF | 8.60% | 6.64% | 7.05% | 18.89% | 7.42% | 3.86% |
AIVL WisdomTree U.S. Al Enhanced Value Fund | 10.59% | 9.72% | 13.49% | 7.17% | -7.26% | 4.19% |
Correlation
The correlation between ABLD and AIVL is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2021 | 0.79 |
The correlation between ABLD and AIVL has been stable across timeframes, ranging from 0.77 to 0.81 - a consistent structural relationship.
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Return for Risk
ABLD vs. AIVL — Risk / Return Rank
ABLD
AIVL
ABLD vs. AIVL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Abacus FCF Real Assets Leaders ETF (ABLD) and WisdomTree U.S. Al Enhanced Value Fund (AIVL). 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.
| ABLD | AIVL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.26 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.30 | 2.10 | -0.79 |
| Martin ratioReturn relative to average drawdown | 4.50 | 8.48 | -3.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ABLD | AIVL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 1.47 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.48 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.42 | +0.26 |
Drawdowns
ABLD vs. AIVL - Drawdown Comparison
The maximum ABLD drawdown since its inception was -19.35%, smaller than the maximum AIVL drawdown of -62.48%. Use the drawdown chart below to compare losses from any high point for ABLD and AIVL.
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Drawdown Indicators
| ABLD | AIVL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.35% | -62.48% | +43.13% |
Max Drawdown (1Y)Largest decline over 1 year | -11.64% | -7.85% | -3.79% |
Max Drawdown (3Y)Largest decline over 3 years | -19.35% | -14.48% | -4.87% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.08% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.16% | — |
Current DrawdownCurrent decline from peak | -7.31% | -0.22% | -7.09% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -7.91% | +3.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 1.94% | +1.42% |
Volatility
ABLD vs. AIVL - Volatility Comparison
Abacus FCF Real Assets Leaders ETF (ABLD) has a higher volatility of 4.52% compared to WisdomTree U.S. Al Enhanced Value Fund (AIVL) at 3.08%. This indicates that ABLD's price experiences larger fluctuations and is considered to be riskier than AIVL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABLD | AIVL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 3.08% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 12.85% | 8.63% | +4.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.70% | 11.20% | +3.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.52% | 14.72% | +2.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.52% | 17.35% | +0.17% |
ABLD vs. AIVL - Expense Ratio Comparison
ABLD has a 0.39% expense ratio, which is higher than AIVL's 0.38% expense ratio.
Dividends
ABLD vs. AIVL - Dividend Comparison
ABLD's dividend yield for the trailing twelve months is around 4.20%, more than AIVL's 1.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABLD Abacus FCF Real Assets Leaders ETF | 4.20% | 2.86% | 10.13% | 4.70% | 8.40% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AIVL WisdomTree U.S. Al Enhanced Value Fund | 1.45% | 1.61% | 2.13% | 2.43% | 2.08% | 2.75% | 3.55% | 3.25% | 4.18% | 3.16% | 3.20% | 3.41% |
Frequently Asked Questions
ABLD and AIVL have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABLD has higher volatility (4.52%) compared to AIVL (3.08%). In terms of maximum drawdown, ABLD dropped -19.35% vs AIVL's -62.48%.
On 3-year performance, AIVL leads with 14.26% vs 12.75% for ABLD. On fees, AIVL is cheaper at 0.38% per year. On volatility, AIVL has been the lower-risk option at 3.08%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, AIVL has performed better with a 14.26% return vs 12.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AIVL is cheaper with a 0.38% expense ratio, compared with 0.39% for ABLD.
ABLD has the higher dividend yield at 4.20%, compared with 1.45% for AIVL.
They also come from different issuers: Abacus and WisdomTree. Their fees differ too: 0.39% for ABLD and 0.38% for AIVL.
AIVL currently has the higher Sharpe Ratio (1.47 vs 1.03), 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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