ABLD vs. DVLU
ABLD (Abacus FCF Real Assets Leaders ETF) and DVLU (First Trust Dorsey Wright Momentum & Value ETF) are both exchange-traded funds - ABLD is a Mid Cap Value Equities fund tracking the FCF Yield Enhanced Real Asset Index, while DVLU is a Momentum fund tracking the Dorsey Wright Momentum Plus Value Index. Both are passively managed. Over the past 3 years, ABLD returned 12.75%/yr vs 22.18%/yr for DVLU. A 0.77 correlation means they provide meaningful diversification when combined. ABLD charges 0.39%/yr vs 0.60%/yr for DVLU.
Performance
ABLD vs. DVLU - 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 DVLU's 10.31% return.
ABLD
- 1D
- -0.14%
- 1M
- -2.02%
- YTD
- 8.60%
- 6M
- 8.04%
- 1Y
- 15.09%
- 3Y*
- 12.75%
- 5Y*
- —
- 10Y*
- —
DVLU
- 1D
- -0.22%
- 1M
- 3.99%
- YTD
- 10.31%
- 6M
- 12.01%
- 1Y
- 35.76%
- 3Y*
- 22.18%
- 5Y*
- 11.03%
- 10Y*
- —
ABLD vs. DVLU - 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% |
DVLU First Trust Dorsey Wright Momentum & Value ETF | 10.31% | 23.67% | 13.36% | 18.84% | -9.73% | 3.76% |
Correlation
The correlation between ABLD and DVLU is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2021 | 0.77 |
The correlation between ABLD and DVLU shifts across timeframes, from 0.62 (1 year) to 0.77 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ABLD vs. DVLU — Risk / Return Rank
ABLD
DVLU
ABLD vs. DVLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Abacus FCF Real Assets Leaders ETF (ABLD) and First Trust Dorsey Wright Momentum & Value ETF (DVLU). 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 | DVLU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.38 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.30 | 2.93 | -1.63 |
| Martin ratioReturn relative to average drawdown | 4.50 | 10.59 | -6.09 |
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 | DVLU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 2.19 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.42 | +0.25 |
Drawdowns
ABLD vs. DVLU - Drawdown Comparison
The maximum ABLD drawdown since its inception was -19.35%, smaller than the maximum DVLU drawdown of -53.26%. Use the drawdown chart below to compare losses from any high point for ABLD and DVLU.
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Drawdown Indicators
| ABLD | DVLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.35% | -53.26% | +33.91% |
Max Drawdown (1Y)Largest decline over 1 year | -11.64% | -12.24% | +0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -19.35% | -24.86% | +5.51% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.86% | — |
Current DrawdownCurrent decline from peak | -7.31% | -0.22% | -7.09% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -8.78% | +4.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 3.39% | -0.03% |
Volatility
ABLD vs. DVLU - Volatility Comparison
Abacus FCF Real Assets Leaders ETF (ABLD) has a higher volatility of 4.52% compared to First Trust Dorsey Wright Momentum & Value ETF (DVLU) at 3.65%. This indicates that ABLD's price experiences larger fluctuations and is considered to be riskier than DVLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABLD | DVLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 3.65% | +0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 12.85% | 12.36% | +0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.70% | 16.40% | -1.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.52% | 21.52% | -4.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.52% | 25.81% | -8.29% |
ABLD vs. DVLU - Expense Ratio Comparison
ABLD has a 0.39% expense ratio, which is lower than DVLU's 0.60% expense ratio.
Dividends
ABLD vs. DVLU - Dividend Comparison
ABLD's dividend yield for the trailing twelve months is around 4.20%, more than DVLU's 0.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
DVLU First Trust Dorsey Wright Momentum & Value ETF | 0.62% | 0.73% | 1.06% | 1.34% | 2.18% | 1.33% | 1.34% | 1.71% | 0.58% |
Frequently Asked Questions
ABLD and DVLU have a correlation of 0.62, 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 DVLU (3.65%). In terms of maximum drawdown, ABLD dropped -19.35% vs DVLU's -53.26%.
On 3-year performance, DVLU leads with 22.18% vs 12.75% for ABLD. On fees, ABLD is cheaper at 0.39% per year. On volatility, DVLU has been the lower-risk option at 3.65%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, DVLU has performed better with a 22.18% return vs 12.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ABLD is cheaper with a 0.39% expense ratio, compared with 0.60% for DVLU.
ABLD has the higher dividend yield at 4.20%, compared with 0.62% for DVLU.
ABLD is categorized as Mid Cap Value Equities, while DVLU is Momentum. ABLD tracks FCF Yield Enhanced Real Asset Index, while DVLU tracks Dorsey Wright Momentum Plus Value Index. They also come from different issuers: Abacus and First Trust. Their fees differ too: 0.39% for ABLD and 0.60% for DVLU.
DVLU currently has the higher Sharpe Ratio (2.19 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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