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 10.25%/yr vs 20.69%/yr for DVLU. Their 0.77 correlation means they have sometimes moved together and sometimes differently. 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 9.19% return, which is significantly lower than DVLU's 16.38% 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%
DVLU
- 1D
- 1.30%
- 1M
- 5.20%
- 6M
- 13.95%
- YTD
- 16.38%
- 1Y
- 41.19%
- 3Y*
- 20.69%
- 5Y*
- 13.44%
- 10Y*
- —
- ALL TIME*
- 11.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $251.36K | $270.10K | $369.63K | |
| $183.55K | $173.51K | $204.38K |
ABLD vs. DVLU - 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% |
DVLU First Trust Dorsey Wright Momentum & Value ETF | 16.38% | 23.67% | 13.36% | 18.84% | -9.73% | 4.28% |
Correlation
The correlation between ABLD and DVLU is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.59 |
Correlation (3Y) Balances recent behavior with more history. | 0.72 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2021 | 0.77 |
The correlation between ABLD and DVLU shifts across timeframes, from 0.59 (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.
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 | DVLU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.62 | ||
| Sortino ratioReturn per unit of downside risk | -2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.44 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 3.38 | -2.23 |
| Martin ratioReturn relative to average drawdown | 2.67 | 12.32 | -9.65 |
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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 | -6.80% | -0.10% | -6.70% |
Average DrawdownAverage peak-to-trough decline | -4.15% | -8.61% | +4.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.01% | 3.35% | +1.66% |
Volatility
ABLD vs. DVLU - Volatility Comparison
The current volatility for Abacus FCF Real Assets Leaders ETF (ABLD) is 2.51%, while First Trust Dorsey Wright Momentum & Value ETF (DVLU) has a volatility of 4.30%. This indicates that ABLD experiences smaller price fluctuations and is considered to be less risky 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 | 2.51% | 4.30% | -1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 12.74% | 12.00% | +0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.96% | 16.47% | -1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 21.14% | -3.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.35% | 25.60% | -8.25% |
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 3.52%, more than DVLU's 0.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
ABLD Abacus FCF Real Assets Leaders ETF | 3.52% | 2.86% | 10.13% | 4.70% | 8.40% | 0.08% | 0.00% | 0.00% | 0.00% |
DVLU First Trust Dorsey Wright Momentum & Value ETF | 0.65% | 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 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DVLU has higher volatility (4.30%) compared to ABLD (2.51%). In terms of maximum drawdown, ABLD dropped -19.35% vs DVLU's -53.26%.
On 3-year performance, DVLU leads with 20.69% vs 10.25% for ABLD. On fees, ABLD is cheaper at 0.39% per year. 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, DVLU has performed better with a 20.69% return vs 10.25%. 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 3.52%, compared with 0.65% 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 (2.52 vs 0.90), 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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