ABLG vs. ABLS

Last updated Apr 1, 2026

Compare and contrast key facts about Abacus FCF International Leaders ETF (ABLG) and Abacus FCF Small Cap Leaders ETF (ABLS).

ABLG and ABLS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ABLG is an actively managed fund by Abacus. It was launched on Jun 27, 2017. ABLS is a passively managed fund by Abacus that tracks the performance of the Abacus FCF Small Cap Leaders Index. It was launched on Feb 18, 2025.

Performance

ABLG vs. ABLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abacus FCF International Leaders ETF (ABLG) and Abacus FCF Small Cap Leaders ETF (ABLS). The values are adjusted to include any dividend payments, if applicable.

ABLG vs. ABLS - Yearly Performance Comparison

	2026 (YTD)	2025
ABLG Abacus FCF International Leaders ETF	-6.13%	5.65%
ABLS Abacus FCF Small Cap Leaders ETF	-8.16%	-8.72%

Returns By Period

In the year-to-date period, ABLG achieves a -6.13% return, which is significantly higher than ABLS's -8.16% return.

ABLG

• 1D: 3.11%
• 1M: -9.71%
• YTD: -6.13%
• 6M: -3.33%
• 1Y: 6.83%
• 3Y*: 5.55%
• 5Y*: 1.24%
• 10Y*: —

ABLS

• 1D: 2.53%
• 1M: -3.72%
• YTD: -8.16%
• 6M: -10.53%
• 1Y: -10.82%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ABLG vs. ABLS - Expense Ratio Comparison

ABLG has a 0.54% expense ratio, which is higher than ABLS's 0.39% expense ratio.

ABLG

Abacus FCF International Leaders ETF

ABLS

Abacus FCF Small Cap Leaders ETF

Return for Risk

ABLG vs. ABLS — Risk / Return Rank

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

ABLG

ABLG Risk / Return Rank: 22
ABLG Sharpe Ratio Rank: 21
ABLG Sortino Ratio Rank: 21
ABLG Omega Ratio Rank: 21
ABLG Calmar Ratio Rank: 22
ABLG Martin Ratio Rank: 24

ABLS

ABLS Risk / Return Rank: 4
ABLS Sharpe Ratio Rank: 4
ABLS Sortino Ratio Rank: 3
ABLS Omega Ratio Rank: 3
ABLS Calmar Ratio Rank: 7
ABLS Martin Ratio Rank: 5

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.

ABLG vs. ABLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abacus FCF International Leaders ETF (ABLG) and Abacus FCF Small Cap Leaders ETF (ABLS). 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.

	ABLG	ABLS	Difference
Sharpe ratio Return per unit of total volatility	0.35	-0.52	+0.87
Sortino ratio Return per unit of downside risk	0.61	-0.62	+1.23
Omega ratio Gain probability vs. loss probability	1.08	0.93	+0.16
Calmar ratio Return relative to maximum drawdown	0.45	-0.33	+0.78
Martin ratio Return relative to average drawdown	1.80	-0.91	+2.71
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ABLG vs. ABLS - Sharpe Ratio Comparison

The current ABLG Sharpe Ratio is 0.35, which is higher than the ABLS Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of ABLG and ABLS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ABLG	ABLS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.35	-0.52	+0.87
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.08	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	-0.67	+0.90

Correlation

The correlation between ABLG and ABLS is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

ABLG vs. ABLS - Dividend Comparison

ABLG's dividend yield for the trailing twelve months is around 2.71%, less than ABLS's 15.31% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
ABLG Abacus FCF International Leaders ETF	2.71%	2.30%	2.13%	2.39%	9.36%	2.01%	0.64%	1.90%	0.92%	0.26%
ABLS Abacus FCF Small Cap Leaders ETF	15.31%	14.04%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

ABLG vs. ABLS - Drawdown Comparison

The maximum ABLG drawdown since its inception was -34.17%, which is greater than ABLS's maximum drawdown of -19.28%. Use the drawdown chart below to compare losses from any high point for ABLG and ABLS.

Drawdown Indicators

	ABLG	ABLS	Difference
Max Drawdown Largest peak-to-trough decline	-34.17%	-19.28%	-14.89%
Max Drawdown (1Y) Largest decline over 1 year	-14.24%	-16.19%	+1.95%
Max Drawdown (5Y) Largest decline over 5 years	-34.13%	—	—
Current Drawdown Current decline from peak	-10.30%	-16.17%	+5.87%
Average Drawdown Average peak-to-trough decline	-9.33%	-8.47%	-0.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.59%	5.87%	-2.28%

Volatility

ABLG vs. ABLS - Volatility Comparison

Abacus FCF International Leaders ETF (ABLG) has a higher volatility of 7.97% compared to Abacus FCF Small Cap Leaders ETF (ABLS) at 7.00%. This indicates that ABLG's price experiences larger fluctuations and is considered to be riskier than ABLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ABLG	ABLS	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.97%	7.00%	+0.97%
Volatility (6M) Calculated over the trailing 6-month period	12.06%	13.17%	-1.11%
Volatility (1Y) Calculated over the trailing 1-year period	19.57%	21.94%	-2.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.58%	22.01%	-5.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.81%	22.01%	-3.20%