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ABLS vs. REGL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ABLS vs. REGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abacus FCF Small Cap Leaders ETF (ABLS) and ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ABLS achieves a 2.75% return, which is significantly lower than REGL's 3.98% return.


ABLS

1D
-0.92%
1M
0.47%
YTD
2.75%
6M
-0.23%
1Y
0.04%
3Y*
5Y*
10Y*

REGL

1D
-0.58%
1M
-2.06%
YTD
3.98%
6M
4.90%
1Y
9.25%
3Y*
10.42%
5Y*
5.92%
10Y*
9.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABLS vs. REGL - Yearly Performance Comparison


Correlation

The correlation between ABLS and REGL is 0.56, 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

0.56

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2025

0.64

The correlation between ABLS and REGL has been stable across timeframes, ranging from 0.56 to 0.64 - a consistent structural relationship.

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Return for Risk

ABLS vs. REGL — Risk / Return Rank

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

ABLS
ABLS Risk / Return Rank: 99
Overall Rank
ABLS Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ABLS Sortino Ratio Rank: 99
Sortino Ratio Rank
ABLS Omega Ratio Rank: 99
Omega Ratio Rank
ABLS Calmar Ratio Rank: 99
Calmar Ratio Rank
ABLS Martin Ratio Rank: 99
Martin Ratio Rank

REGL
REGL Risk / Return Rank: 2121
Overall Rank
REGL Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
REGL Sortino Ratio Rank: 2121
Sortino Ratio Rank
REGL Omega Ratio Rank: 1919
Omega Ratio Rank
REGL Calmar Ratio Rank: 2121
Calmar Ratio Rank
REGL Martin Ratio Rank: 2323
Martin Ratio Rank
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.

ABLS vs. REGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abacus FCF Small Cap Leaders ETF (ABLS) and ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL). 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.


ABLSREGLDifference
Sharpe ratioReturn per unit of total volatility

-0.70

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

1.01

1.13

-0.11

Calmar ratioReturn relative to maximum drawdown

0.00

0.96

-0.96

Martin ratioReturn relative to average drawdown

0.01

3.07

-3.06

ABLS vs. REGL - Sharpe Ratio Comparison

The current ABLS Sharpe Ratio is 0.00, which is lower than the REGL Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of ABLS and REGL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ABLSREGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.00

0.70

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.23

0.52

-0.75

Drawdowns

ABLS vs. REGL - Drawdown Comparison

The maximum ABLS drawdown since its inception was -19.28%, smaller than the maximum REGL drawdown of -36.37%. Use the drawdown chart below to compare losses from any high point for ABLS and REGL.


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Drawdown Indicators


ABLSREGLDifference

Max Drawdown

Largest peak-to-trough decline

-19.28%

-36.37%

+17.09%

Max Drawdown (1Y)

Largest decline over 1 year

-16.19%

-9.67%

-6.52%

Max Drawdown (3Y)

Largest decline over 3 years

-16.96%

Max Drawdown (5Y)

Largest decline over 5 years

-16.96%

Max Drawdown (10Y)

Largest decline over 10 years

-36.37%

Current Drawdown

Current decline from peak

-6.21%

-5.82%

-0.39%

Average Drawdown

Average peak-to-trough decline

-8.45%

-4.08%

-4.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.82%

3.02%

+2.80%

Volatility

ABLS vs. REGL - Volatility Comparison

Abacus FCF Small Cap Leaders ETF (ABLS) and ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL) have volatilities of 3.80% and 3.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABLSREGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

3.65%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

12.68%

9.23%

+3.45%

Volatility (1Y)

Calculated over the trailing 1-year period

17.35%

13.22%

+4.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.25%

16.11%

+5.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.25%

18.33%

+2.92%

ABLS vs. REGL - Expense Ratio Comparison

ABLS has a 0.39% expense ratio, which is lower than REGL's 0.40% expense ratio.


Dividends

ABLS vs. REGL - Dividend Comparison

ABLS's dividend yield for the trailing twelve months is around 13.68%, more than REGL's 2.24% yield.


PositionTTM20252024202320222021202020192018201720162015
ABLS
Abacus FCF Small Cap Leaders ETF
13.68%14.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
REGL
ProShares S&P MidCap 400 Dividend Aristocrats ETF
2.24%2.32%2.28%2.40%2.32%2.50%2.41%1.96%2.09%1.63%1.20%1.66%

Frequently Asked Questions


ABLS and REGL have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ABLS has higher volatility (3.80%) compared to REGL (3.65%). In terms of maximum drawdown, ABLS dropped -19.28% vs REGL's -36.37%.

On 1-year performance, REGL leads with 9.25% vs 0.04% for ABLS. On fees, ABLS is cheaper at 0.39% per year. On volatility, REGL 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 1-year period, REGL has performed better with a 9.25% return vs 0.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ABLS is cheaper with a 0.39% expense ratio, compared with 0.40% for REGL.

ABLS has the higher dividend yield at 13.68%, compared with 2.24% for REGL.

ABLS is categorized as Small Cap Blend Equities, while REGL is Mid Cap Value Equities. ABLS tracks Abacus FCF Small Cap Leaders Index, while REGL tracks S&P MidCap 400 Dividend Aristocrats Index. They also come from different issuers: Abacus and ProShares. Their fees differ too: 0.39% for ABLS and 0.40% for REGL.

REGL currently has the higher Sharpe Ratio (0.70 vs 0.00), 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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