ABLS vs. SMMV
ABLS (Abacus FCF Small Cap Leaders ETF) and SMMV (iShares MSCI USA Small-Cap Min Vol Factor ETF) are both Small Cap Blend Equities funds - ABLS tracks the Abacus FCF Small Cap Leaders Index while SMMV tracks the MSCI USA Small Cap Minimum Volatility (USD) Index. Both are passively managed. Over the past year, ABLS returned 14.54% vs 16.10% for SMMV. Their 0.68 correlation means they have sometimes moved together and sometimes differently. ABLS charges 0.39%/yr vs 0.20%/yr for SMMV.
Performance
ABLS vs. SMMV - Performance Comparison
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Returns By Period
In the year-to-date period, ABLS achieves a 13.73% return, which is significantly higher than SMMV's 9.33% return.
ABLS
- 1D
- -0.53%
- 1M
- -3.94%
- 6M
- 16.41%
- YTD
- 13.73%
- 1Y
- 14.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 2.62%
SMMV
- 1D
- -0.06%
- 1M
- 0.56%
- 6M
- 7.36%
- YTD
- 9.33%
- 1Y
- 16.10%
- 3Y*
- 12.24%
- 5Y*
- 6.29%
- 10Y*
- —
- ALL TIME*
- 8.71%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $105.10K | $83.71K | $40.86K | |
| $337.38K | $347.17K | $431.55K |
ABLS vs. SMMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ABLS Abacus FCF Small Cap Leaders ETF | 13.73% | -8.72% |
SMMV iShares MSCI USA Small-Cap Min Vol Factor ETF | 9.33% | 3.99% |
Correlation
The correlation between ABLS and SMMV is 0.60, 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. | 0.60 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2025 | 0.68 |
The correlation between ABLS and SMMV has been stable across timeframes, ranging from 0.60 to 0.68 - a consistent structural relationship.
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Return for Risk
ABLS vs. SMMV — Risk / Return Rank
ABLS
SMMV
ABLS vs. SMMV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Abacus FCF Small Cap Leaders ETF (ABLS) and iShares MSCI USA Small-Cap Min Vol Factor ETF (SMMV). 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.
| ABLS | SMMV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.28 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | 2.19 | -1.43 |
| Martin ratioReturn relative to average drawdown | 2.11 | 6.75 | -4.64 |
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Drawdowns
ABLS vs. SMMV - Drawdown Comparison
The maximum ABLS drawdown since its inception was -19.28%, smaller than the maximum SMMV drawdown of -38.77%. Use the drawdown chart below to compare losses from any high point for ABLS and SMMV.
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Drawdown Indicators
| ABLS | SMMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.28% | -38.77% | +19.49% |
Max Drawdown (1Y)Largest decline over 1 year | -16.19% | -7.02% | -9.17% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.68% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.00% | — |
Current DrawdownCurrent decline from peak | -4.68% | -1.07% | -3.61% |
Average DrawdownAverage peak-to-trough decline | -7.79% | -5.04% | -2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.84% | 2.28% | +3.56% |
Volatility
ABLS vs. SMMV - Volatility Comparison
Abacus FCF Small Cap Leaders ETF (ABLS) has a higher volatility of 5.51% compared to iShares MSCI USA Small-Cap Min Vol Factor ETF (SMMV) at 2.85%. This indicates that ABLS's price experiences larger fluctuations and is considered to be riskier than SMMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABLS | SMMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.51% | 2.85% | +2.66% |
Volatility (6M)Calculated over the trailing 6-month period | 13.54% | 6.98% | +6.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.35% | 9.75% | +8.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.05% | 13.44% | +7.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.05% | 15.62% | +5.43% |
ABLS vs. SMMV - Expense Ratio Comparison
ABLS has a 0.39% expense ratio, which is higher than SMMV's 0.20% expense ratio.
Dividends
ABLS vs. SMMV - Dividend Comparison
ABLS's dividend yield for the trailing twelve months is around 12.66%, more than SMMV's 1.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ABLS Abacus FCF Small Cap Leaders ETF | 12.66% | 14.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SMMV iShares MSCI USA Small-Cap Min Vol Factor ETF | 1.66% | 1.77% | 1.76% | 2.30% | 1.67% | 1.08% | 1.39% | 1.64% | 1.72% | 1.63% | 0.79% |
Frequently Asked Questions
ABLS and SMMV have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABLS has higher volatility (5.51%) compared to SMMV (2.85%). In terms of maximum drawdown, ABLS dropped -19.28% vs SMMV's -38.77%.
On 1-year performance, SMMV leads with 16.10% vs 14.54% for ABLS. On fees, SMMV is cheaper at 0.20% per year. On volatility, SMMV has been the lower-risk option at 2.85%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SMMV has performed better with a 16.10% return vs 14.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SMMV is cheaper with a 0.20% expense ratio, compared with 0.39% for ABLS.
ABLS has the higher dividend yield at 12.66%, compared with 1.66% for SMMV.
ABLS tracks Abacus FCF Small Cap Leaders Index, while SMMV tracks MSCI USA Small Cap Minimum Volatility (USD) Index. They also come from different issuers: Abacus and iShares. Their fees differ too: 0.39% for ABLS and 0.20% for SMMV.
SMMV currently has the higher Sharpe Ratio (1.58 vs 0.68), 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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