ABLS vs. USFR

Last updated Jun 23, 2026

ABLS (Abacus FCF Small Cap Leaders ETF) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - ABLS is a Small Cap Blend Equities fund tracking the Abacus FCF Small Cap Leaders Index, while USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. Both are passively managed. Over the past year, ABLS returned 9.52% vs 3.97% for USFR. At a correlation of -0.10, they often move in opposite directions. ABLS charges 0.39%/yr vs 0.15%/yr for USFR.

Performance

ABLS vs. USFR - Performance Comparison

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

Returns By Period

In the year-to-date period, ABLS achieves a 11.02% return, which is significantly higher than USFR's 1.78% return.

ABLS

• 1D: 0.78%
• 1M: 7.96%
• YTD: 11.02%
• 6M: 7.56%
• 1Y: 9.52%
• 3Y*: —
• 5Y*: —
• 10Y*: —

USFR

• 1D: 0.00%
• 1M: 0.29%
• YTD: 1.78%
• 6M: 1.89%
• 1Y: 3.97%
• 3Y*: 4.72%
• 5Y*: 3.70%
• 10Y*: 2.43%

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

ABLS vs. USFR - Yearly Performance Comparison

	2026 (YTD)	2025
ABLS Abacus FCF Small Cap Leaders ETF	11.02%	-8.72%
USFR WisdomTree Floating Rate Treasury Fund	1.78%	3.59%

Correlation

The correlation between ABLS and USFR is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.17
Correlation (All Time) Calculated using the full available price history since Feb 19, 2025	-0.10

Return for Risk

ABLS vs. USFR — Risk / Return Rank

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

ABLS

ABLS Risk / Return Rank: 16
ABLS Sharpe Ratio Rank: 17
ABLS Sortino Ratio Rank: 17
ABLS Omega Ratio Rank: 16
ABLS Calmar Ratio Rank: 15
ABLS Martin Ratio Rank: 16

USFR

USFR Risk / Return Rank: 100
USFR Sharpe Ratio Rank: 100
USFR Sortino Ratio Rank: 100
USFR Omega Ratio Rank: 100
USFR Calmar Ratio Rank: 100
USFR Martin Ratio Rank: 100

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. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abacus FCF Small Cap Leaders ETF (ABLS) and WisdomTree Floating Rate Treasury Fund (USFR). 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	USFR	Difference
Sharpe ratio: Return per unit of total volatility	0.54	14.65	-14.11
Sortino ratio: Return per unit of downside risk	0.88	49.88	-48.99
Omega ratio: Gain probability vs. loss probability	1.10	13.24	-12.14
Calmar ratio: Return relative to maximum drawdown	0.59	200.29	-199.70
Martin ratio: Return relative to average drawdown	1.64	775.73	-774.09

ABLS vs. USFR - Sharpe Ratio Comparison

The current ABLS Sharpe Ratio is 0.54, which is lower than the USFR Sharpe Ratio of 14.65. The chart below compares the historical Sharpe Ratios of ABLS and USFR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ABLS vs. USFR - Drawdown Comparison

The maximum ABLS drawdown since its inception was -19.28%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for ABLS and USFR.

Drawdown Indicators

	ABLS	USFR	Difference
Max Drawdown Largest peak-to-trough decline	-19.28%	-1.36%	-17.92%
Max Drawdown (1Y) Largest decline over 1 year	-16.19%	-0.02%	-16.17%
Max Drawdown (3Y) Largest decline over 3 years	—	-0.06%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-0.18%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-0.80%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-8.21%	-0.15%	-8.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.81%	0.01%	+5.80%

Volatility

ABLS vs. USFR - Volatility Comparison

Abacus FCF Small Cap Leaders ETF (ABLS) has a higher volatility of 4.64% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.08%. This indicates that ABLS's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ABLS	USFR	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.64%	0.08%	+4.56%
Volatility (6M) Calculated over the trailing 6-month period	13.12%	0.19%	+12.93%
Volatility (1Y) Calculated over the trailing 1-year period	17.75%	0.27%	+17.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.20%	0.40%	+20.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.20%	0.78%	+20.42%

ABLS vs. USFR - Expense Ratio Comparison

ABLS has a 0.39% expense ratio, which is higher than USFR's 0.15% expense ratio.

Dividends

ABLS vs. USFR - Dividend Comparison

ABLS's dividend yield for the trailing twelve months is around 12.66%, more than USFR's 3.91% 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%
USFR WisdomTree Floating Rate Treasury Fund	3.91%	4.15%	5.17%	5.12%	1.78%	0.01%	0.40%	2.08%	1.67%	1.03%	0.29%

Frequently Asked Questions

Can I hold both ABLS and USFR in my portfolio?

ABLS and USFR have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ABLS or USFR?

ABLS has higher volatility (4.64%) compared to USFR (0.08%). In terms of maximum drawdown, ABLS dropped -19.28% vs USFR's -1.36%.

Which ETF is better, ABLS or USFR?

On 1-year performance, ABLS leads with 9.52% vs 3.97% for USFR. On fees, USFR is cheaper at 0.15% per year. On volatility, USFR has been the lower-risk option at 0.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ABLS or USFR?

Over the 1-year period, ABLS has performed better with a 9.52% return vs 3.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ABLS or USFR?

USFR is cheaper with a 0.15% expense ratio, compared with 0.39% for ABLS.

Which ETF pays a higher dividend yield, ABLS or USFR?

ABLS has the higher dividend yield at 12.66%, compared with 3.91% for USFR.

What is the main difference between ABLS and USFR?

ABLS is categorized as Small Cap Blend Equities, while USFR is Government Bonds. ABLS tracks Abacus FCF Small Cap Leaders Index, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. They also come from different issuers: Abacus and WisdomTree. Their fees differ too: 0.39% for ABLS and 0.15% for USFR.

Which has better risk-adjusted returns?

USFR currently has the higher Sharpe Ratio (14.65 vs 0.54), 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.