ABOT vs. ABLD
ABOT (Abacus FCF Innovation Leaders ETF) and ABLD (Abacus FCF Real Assets Leaders ETF) are both exchange-traded funds - ABOT is a Large Cap Growth Equities fund tracking the FCF US Quality Innovation Index, while ABLD is a Mid Cap Value Equities fund tracking the FCF Yield Enhanced Real Asset Index. Both are passively managed. Over the past 3 years, ABOT returned 15.94%/yr vs 9.15%/yr for ABLD. Their 0.46 correlation means their historical movements had little consistent relationship. Both charge a 0.39% expense ratio.
Performance
ABOT vs. ABLD - Performance Comparison
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Returns By Period
In the year-to-date period, ABOT achieves a 3.40% return, which is significantly lower than ABLD's 7.28% return.
ABOT
- 1D
- 2.30%
- 1M
- 6.06%
- 6M
- 7.53%
- YTD
- 3.40%
- 1Y
- 2.78%
- 3Y*
- 15.94%
- 5Y*
- 8.30%
- 10Y*
- —
- ALL TIME*
- 10.39%
ABLD
- 1D
- -0.81%
- 1M
- 2.01%
- 6M
- -0.36%
- YTD
- 7.28%
- 1Y
- 9.03%
- 3Y*
- 9.15%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 11.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $199.03K | $266.23K | $357.59K | |
| $16.44K | $16.85K | $12.49K |
ABOT vs. ABLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ABOT Abacus FCF Innovation Leaders ETF | 3.40% | 8.42% | 31.93% | 26.92% | -24.05% | 2.94% |
ABLD Abacus FCF Real Assets Leaders ETF | 7.28% | 6.64% | 7.05% | 18.89% | 7.42% | 3.86% |
Correlation
The correlation between ABOT and ABLD is 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.42 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2021 | 0.46 |
Over the past year, the correlation between ABOT and ABLD has dropped to 0.24 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.
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Return for Risk
ABOT vs. ABLD — Risk / Return Rank
ABOT
ABLD
ABOT vs. ABLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Abacus FCF Innovation Leaders ETF (ABOT) and Abacus FCF Real Assets Leaders ETF (ABLD). 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.
| ABOT | ABLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.12 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.13 | 0.78 | -0.65 |
| Martin ratioReturn relative to average drawdown | 0.30 | 1.84 | -1.54 |
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Drawdowns
ABOT vs. ABLD - Drawdown Comparison
The maximum ABOT drawdown since its inception was -29.71%, which is greater than ABLD's maximum drawdown of -19.35%. Use the drawdown chart below to compare losses from any high point for ABOT and ABLD.
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Drawdown Indicators
| ABOT | ABLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.71% | -19.35% | -10.36% |
Max Drawdown (1Y)Largest decline over 1 year | -21.54% | -11.64% | -9.90% |
Max Drawdown (3Y)Largest decline over 3 years | -22.72% | -19.35% | -3.37% |
Max Drawdown (5Y)Largest decline over 5 years | -29.71% | — | — |
Current DrawdownCurrent decline from peak | -3.53% | -8.43% | +4.90% |
Average DrawdownAverage peak-to-trough decline | -9.39% | -4.13% | -5.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.28% | 4.92% | +4.36% |
Volatility
ABOT vs. ABLD - Volatility Comparison
Abacus FCF Innovation Leaders ETF (ABOT) has a higher volatility of 5.81% compared to Abacus FCF Real Assets Leaders ETF (ABLD) at 2.76%. This indicates that ABOT's price experiences larger fluctuations and is considered to be riskier than ABLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABOT | ABLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.81% | 2.76% | +3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 15.77% | 12.91% | +2.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.83% | 14.99% | +3.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.87% | 17.38% | +2.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.74% | 17.38% | +2.36% |
ABOT vs. ABLD - Expense Ratio Comparison
Both ABOT and ABLD have an expense ratio of 0.39%.
Dividends
ABOT vs. ABLD - Dividend Comparison
ABOT's dividend yield for the trailing twelve months is around 0.33%, less than ABLD's 3.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
ABLD Abacus FCF Real Assets Leaders ETF | 3.58% | 2.86% | 10.13% | 4.70% | 8.40% | 0.08% | 0.00% |
ABOT Abacus FCF Innovation Leaders ETF | 0.33% | 0.38% | 1.28% | 0.77% | 1.20% | 4.77% | 0.02% |
Frequently Asked Questions
ABOT and ABLD have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABOT has higher volatility (5.81%) compared to ABLD (2.76%). In terms of maximum drawdown, ABOT dropped -29.71% vs ABLD's -19.35%.
On 3-year performance, ABOT leads with 15.94% vs 9.15% for ABLD. Both ETFs have the same 0.39% expense ratio. On volatility, ABLD has been the lower-risk option at 2.76%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, ABOT has performed better with a 15.94% return vs 9.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ABOT and ABLD have the same expense ratio: 0.39% per year.
ABLD has the higher dividend yield at 3.58%, compared with 0.33% for ABOT.
ABOT is categorized as Large Cap Growth Equities, while ABLD is Mid Cap Value Equities. ABOT tracks FCF US Quality Innovation Index, while ABLD tracks FCF Yield Enhanced Real Asset Index.
ABLD currently has the higher Sharpe Ratio (0.61 vs 0.15), 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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