ABOT vs. ABLS

Last updated Jul 28, 2026

ABOT (Abacus FCF Innovation Leaders ETF) and ABLS (Abacus FCF Small Cap Leaders ETF) are both exchange-traded funds - ABOT is a Large Cap Growth Equities fund tracking the FCF US Quality Innovation Index, while ABLS is a Small Cap Blend Equities fund tracking the Abacus FCF Small Cap Leaders Index. Both are passively managed. Over the past year, ABOT returned 2.78% vs 9.40% for ABLS. Their 0.69 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.39% expense ratio.

Performance

ABOT vs. ABLS - Performance Comparison

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

Returns By Period

In the year-to-date period, ABOT achieves a 3.40% return, which is significantly lower than ABLS's 12.42% 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%

ABLS

• 1D: 0.93%
• 1M: -2.73%
• 6M: 10.83%
• YTD: 12.42%
• 1Y: 9.40%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 1.82%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ABLS Abacus FCF Small Cap Leaders ETF	$133.00K	$93.09K	$41.63K
ABOT Abacus FCF Innovation Leaders ETF	$16.44K	$16.85K	$12.49K

ABOT vs. ABLS - Yearly Performance Comparison

	2026 (YTD)	2025
ABOT Abacus FCF Innovation Leaders ETF	3.40%	0.82%
ABLS Abacus FCF Small Cap Leaders ETF	12.42%	-8.72%

Correlation

The correlation between ABOT and ABLS is 0.62, 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.	0.62
Correlation (All Time) Calculated using the full available price history since Feb 19, 2025	0.69

The correlation between ABOT and ABLS has been stable across timeframes, ranging from 0.62 to 0.69 - a consistent structural relationship.

Return for Risk

ABOT vs. ABLS — Risk / Return Rank

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

ABOT

ABOT Risk / Return Rank: 13
ABOT Sharpe Ratio Rank: 14
ABOT Sortino Ratio Rank: 14
ABOT Omega Ratio Rank: 13
ABOT Calmar Ratio Rank: 13
ABOT Martin Ratio Rank: 13

ABLS

ABLS Risk / Return Rank: 22
ABLS Sharpe Ratio Rank: 23
ABLS Sortino Ratio Rank: 23
ABLS Omega Ratio Rank: 21
ABLS Calmar Ratio Rank: 21
ABLS Martin Ratio Rank: 22

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.

ABOT vs. ABLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abacus FCF Innovation Leaders ETF (ABOT) 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.

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	ABLS	Difference
Sharpe ratio: Return per unit of total volatility	0.15	0.52	-0.37
Sortino ratio: Return per unit of downside risk	0.33	0.86	-0.53
Omega ratio: Gain probability vs. loss probability	1.04	1.10	-0.06
Calmar ratio: Return relative to maximum drawdown	0.13	0.58	-0.45
Martin ratio: Return relative to average drawdown	0.30	1.62	-1.32

ABOT vs. ABLS - Sharpe Ratio Comparison

The current ABOT Sharpe Ratio is 0.15, which is lower than the ABLS Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of ABOT and ABLS, 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

ABOT vs. ABLS - Drawdown Comparison

The maximum ABOT drawdown since its inception was -29.71%, which is greater than ABLS's maximum drawdown of -19.28%. Use the drawdown chart below to compare losses from any high point for ABOT and ABLS.

Drawdown Indicators

	ABOT	ABLS	Difference
Max Drawdown Largest peak-to-trough decline	-29.71%	-19.28%	-10.43%
Max Drawdown (1Y) Largest decline over 1 year	-21.54%	-16.19%	-5.35%
Max Drawdown (3Y) Largest decline over 3 years	-22.72%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-29.71%	—	—
Current Drawdown Current decline from peak	-3.53%	-5.78%	+2.25%
Average Drawdown Average peak-to-trough decline	-9.39%	-7.82%	-1.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.28%	5.82%	+3.46%

Volatility

ABOT vs. ABLS - Volatility Comparison

Abacus FCF Innovation Leaders ETF (ABOT) and Abacus FCF Small Cap Leaders ETF (ABLS) have volatilities of 5.81% and 5.82%, 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.

Volatility by Period

	ABOT	ABLS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.81%	5.82%	-0.01%
Volatility (6M) Calculated over the trailing 6-month period	15.77%	13.59%	+2.18%
Volatility (1Y) Calculated over the trailing 1-year period	18.83%	18.19%	+0.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.87%	21.04%	-1.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.74%	21.04%	-1.30%

ABOT vs. ABLS - Expense Ratio Comparison

Both ABOT and ABLS have an expense ratio of 0.39%.

Dividends

ABOT vs. ABLS - Dividend Comparison

ABOT's dividend yield for the trailing twelve months is around 0.33%, less than ABLS's 12.81% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
ABLS Abacus FCF Small Cap Leaders ETF	12.81%	14.04%	0.00%	0.00%	0.00%	0.00%	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

Can I hold both ABOT and ABLS in my portfolio?

ABOT and ABLS have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ABOT or ABLS?

ABLS has higher volatility (5.82%) compared to ABOT (5.81%). In terms of maximum drawdown, ABOT dropped -29.71% vs ABLS's -19.28%.

Which ETF is better, ABOT or ABLS?

On 1-year performance, ABLS leads with 9.40% vs 2.78% for ABOT. Both ETFs have the same 0.39% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ABOT or ABLS?

Over the 1-year period, ABLS has performed better with a 9.40% return vs 2.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ABOT or ABLS?

ABOT and ABLS have the same expense ratio: 0.39% per year.

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

ABLS has the higher dividend yield at 12.81%, compared with 0.33% for ABOT.

What is the main difference between ABOT and ABLS?

ABOT is categorized as Large Cap Growth Equities, while ABLS is Small Cap Blend Equities. ABOT tracks FCF US Quality Innovation Index, while ABLS tracks Abacus FCF Small Cap Leaders Index.

Which has better risk-adjusted returns?

ABLS currently has the higher Sharpe Ratio (0.52 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.