ABOT vs. ILCB
ABOT (Abacus FCF Innovation Leaders ETF) and ILCB (iShares Morningstar U.S. Equity ETF) are both Large Cap Growth Equities funds - ABOT tracks the FCF US Quality Innovation Index while ILCB tracks the Morningstar US Large-Mid Cap Index. Both are passively managed. Over the past 5 years, ABOT returned 8.30%/yr vs 11.99%/yr for ILCB. Their correlation of 0.85 means they have usually moved in the same direction. ABOT charges 0.39%/yr vs 0.03%/yr for ILCB.
Performance
ABOT vs. ILCB - 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 ILCB's 8.97% 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%
ILCB
- 1D
- 0.07%
- 1M
- 0.92%
- 6M
- 7.33%
- YTD
- 8.97%
- 1Y
- 17.10%
- 3Y*
- 19.04%
- 5Y*
- 11.99%
- 10Y*
- 14.22%
- ALL TIME*
- 11.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $16.44K | $16.85K | $12.49K | |
| $790.35K | $1.53M | $1.33M |
ABOT vs. ILCB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ABOT Abacus FCF Innovation Leaders ETF | 3.40% | 8.42% | 31.93% | 26.92% | -24.05% | 18.51% | 3.29% |
ILCB iShares Morningstar U.S. Equity ETF | 8.97% | 17.70% | 24.96% | 26.91% | -19.48% | 24.07% | 3.01% |
Correlation
The correlation between ABOT and ILCB is 0.66, 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. | 0.66 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2020 | 0.85 |
The correlation between ABOT and ILCB shifts across timeframes, from 0.66 (1 year) to 0.85 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ABOT vs. ILCB — Risk / Return Rank
ABOT
ILCB
ABOT vs. ILCB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Abacus FCF Innovation Leaders ETF (ABOT) and iShares Morningstar U.S. Equity ETF (ILCB). 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 | ILCB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.24 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.13 | 1.89 | -1.76 |
| Martin ratioReturn relative to average drawdown | 0.30 | 8.05 | -7.75 |
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Drawdowns
ABOT vs. ILCB - Drawdown Comparison
The maximum ABOT drawdown since its inception was -29.71%, smaller than the maximum ILCB drawdown of -51.53%. Use the drawdown chart below to compare losses from any high point for ABOT and ILCB.
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Drawdown Indicators
| ABOT | ILCB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.71% | -51.53% | +21.82% |
Max Drawdown (1Y)Largest decline over 1 year | -21.54% | -9.09% | -12.45% |
Max Drawdown (3Y)Largest decline over 3 years | -22.72% | -19.05% | -3.67% |
Max Drawdown (5Y)Largest decline over 5 years | -29.71% | -25.47% | -4.24% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.30% | — |
Current DrawdownCurrent decline from peak | -3.53% | -2.59% | -0.94% |
Average DrawdownAverage peak-to-trough decline | -9.39% | -6.21% | -3.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.28% | 2.13% | +7.15% |
Volatility
ABOT vs. ILCB - Volatility Comparison
Abacus FCF Innovation Leaders ETF (ABOT) has a higher volatility of 5.81% compared to iShares Morningstar U.S. Equity ETF (ILCB) at 3.12%. This indicates that ABOT's price experiences larger fluctuations and is considered to be riskier than ILCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABOT | ILCB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.81% | 3.12% | +2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 15.77% | 9.97% | +5.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.83% | 12.82% | +6.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.87% | 17.22% | +2.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.74% | 18.18% | +1.56% |
ABOT vs. ILCB - Expense Ratio Comparison
ABOT has a 0.39% expense ratio, which is higher than ILCB's 0.03% expense ratio.
Dividends
ABOT vs. ILCB - Dividend Comparison
ABOT's dividend yield for the trailing twelve months is around 0.33%, less than ILCB's 0.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABOT Abacus FCF Innovation Leaders ETF | 0.33% | 0.38% | 1.28% | 0.77% | 1.20% | 4.77% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ILCB iShares Morningstar U.S. Equity ETF | 0.99% | 1.11% | 1.19% | 1.43% | 1.65% | 1.16% | 1.26% | 2.25% | 2.17% | 1.81% | 1.97% | 2.44% |
Frequently Asked Questions
ABOT and ILCB have a correlation of 0.66, 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 ILCB (3.12%). In terms of maximum drawdown, ABOT dropped -29.71% vs ILCB's -51.53%.
On 5-year performance, ILCB leads with 11.99% vs 8.30% for ABOT. On fees, ILCB is cheaper at 0.03% per year. On volatility, ILCB has been the lower-risk option at 3.12%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, ILCB has performed better with a 11.99% return vs 8.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ILCB is cheaper with a 0.03% expense ratio, compared with 0.39% for ABOT.
ILCB has the higher dividend yield at 0.99%, compared with 0.33% for ABOT.
ABOT tracks FCF US Quality Innovation Index, while ILCB tracks Morningstar US Large-Mid Cap Index. They also come from different issuers: Abacus and iShares. Their fees differ too: 0.39% for ABOT and 0.03% for ILCB.
ILCB currently has the higher Sharpe Ratio (1.34 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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