ABRSX vs. WTLS

Last updated Apr 2, 2026

Compare and contrast key facts about ABR 50/50 Volatility Fund (ABRSX) and WisdomTree Efficient Long/Short US Equity Fund (WTLS).

ABRSX is managed by ABR. It was launched on Oct 1, 2017. WTLS is an actively managed fund by WisdomTree. It was launched on Jan 20, 2026.

Performance

ABRSX vs. WTLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ABR 50/50 Volatility Fund (ABRSX) and WisdomTree Efficient Long/Short US Equity Fund (WTLS). The values are adjusted to include any dividend payments, if applicable.

ABRSX vs. WTLS - Yearly Performance Comparison

	2026 (YTD)
ABRSX ABR 50/50 Volatility Fund	-14.90%
WTLS WisdomTree Efficient Long/Short US Equity Fund	-0.94%

Returns By Period

ABRSX

• 1D: 3.89%
• 1M: -12.82%
• YTD: -14.32%
• 6M: -9.86%
• 1Y: -3.75%
• 3Y*: 9.45%
• 5Y*: 4.26%
• 10Y*: —

WTLS

• 1D: 1.45%
• 1M: -3.03%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ABRSX vs. WTLS - Expense Ratio Comparison

ABRSX has a 2.00% expense ratio, which is higher than WTLS's 0.88% expense ratio.

ABRSX

ABR 50/50 Volatility Fund

WTLS

WisdomTree Efficient Long/Short US Equity Fund

Return for Risk

ABRSX vs. WTLS — Risk / Return Rank

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

ABRSX

ABRSX Risk / Return Rank: 4
ABRSX Sharpe Ratio Rank: 3
ABRSX Sortino Ratio Rank: 4
ABRSX Omega Ratio Rank: 4
ABRSX Calmar Ratio Rank: 4
ABRSX Martin Ratio Rank: 4

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.

ABRSX vs. WTLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ABR 50/50 Volatility Fund (ABRSX) and WisdomTree Efficient Long/Short US Equity Fund (WTLS). 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.

	ABRSX	WTLS	Difference
Sharpe ratio Return per unit of total volatility	-0.12	—	—
Sortino ratio Return per unit of downside risk	0.02	—	—
Omega ratio Gain probability vs. loss probability	1.00	—	—
Calmar ratio Return relative to maximum drawdown	-0.14	—	—
Martin ratio Return relative to average drawdown	-0.36	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	ABRSX	WTLS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.12	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.15	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.11	-0.24	+0.36

Correlation

The correlation between ABRSX and WTLS is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

ABRSX vs. WTLS - Dividend Comparison

ABRSX's dividend yield for the trailing twelve months is around 0.74%, while WTLS has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
ABRSX ABR 50/50 Volatility Fund	0.74%	0.63%	1.04%	0.00%	0.00%	47.19%	0.00%	10.50%	12.88%	0.99%
WTLS WisdomTree Efficient Long/Short US Equity Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

ABRSX vs. WTLS - Drawdown Comparison

The maximum ABRSX drawdown since its inception was -49.78%, which is greater than WTLS's maximum drawdown of -8.94%. Use the drawdown chart below to compare losses from any high point for ABRSX and WTLS.

Drawdown Indicators

	ABRSX	WTLS	Difference
Max Drawdown Largest peak-to-trough decline	-49.78%	-8.94%	-40.84%
Max Drawdown (1Y) Largest decline over 1 year	-21.19%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-44.57%	—	—
Current Drawdown Current decline from peak	-15.86%	-4.65%	-11.21%
Average Drawdown Average peak-to-trough decline	-16.16%	-2.87%	-13.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.45%	—	—

Volatility

Volatility by Period

	ABRSX	WTLS	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.73%	—	—
Volatility (6M) Calculated over the trailing 6-month period	18.61%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	28.16%	19.96%	+8.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.78%	19.96%	+7.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.49%	19.96%	+16.53%