ABVE vs. TDIV.AS

Last updated Apr 1, 2026

Compare and contrast key facts about Above Food Ingredients Inc (ABVE) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.AS).

TDIV.AS is a passively managed fund by VanEck that tracks the performance of the Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. It was launched on May 23, 2016.

Performance

ABVE vs. TDIV.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Above Food Ingredients Inc (ABVE) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.AS). The values are adjusted to include any dividend payments, if applicable.

ABVE vs. TDIV.AS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
ABVE Above Food Ingredients Inc	-38.04%	201.85%	-88.56%
TDIV.AS VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF	8.10%	41.12%	3.16%

Different Trading Currencies

ABVE is traded in USD, while TDIV.AS is traded in EUR. To make them comparable, the TDIV.AS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ABVE achieves a -38.04% return, which is significantly lower than TDIV.AS's 8.10% return.

ABVE

• 1D: 30.46%
• 1M: -19.20%
• YTD: -38.04%
• 6M: -41.95%
• 1Y: 70.06%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TDIV.AS

• 1D: 0.29%
• 1M: -0.97%
• YTD: 8.10%
• 6M: 16.25%
• 1Y: 32.94%
• 3Y*: 23.14%
• 5Y*: 17.59%
• 10Y*: —

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

Return for Risk

ABVE vs. TDIV.AS — Risk / Return Rank

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

ABVE

ABVE Risk / Return Rank: 70
ABVE Sharpe Ratio Rank: 47
ABVE Sortino Ratio Rank: 96
ABVE Omega Ratio Rank: 94
ABVE Calmar Ratio Rank: 60
ABVE Martin Ratio Rank: 55

TDIV.AS

TDIV.AS Risk / Return Rank: 90
TDIV.AS Sharpe Ratio Rank: 84
TDIV.AS Sortino Ratio Rank: 81
TDIV.AS Omega Ratio Rank: 89
TDIV.AS Calmar Ratio Rank: 99
TDIV.AS Martin Ratio Rank: 98

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.

ABVE vs. TDIV.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Above Food Ingredients Inc (ABVE) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.AS). 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.

	ABVE	TDIV.AS	Difference
Sharpe ratio Return per unit of total volatility	0.17	2.08	-1.91
Sortino ratio Return per unit of downside risk	3.91	2.59	+1.32
Omega ratio Gain probability vs. loss probability	1.47	1.44	+0.03
Calmar ratio Return relative to maximum drawdown	0.84	8.39	-7.55
Martin ratio Return relative to average drawdown	1.37	25.02	-23.65
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ABVE vs. TDIV.AS - Sharpe Ratio Comparison

The current ABVE Sharpe Ratio is 0.17, which is lower than the TDIV.AS Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of ABVE and TDIV.AS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ABVE	TDIV.AS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.17	2.08	-1.91
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.20	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.18	0.80	-0.98

Correlation

The correlation between ABVE and TDIV.AS is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

ABVE vs. TDIV.AS - Dividend Comparison

ABVE has not paid dividends to shareholders, while TDIV.AS's dividend yield for the trailing twelve months is around 3.32%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
ABVE Above Food Ingredients Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TDIV.AS VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF	3.32%	3.58%	4.19%	4.98%	4.55%	3.98%	4.12%	4.40%	4.93%	3.95%	1.11%

Drawdowns

ABVE vs. TDIV.AS - Drawdown Comparison

The maximum ABVE drawdown since its inception was -93.37%, which is greater than TDIV.AS's maximum drawdown of -37.90%. Use the drawdown chart below to compare losses from any high point for ABVE and TDIV.AS.

Drawdown Indicators

	ABVE	TDIV.AS	Difference
Max Drawdown Largest peak-to-trough decline	-93.37%	-36.06%	-57.31%
Max Drawdown (1Y) Largest decline over 1 year	-86.74%	-13.90%	-72.84%
Max Drawdown (5Y) Largest decline over 5 years	—	-15.26%	—
Current Drawdown Current decline from peak	-80.87%	-0.80%	-80.07%
Average Drawdown Average peak-to-trough decline	-71.72%	-3.98%	-67.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	53.31%	1.31%	+52.00%

Volatility

ABVE vs. TDIV.AS - Volatility Comparison

Above Food Ingredients Inc (ABVE) has a higher volatility of 60.42% compared to VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.AS) at 3.34%. This indicates that ABVE's price experiences larger fluctuations and is considered to be riskier than TDIV.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ABVE	TDIV.AS	Difference
Volatility (1M) Calculated over the trailing 1-month period	60.42%	3.34%	+57.08%
Volatility (6M) Calculated over the trailing 6-month period	125.19%	7.84%	+117.35%
Volatility (1Y) Calculated over the trailing 1-year period	413.53%	15.61%	+397.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	329.22%	14.40%	+314.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	329.22%	15.74%	+313.48%