ABXB vs. ABLG

Last updated Jun 3, 2026

ABXB (Abacus Flexible Bond Leaders ETF) and ABLG (Abacus FCF International Leaders ETF) are both exchange-traded funds - ABXB is a Nontraditional Bonds fund tracking the Abacus Flexible Bond Leaders Index, while ABLG is a Foreign Large Cap Equities fund actively managed by Abacus. ABXB is passively managed, while ABLG is actively managed. Over the past 5 years, ABXB returned 1.21%/yr vs 1.80%/yr for ABLG. At a 0.49 correlation, their price movements are largely independent. ABXB charges 0.62%/yr vs 0.54%/yr for ABLG.

Performance

ABXB vs. ABLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abacus Flexible Bond Leaders ETF (ABXB) and Abacus FCF International Leaders ETF (ABLG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ABXB achieves a 0.50% return, which is significantly lower than ABLG's 4.01% return.

ABXB

• 1D: 0.06%
• 1M: 0.35%
• YTD: 0.50%
• 6M: 0.87%
• 1Y: 5.87%
• 3Y*: 6.52%
• 5Y*: 1.21%
• 10Y*: —

ABLG

• 1D: -0.49%
• 1M: 3.53%
• YTD: 4.01%
• 6M: 3.75%
• 1Y: 9.23%
• 3Y*: 9.61%
• 5Y*: 1.80%
• 10Y*: —

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

ABXB vs. ABLG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
ABXB Abacus Flexible Bond Leaders ETF	0.50%	8.73%	4.69%	7.79%	-14.49%	1.30%	0.87%
ABLG Abacus FCF International Leaders ETF	4.01%	13.27%	0.39%	18.22%	-24.37%	16.87%	3.66%

Correlation

The correlation between ABXB and ABLG is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.60
Correlation (3Y) Calculated over the trailing 3-year period	0.55
Correlation (5Y) Calculated over the trailing 5-year period	0.48
Correlation (All Time) Calculated using the full available price history since Dec 9, 2020	0.49

The correlation between ABXB and ABLG shifts across timeframes, from 0.48 (5 years) to 0.60 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

ABXB vs. ABLG — Risk / Return Rank

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

ABXB

ABXB Risk / Return Rank: 43
ABXB Sharpe Ratio Rank: 48
ABXB Sortino Ratio Rank: 48
ABXB Omega Ratio Rank: 49
ABXB Calmar Ratio Rank: 33
ABXB Martin Ratio Rank: 36

ABLG

ABLG Risk / Return Rank: 19
ABLG Sharpe Ratio Rank: 18
ABLG Sortino Ratio Rank: 18
ABLG Omega Ratio Rank: 18
ABLG Calmar Ratio Rank: 18
ABLG 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.

ABXB vs. ABLG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abacus Flexible Bond Leaders ETF (ABXB) and Abacus FCF International Leaders ETF (ABLG). 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.

	ABXB	ABLG	Difference
Sharpe ratio Return per unit of total volatility	1.70	0.54	+1.16
Sortino ratio Return per unit of downside risk	2.40	0.89	+1.51
Omega ratio Gain probability vs. loss probability	1.32	1.11	+0.21
Calmar ratio Return relative to maximum drawdown	1.68	0.71	+0.97
Martin ratio Return relative to average drawdown	5.73	2.53	+3.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ABXB vs. ABLG - Sharpe Ratio Comparison

The current ABXB Sharpe Ratio is 1.70, which is higher than the ABLG Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of ABXB and ABLG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ABXB	ABLG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.70	0.54	+1.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.22	0.11	+0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	0.29	-0.04

Drawdowns

ABXB vs. ABLG - Drawdown Comparison

The maximum ABXB drawdown since its inception was -16.96%, smaller than the maximum ABLG drawdown of -34.17%. Use the drawdown chart below to compare losses from any high point for ABXB and ABLG.

Drawdown Indicators

	ABXB	ABLG	Difference
Max Drawdown Largest peak-to-trough decline	-16.96%	-34.17%	+17.21%
Max Drawdown (1Y) Largest decline over 1 year	-3.43%	-13.00%	+9.57%
Max Drawdown (3Y) Largest decline over 3 years	-3.81%	-21.34%	+17.53%
Max Drawdown (5Y) Largest decline over 5 years	-16.96%	-34.13%	+17.17%
Current Drawdown Current decline from peak	-1.29%	-1.32%	+0.03%
Average Drawdown Average peak-to-trough decline	-5.73%	-9.21%	+3.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.01%	3.66%	-2.65%

Volatility

ABXB vs. ABLG - Volatility Comparison

The current volatility for Abacus Flexible Bond Leaders ETF (ABXB) is 0.97%, while Abacus FCF International Leaders ETF (ABLG) has a volatility of 6.15%. This indicates that ABXB experiences smaller price fluctuations and is considered to be less risky than ABLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ABXB	ABLG	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.97%	6.15%	-5.18%
Volatility (6M) Calculated over the trailing 6-month period	2.73%	14.17%	-11.44%
Volatility (1Y) Calculated over the trailing 1-year period	3.46%	17.02%	-13.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.59%	16.92%	-11.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.44%	18.89%	-13.45%

ABXB vs. ABLG - Expense Ratio Comparison

ABXB has a 0.62% expense ratio, which is higher than ABLG's 0.54% expense ratio.

Dividends

ABXB vs. ABLG - Dividend Comparison

ABXB's dividend yield for the trailing twelve months is around 5.18%, more than ABLG's 2.45% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
ABLG Abacus FCF International Leaders ETF	2.45%	2.30%	2.13%	2.39%	9.36%	2.01%	0.64%	1.90%	0.92%	0.26%
ABXB Abacus Flexible Bond Leaders ETF	5.18%	5.50%	15.35%	4.79%	3.18%	3.40%	0.37%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ABXB and ABLG in my portfolio?

ABXB and ABLG have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ABXB or ABLG?

ABLG has higher volatility (6.15%) compared to ABXB (0.97%). In terms of maximum drawdown, ABXB dropped -16.96% vs ABLG's -34.17%.

Which ETF is better, ABXB or ABLG?

On 5-year performance, ABLG leads with 1.80% vs 1.21% for ABXB. On fees, ABLG is cheaper at 0.54% per year. On volatility, ABXB has been the lower-risk option at 0.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ABXB or ABLG?

Over the 5-year period, ABLG has performed better with a 1.80% return vs 1.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ABXB or ABLG?

ABLG is cheaper with a 0.54% expense ratio, compared with 0.62% for ABXB.

Which ETF pays a higher dividend yield, ABXB or ABLG?

ABXB has the higher dividend yield at 5.18%, compared with 2.45% for ABLG.

What is the main difference between ABXB and ABLG?

ABXB is categorized as Nontraditional Bonds, while ABLG is Foreign Large Cap Equities. Their fees differ too: 0.62% for ABXB and 0.54% for ABLG.

Which has better risk-adjusted returns?

ABXB currently has the higher Sharpe Ratio (1.70 vs 0.54), 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.