DDIV vs. ABLD
DDIV (First Trust Dorsey Wright Momentum & Dividend ETF) and ABLD (Abacus FCF Real Assets Leaders ETF) are both exchange-traded funds - DDIV is a Momentum fund tracking the Dorsey Wright Momentum Plus Dividend Yield Index, while ABLD is a Mid Cap Value Equities fund tracking the FCF Yield Enhanced Real Asset Index. Both are passively managed. Over the past 3 years, DDIV returned 20.53%/yr vs 12.75%/yr for ABLD. Their correlation of 0.81 suggests significant overlap in exposure. DDIV charges 0.60%/yr vs 0.39%/yr for ABLD.
Performance
DDIV vs. ABLD - Performance Comparison
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Returns By Period
In the year-to-date period, DDIV achieves a 7.57% return, which is significantly lower than ABLD's 8.60% return.
DDIV
- 1D
- -0.19%
- 1M
- -1.01%
- YTD
- 7.57%
- 6M
- 9.50%
- 1Y
- 20.52%
- 3Y*
- 20.53%
- 5Y*
- 9.40%
- 10Y*
- 9.72%
ABLD
- 1D
- -0.14%
- 1M
- -2.02%
- YTD
- 8.60%
- 6M
- 8.04%
- 1Y
- 15.09%
- 3Y*
- 12.75%
- 5Y*
- —
- 10Y*
- —
DDIV vs. ABLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DDIV First Trust Dorsey Wright Momentum & Dividend ETF | 7.57% | 12.23% | 27.18% | 9.95% | -12.44% | 4.54% |
ABLD Abacus FCF Real Assets Leaders ETF | 8.60% | 6.64% | 7.05% | 18.89% | 7.42% | 3.86% |
Correlation
The correlation between DDIV and ABLD is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2021 | 0.81 |
The correlation between DDIV and ABLD shifts across timeframes, from 0.68 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DDIV vs. ABLD — Risk / Return Rank
DDIV
ABLD
DDIV vs. ABLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Dorsey Wright Momentum & Dividend ETF (DDIV) and Abacus FCF Real Assets Leaders ETF (ABLD). 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.
| DDIV | ABLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.19 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 1.30 | +0.52 |
| Martin ratioReturn relative to average drawdown | 6.71 | 4.50 | +2.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DDIV | ABLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.44 | 1.03 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.68 | -0.20 |
Drawdowns
DDIV vs. ABLD - Drawdown Comparison
The maximum DDIV drawdown since its inception was -47.56%, which is greater than ABLD's maximum drawdown of -19.35%. Use the drawdown chart below to compare losses from any high point for DDIV and ABLD.
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Drawdown Indicators
| DDIV | ABLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.56% | -19.35% | -28.21% |
Max Drawdown (1Y)Largest decline over 1 year | -11.31% | -11.64% | +0.33% |
Max Drawdown (3Y)Largest decline over 3 years | -18.97% | -19.35% | +0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -21.10% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -47.56% | — | — |
Current DrawdownCurrent decline from peak | -1.86% | -7.31% | +5.45% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -3.96% | -2.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 3.36% | -0.29% |
Volatility
DDIV vs. ABLD - Volatility Comparison
The current volatility for First Trust Dorsey Wright Momentum & Dividend ETF (DDIV) is 2.62%, while Abacus FCF Real Assets Leaders ETF (ABLD) has a volatility of 4.52%. This indicates that DDIV experiences smaller price fluctuations and is considered to be less risky than ABLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DDIV | ABLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 4.52% | -1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 11.72% | 12.85% | -1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.29% | 14.70% | -0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.66% | 17.52% | +1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.90% | 17.52% | +2.38% |
DDIV vs. ABLD - Expense Ratio Comparison
DDIV has a 0.60% expense ratio, which is higher than ABLD's 0.39% expense ratio.
Dividends
DDIV vs. ABLD - Dividend Comparison
DDIV's dividend yield for the trailing twelve months is around 1.61%, less than ABLD's 4.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
ABLD Abacus FCF Real Assets Leaders ETF | 4.20% | 2.86% | 10.13% | 4.70% | 8.40% | 0.08% | 0.00% | 0.00% | 0.00% |
DDIV First Trust Dorsey Wright Momentum & Dividend ETF | 1.61% | 1.94% | 2.22% | 3.18% | 3.60% | 2.43% | 2.63% | 2.93% | 3.27% |
Frequently Asked Questions
DDIV and ABLD have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABLD has higher volatility (4.52%) compared to DDIV (2.62%). In terms of maximum drawdown, DDIV dropped -47.56% vs ABLD's -19.35%.
On 3-year performance, DDIV leads with 20.53% vs 12.75% for ABLD. On fees, ABLD is cheaper at 0.39% per year. On volatility, DDIV has been the lower-risk option at 2.62%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, DDIV has performed better with a 20.53% return vs 12.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ABLD is cheaper with a 0.39% expense ratio, compared with 0.60% for DDIV.
ABLD has the higher dividend yield at 4.20%, compared with 1.61% for DDIV.
DDIV is categorized as Momentum, while ABLD is Mid Cap Value Equities. DDIV tracks Dorsey Wright Momentum Plus Dividend Yield Index, while ABLD tracks FCF Yield Enhanced Real Asset Index. They also come from different issuers: First Trust and Abacus. Their fees differ too: 0.60% for DDIV and 0.39% for ABLD.
DDIV currently has the higher Sharpe Ratio (1.44 vs 1.03), 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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