DIVY vs. ABLD

Last updated Jun 24, 2026

DIVY (Tidal ETF Trust - Sound Equity Income ETF) and ABLD (Abacus FCF Real Assets Leaders ETF) are both Mid Cap Value Equities funds. DIVY is actively managed, while ABLD is passively managed. Over the past year, DIVY returned 17.93% vs 9.80% for ABLD. A 0.74 correlation means they provide meaningful diversification when combined. DIVY charges 0.45%/yr vs 0.39%/yr for ABLD.

Performance

DIVY vs. ABLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tidal ETF Trust - Sound Equity Income ETF (DIVY) and Abacus FCF Real Assets Leaders ETF (ABLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DIVY achieves a 9.53% return, which is significantly higher than ABLD's 4.86% return.

DIVY

• 1D: 0.67%
• 1M: 0.12%
• YTD: 9.53%
• 6M: 9.75%
• 1Y: 17.93%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ABLD

• 1D: -0.69%
• 1M: -3.79%
• YTD: 4.86%
• 6M: 4.29%
• 1Y: 9.80%
• 3Y*: 11.30%
• 5Y*: —
• 10Y*: —

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

DIVY vs. ABLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DIVY Tidal ETF Trust - Sound Equity Income ETF	9.53%	7.38%	3.51%
ABLD Abacus FCF Real Assets Leaders ETF	4.86%	6.64%	1.72%

Correlation

The correlation between DIVY and ABLD is 0.64, 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	0.64
Correlation (All Time) Calculated using the full available price history since Jun 21, 2024	0.74

The correlation between DIVY and ABLD shifts across timeframes, from 0.64 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DIVY vs. ABLD — Risk / Return Rank

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

DIVY

DIVY Risk / Return Rank: 41
DIVY Sharpe Ratio Rank: 42
DIVY Sortino Ratio Rank: 42
DIVY Omega Ratio Rank: 39
DIVY Calmar Ratio Rank: 42
DIVY Martin Ratio Rank: 39

ABLD

ABLD Risk / Return Rank: 20
ABLD Sharpe Ratio Rank: 20
ABLD Sortino Ratio Rank: 19
ABLD Omega Ratio Rank: 19
ABLD Calmar Ratio Rank: 20
ABLD Martin Ratio Rank: 21

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.

DIVY vs. ABLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tidal ETF Trust - Sound Equity Income ETF (DIVY) 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.

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.

	DIVY	ABLD	Difference
Sharpe ratio: Return per unit of total volatility	1.39	0.65	+0.73
Sortino ratio: Return per unit of downside risk	2.03	0.97	+1.05
Omega ratio: Gain probability vs. loss probability	1.24	1.13	+0.12
Calmar ratio: Return relative to maximum drawdown	1.99	0.85	+1.14
Martin ratio: Return relative to average drawdown	5.85	2.48	+3.37

DIVY vs. ABLD - Sharpe Ratio Comparison

The current DIVY Sharpe Ratio is 1.39, which is higher than the ABLD Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of DIVY and ABLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DIVY vs. ABLD - Drawdown Comparison

The maximum DIVY drawdown since its inception was -18.35%, smaller than the maximum ABLD drawdown of -19.35%. Use the drawdown chart below to compare losses from any high point for DIVY and ABLD.

Drawdown Indicators

	DIVY	ABLD	Difference
Max Drawdown Largest peak-to-trough decline	-18.35%	-19.35%	+1.00%
Max Drawdown (1Y) Largest decline over 1 year	-9.06%	-11.64%	+2.58%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.35%	—
Current Drawdown Current decline from peak	-2.44%	-10.50%	+8.06%
Average Drawdown Average peak-to-trough decline	-3.26%	-4.02%	+0.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.07%	3.97%	-0.90%

Volatility

DIVY vs. ABLD - Volatility Comparison

The current volatility for Tidal ETF Trust - Sound Equity Income ETF (DIVY) is 3.52%, while Abacus FCF Real Assets Leaders ETF (ABLD) has a volatility of 4.19%. This indicates that DIVY 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.

Volatility by Period

	DIVY	ABLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.52%	4.19%	-0.67%
Volatility (6M) Calculated over the trailing 6-month period	9.09%	13.19%	-4.10%
Volatility (1Y) Calculated over the trailing 1-year period	12.99%	15.07%	-2.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.62%	17.50%	-1.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.62%	17.50%	-1.88%

DIVY vs. ABLD - Expense Ratio Comparison

DIVY has a 0.45% expense ratio, which is higher than ABLD's 0.39% expense ratio.

Dividends

DIVY vs. ABLD - Dividend Comparison

DIVY's dividend yield for the trailing twelve months is around 3.09%, less than ABLD's 4.35% yield.

Position	TTM	2025	2024	2023	2022	2021
ABLD Abacus FCF Real Assets Leaders ETF	4.35%	2.86%	10.13%	4.70%	8.40%	0.08%
DIVY Tidal ETF Trust - Sound Equity Income ETF	3.09%	3.68%	2.94%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DIVY and ABLD in my portfolio?

DIVY and ABLD have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DIVY or ABLD?

ABLD has higher volatility (4.19%) compared to DIVY (3.52%). In terms of maximum drawdown, DIVY dropped -18.35% vs ABLD's -19.35%.

Which ETF is better, DIVY or ABLD?

On 1-year performance, DIVY leads with 17.93% vs 9.80% for ABLD. On fees, ABLD is cheaper at 0.39% per year. On volatility, DIVY has been the lower-risk option at 3.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DIVY or ABLD?

Over the 1-year period, DIVY has performed better with a 17.93% return vs 9.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DIVY or ABLD?

ABLD is cheaper with a 0.39% expense ratio, compared with 0.45% for DIVY.

Which ETF pays a higher dividend yield, DIVY or ABLD?

ABLD has the higher dividend yield at 4.35%, compared with 3.09% for DIVY.

What is the main difference between DIVY and ABLD?

They also come from different issuers: Sound Income Strategies and Abacus. Their fees differ too: 0.45% for DIVY and 0.39% for ABLD.

Which has better risk-adjusted returns?

DIVY currently has the higher Sharpe Ratio (1.39 vs 0.65), 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.