ISCB vs. ABLS
ISCB (iShares Morningstar Small-Cap ETF) and ABLS (Abacus FCF Small Cap Leaders ETF) are both Small Cap Blend Equities funds - ISCB tracks the Morningstar US Small Cap Extended Index while ABLS tracks the Abacus FCF Small Cap Leaders Index. Both are passively managed. Over the past year, ISCB returned 29.48% vs 0.04% for ABLS. Their correlation of 0.82 suggests significant overlap in exposure. ISCB charges 0.04%/yr vs 0.39%/yr for ABLS.
Performance
ISCB vs. ABLS - Performance Comparison
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Returns By Period
In the year-to-date period, ISCB achieves a 11.43% return, which is significantly higher than ABLS's 2.75% return.
ISCB
- 1D
- -0.67%
- 1M
- 2.77%
- YTD
- 11.43%
- 6M
- 11.42%
- 1Y
- 29.48%
- 3Y*
- 16.41%
- 5Y*
- 5.72%
- 10Y*
- 9.30%
ABLS
- 1D
- -0.92%
- 1M
- 0.47%
- YTD
- 2.75%
- 6M
- -0.23%
- 1Y
- 0.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ISCB vs. ABLS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ISCB iShares Morningstar Small-Cap ETF | 11.43% | 8.43% |
ABLS Abacus FCF Small Cap Leaders ETF | 2.75% | -8.72% |
Correlation
The correlation between ISCB and ABLS is 0.78, 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 | 0.78 |
Correlation (All Time) Calculated using the full available price history since Feb 20, 2025 | 0.82 |
The correlation between ISCB and ABLS has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.
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Return for Risk
ISCB vs. ABLS — Risk / Return Rank
ISCB
ABLS
ISCB vs. ABLS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Small-Cap ETF (ISCB) and Abacus FCF Small Cap Leaders ETF (ABLS). 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.
| ISCB | ABLS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.80 | ||
| Sortino ratioReturn per unit of downside risk | +2.47 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.01 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 3.15 | 0.00 | +3.15 |
| Martin ratioReturn relative to average drawdown | 11.26 | 0.01 | +11.25 |
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
| ISCB | ABLS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 0.00 | +1.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | -0.23 | +0.61 |
Drawdowns
ISCB vs. ABLS - Drawdown Comparison
The maximum ISCB drawdown since its inception was -61.25%, which is greater than ABLS's maximum drawdown of -19.28%. Use the drawdown chart below to compare losses from any high point for ISCB and ABLS.
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Drawdown Indicators
| ISCB | ABLS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.25% | -19.28% | -41.97% |
Max Drawdown (1Y)Largest decline over 1 year | -9.39% | -16.19% | +6.80% |
Max Drawdown (3Y)Largest decline over 3 years | -26.22% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -29.94% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -44.18% | — | — |
Current DrawdownCurrent decline from peak | -0.67% | -6.21% | +5.54% |
Average DrawdownAverage peak-to-trough decline | -9.80% | -8.45% | -1.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 5.82% | -3.19% |
Volatility
ISCB vs. ABLS - Volatility Comparison
iShares Morningstar Small-Cap ETF (ISCB) has a higher volatility of 4.28% compared to Abacus FCF Small Cap Leaders ETF (ABLS) at 3.80%. This indicates that ISCB's price experiences larger fluctuations and is considered to be riskier than ABLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISCB | ABLS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | 3.80% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 11.43% | 12.68% | -1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.51% | 17.35% | -0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.39% | 21.25% | +0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.68% | 21.25% | +1.43% |
ISCB vs. ABLS - Expense Ratio Comparison
ISCB has a 0.04% expense ratio, which is lower than ABLS's 0.39% expense ratio.
Dividends
ISCB vs. ABLS - Dividend Comparison
ISCB's dividend yield for the trailing twelve months is around 1.27%, less than ABLS's 13.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABLS Abacus FCF Small Cap Leaders ETF | 13.68% | 14.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ISCB iShares Morningstar Small-Cap ETF | 1.27% | 1.38% | 1.31% | 1.49% | 1.63% | 1.26% | 1.26% | 1.25% | 1.60% | 1.24% | 1.58% | 1.40% |
Frequently Asked Questions
ISCB and ABLS have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ISCB has higher volatility (4.28%) compared to ABLS (3.80%). In terms of maximum drawdown, ISCB dropped -61.25% vs ABLS's -19.28%.
On 1-year performance, ISCB leads with 29.48% vs 0.04% for ABLS. On fees, ISCB is cheaper at 0.04% per year. On volatility, ABLS has been the lower-risk option at 3.80%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ISCB has performed better with a 29.48% return vs 0.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ISCB is cheaper with a 0.04% expense ratio, compared with 0.39% for ABLS.
ABLS has the higher dividend yield at 13.68%, compared with 1.27% for ISCB.
ISCB tracks Morningstar US Small Cap Extended Index, while ABLS tracks Abacus FCF Small Cap Leaders Index. They also come from different issuers: iShares and Abacus. Their fees differ too: 0.04% for ISCB and 0.39% for ABLS.
ISCB currently has the higher Sharpe Ratio (1.80 vs 0.00), 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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