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NIXT vs. ABLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NIXT vs. ABLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Research Affiliates Deletions ETF (NIXT) and Abacus FCF Real Assets Leaders ETF (ABLD). The values are adjusted to include any dividend payments, if applicable.

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NIXT vs. ABLD - Yearly Performance Comparison


2026 (YTD)20252024
NIXT
Research Affiliates Deletions ETF
4.31%4.94%4.89%
ABLD
Abacus FCF Real Assets Leaders ETF
9.02%6.64%-0.76%

Returns By Period

In the year-to-date period, NIXT achieves a 4.31% return, which is significantly lower than ABLD's 9.02% return.


NIXT

1D
3.90%
1M
-3.26%
YTD
4.31%
6M
6.14%
1Y
20.72%
3Y*
5Y*
10Y*

ABLD

1D
2.85%
1M
-6.73%
YTD
9.02%
6M
10.21%
1Y
14.65%
3Y*
13.41%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NIXT vs. ABLD - Expense Ratio Comparison

NIXT has a 0.09% expense ratio, which is lower than ABLD's 0.39% expense ratio.


Return for Risk

NIXT vs. ABLD — Risk / Return Rank

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

NIXT
NIXT Risk / Return Rank: 4747
Overall Rank
NIXT Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
NIXT Sortino Ratio Rank: 4949
Sortino Ratio Rank
NIXT Omega Ratio Rank: 4242
Omega Ratio Rank
NIXT Calmar Ratio Rank: 5050
Calmar Ratio Rank
NIXT Martin Ratio Rank: 4949
Martin Ratio Rank

ABLD
ABLD Risk / Return Rank: 4141
Overall Rank
ABLD Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
ABLD Sortino Ratio Rank: 4040
Sortino Ratio Rank
ABLD Omega Ratio Rank: 4242
Omega Ratio Rank
ABLD Calmar Ratio Rank: 3939
Calmar Ratio Rank
ABLD Martin Ratio Rank: 4343
Martin Ratio Rank
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.

NIXT vs. ABLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Research Affiliates Deletions ETF (NIXT) 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.


NIXTABLDDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.80

0.00

Sortino ratio

Return per unit of downside risk

1.30

1.18

+0.12

Omega ratio

Gain probability vs. loss probability

1.17

1.17

-0.01

Calmar ratio

Return relative to maximum drawdown

1.28

1.03

+0.25

Martin ratio

Return relative to average drawdown

4.64

4.19

+0.46

NIXT vs. ABLD - Sharpe Ratio Comparison

The current NIXT Sharpe Ratio is 0.80, which is comparable to the ABLD Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of NIXT and ABLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NIXTABLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.80

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.71

-0.31

Correlation

The correlation between NIXT and ABLD is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

NIXT vs. ABLD - Dividend Comparison

NIXT's dividend yield for the trailing twelve months is around 1.53%, less than ABLD's 4.18% yield.


TTM20252024202320222021
NIXT
Research Affiliates Deletions ETF
1.53%1.64%1.39%0.00%0.00%0.00%
ABLD
Abacus FCF Real Assets Leaders ETF
4.18%2.86%10.13%4.70%8.40%0.08%

Drawdowns

NIXT vs. ABLD - Drawdown Comparison

The maximum NIXT drawdown since its inception was -27.75%, which is greater than ABLD's maximum drawdown of -19.35%. Use the drawdown chart below to compare losses from any high point for NIXT and ABLD.


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Drawdown Indicators


NIXTABLDDifference

Max Drawdown

Largest peak-to-trough decline

-27.75%

-19.35%

-8.40%

Max Drawdown (1Y)

Largest decline over 1 year

-15.77%

-14.67%

-1.10%

Current Drawdown

Current decline from peak

-4.07%

-6.95%

+2.88%

Average Drawdown

Average peak-to-trough decline

-6.43%

-3.91%

-2.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.36%

3.61%

+0.75%

Volatility

NIXT vs. ABLD - Volatility Comparison

Research Affiliates Deletions ETF (NIXT) and Abacus FCF Real Assets Leaders ETF (ABLD) have volatilities of 7.53% and 7.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NIXTABLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.53%

7.45%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

15.56%

11.80%

+3.76%

Volatility (1Y)

Calculated over the trailing 1-year period

26.04%

18.51%

+7.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.78%

17.58%

+6.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.78%

17.58%

+6.20%