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SMDV vs. ABLS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMDV vs. ABLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Russell 2000 Dividend Growers ETF (SMDV) and Abacus FCF Small Cap Leaders ETF (ABLS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SMDV achieves a 8.80% return, which is significantly higher than ABLS's 2.75% return.


SMDV

1D
-1.58%
1M
-0.39%
YTD
8.80%
6M
7.57%
1Y
13.74%
3Y*
9.13%
5Y*
3.88%
10Y*
7.08%

ABLS

1D
-0.92%
1M
0.47%
YTD
2.75%
6M
-0.23%
1Y
0.04%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMDV vs. ABLS - Yearly Performance Comparison


Correlation

The correlation between SMDV and ABLS is 0.65, 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

0.65

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2025

0.70

The correlation between SMDV and ABLS has been stable across timeframes, ranging from 0.65 to 0.70 - a consistent structural relationship.

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Return for Risk

SMDV vs. ABLS — Risk / Return Rank

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

SMDV
SMDV Risk / Return Rank: 2626
Overall Rank
SMDV Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SMDV Sortino Ratio Rank: 2626
Sortino Ratio Rank
SMDV Omega Ratio Rank: 2424
Omega Ratio Rank
SMDV Calmar Ratio Rank: 2929
Calmar Ratio Rank
SMDV Martin Ratio Rank: 2929
Martin Ratio Rank

ABLS
ABLS Risk / Return Rank: 99
Overall Rank
ABLS Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ABLS Sortino Ratio Rank: 99
Sortino Ratio Rank
ABLS Omega Ratio Rank: 99
Omega Ratio Rank
ABLS Calmar Ratio Rank: 99
Calmar Ratio Rank
ABLS Martin Ratio Rank: 99
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.

SMDV vs. ABLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Russell 2000 Dividend Growers ETF (SMDV) 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.


SMDVABLSDifference
Sharpe ratioReturn per unit of total volatility

+0.87

Sortino ratioReturn per unit of downside risk

+1.29

Omega ratioGain probability vs. loss probability

1.16

1.01

+0.15

Calmar ratioReturn relative to maximum drawdown

1.41

0.00

+1.41

Martin ratioReturn relative to average drawdown

4.25

0.01

+4.24

SMDV vs. ABLS - Sharpe Ratio Comparison

The current SMDV Sharpe Ratio is 0.87, which is higher than the ABLS Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of SMDV and ABLS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SMDVABLSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.00

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

-0.23

+0.61

Drawdowns

SMDV vs. ABLS - Drawdown Comparison

The maximum SMDV drawdown since its inception was -34.12%, which is greater than ABLS's maximum drawdown of -19.28%. Use the drawdown chart below to compare losses from any high point for SMDV and ABLS.


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Drawdown Indicators


SMDVABLSDifference

Max Drawdown

Largest peak-to-trough decline

-34.12%

-19.28%

-14.84%

Max Drawdown (1Y)

Largest decline over 1 year

-9.79%

-16.19%

+6.40%

Max Drawdown (3Y)

Largest decline over 3 years

-21.23%

Max Drawdown (5Y)

Largest decline over 5 years

-21.23%

Max Drawdown (10Y)

Largest decline over 10 years

-34.12%

Current Drawdown

Current decline from peak

-2.76%

-6.21%

+3.45%

Average Drawdown

Average peak-to-trough decline

-5.93%

-8.45%

+2.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

5.82%

-2.57%

Volatility

SMDV vs. ABLS - Volatility Comparison

ProShares Russell 2000 Dividend Growers ETF (SMDV) has a higher volatility of 4.41% compared to Abacus FCF Small Cap Leaders ETF (ABLS) at 3.80%. This indicates that SMDV'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


SMDVABLSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

3.80%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

10.55%

12.68%

-2.13%

Volatility (1Y)

Calculated over the trailing 1-year period

15.85%

17.35%

-1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.69%

21.25%

-2.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.73%

21.25%

-0.52%

SMDV vs. ABLS - Expense Ratio Comparison

SMDV has a 0.40% expense ratio, which is higher than ABLS's 0.39% expense ratio.


Dividends

SMDV vs. ABLS - Dividend Comparison

SMDV's dividend yield for the trailing twelve months is around 2.42%, less than ABLS's 13.68% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SMDV
ProShares Russell 2000 Dividend Growers ETF
2.42%2.67%2.68%2.69%2.51%2.02%2.13%2.03%1.97%1.84%1.35%1.81%

Frequently Asked Questions


SMDV and ABLS have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMDV has higher volatility (4.41%) compared to ABLS (3.80%). In terms of maximum drawdown, SMDV dropped -34.12% vs ABLS's -19.28%.

On 1-year performance, SMDV leads with 13.74% vs 0.04% for ABLS. On fees, ABLS is cheaper at 0.39% 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, SMDV has performed better with a 13.74% return vs 0.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ABLS is cheaper with a 0.39% expense ratio, compared with 0.40% for SMDV.

ABLS has the higher dividend yield at 13.68%, compared with 2.42% for SMDV.

SMDV tracks Russell 2000 Dividend Growth Index, while ABLS tracks Abacus FCF Small Cap Leaders Index. They also come from different issuers: ProShares and Abacus. Their fees differ too: 0.40% for SMDV and 0.39% for ABLS.

SMDV currently has the higher Sharpe Ratio (0.87 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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