PortfoliosLab logoPortfoliosLab logo
VEGI vs. ABLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEGI vs. ABLD - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, VEGI achieves a 16.98% return, which is significantly higher than ABLD's 8.60% return.


VEGI

1D
0.58%
1M
-1.31%
YTD
16.98%
6M
16.00%
1Y
14.94%
3Y*
8.09%
5Y*
3.61%
10Y*
8.58%

ABLD

1D
-0.14%
1M
-2.02%
YTD
8.60%
6M
8.04%
1Y
15.09%
3Y*
12.75%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEGI vs. ABLD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VEGI
iShares MSCI Agriculture Producers ETF
16.98%11.34%-4.85%-8.59%6.34%3.54%
ABLD
Abacus FCF Real Assets Leaders ETF
8.60%6.64%7.05%18.89%7.42%3.86%

Correlation

The correlation between VEGI and ABLD is 0.59, 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

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2021

0.76

The correlation between VEGI and ABLD shifts across timeframes, from 0.59 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VEGI vs. ABLD — Risk / Return Rank

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

VEGI
VEGI Risk / Return Rank: 3030
Overall Rank
VEGI Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VEGI Sortino Ratio Rank: 2929
Sortino Ratio Rank
VEGI Omega Ratio Rank: 2727
Omega Ratio Rank
VEGI Calmar Ratio Rank: 4040
Calmar Ratio Rank
VEGI Martin Ratio Rank: 2727
Martin Ratio Rank

ABLD
ABLD Risk / Return Rank: 2929
Overall Rank
ABLD Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
ABLD Sortino Ratio Rank: 2727
Sortino Ratio Rank
ABLD Omega Ratio Rank: 2929
Omega Ratio Rank
ABLD Calmar Ratio Rank: 2828
Calmar Ratio Rank
ABLD Martin Ratio Rank: 3131
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.

VEGI vs. ABLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Agriculture Producers ETF (VEGI) 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.


VEGIABLDDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.18

1.19

-0.01

Calmar ratioReturn relative to maximum drawdown

2.00

1.30

+0.70

Martin ratioReturn relative to average drawdown

3.86

4.50

-0.64

VEGI vs. ABLD - Sharpe Ratio Comparison

The current VEGI Sharpe Ratio is 1.02, which is comparable to the ABLD Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of VEGI 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.


Loading charts...

Sharpe Ratios by Period


VEGIABLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.03

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.68

-0.34

Drawdowns

VEGI vs. ABLD - Drawdown Comparison

The maximum VEGI drawdown since its inception was -37.37%, which is greater than ABLD's maximum drawdown of -19.35%. Use the drawdown chart below to compare losses from any high point for VEGI and ABLD.


Loading charts...

Drawdown Indicators


VEGIABLDDifference

Max Drawdown

Largest peak-to-trough decline

-37.37%

-19.35%

-18.02%

Max Drawdown (1Y)

Largest decline over 1 year

-7.49%

-11.64%

+4.15%

Max Drawdown (3Y)

Largest decline over 3 years

-17.71%

-19.35%

+1.64%

Max Drawdown (5Y)

Largest decline over 5 years

-28.86%

Max Drawdown (10Y)

Largest decline over 10 years

-37.37%

Current Drawdown

Current decline from peak

-4.33%

-7.31%

+2.98%

Average Drawdown

Average peak-to-trough decline

-9.82%

-3.96%

-5.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.88%

3.36%

+0.52%

Volatility

VEGI vs. ABLD - Volatility Comparison

iShares MSCI Agriculture Producers ETF (VEGI) and Abacus FCF Real Assets Leaders ETF (ABLD) have volatilities of 4.52% and 4.52%, 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.


Loading charts...

Volatility by Period


VEGIABLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

4.52%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

11.80%

12.85%

-1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

14.75%

14.70%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.88%

17.52%

+0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.94%

17.52%

+1.42%

VEGI vs. ABLD - Expense Ratio Comparison

Both VEGI and ABLD have an expense ratio of 0.39%.


Dividends

VEGI vs. ABLD - Dividend Comparison

VEGI's dividend yield for the trailing twelve months is around 1.99%, less than ABLD's 4.20% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
VEGI
iShares MSCI Agriculture Producers ETF
1.99%2.33%2.62%2.54%1.49%1.46%1.55%1.84%2.02%1.75%2.13%2.49%

Frequently Asked Questions


VEGI and ABLD have a correlation of 0.59, 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 VEGI (4.52%). In terms of maximum drawdown, VEGI dropped -37.37% vs ABLD's -19.35%.

On 3-year performance, ABLD leads with 12.75% vs 8.09% for VEGI. Both ETFs have the same 0.39% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, ABLD has performed better with a 12.75% return vs 8.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VEGI and ABLD have the same expense ratio: 0.39% per year.

ABLD has the higher dividend yield at 4.20%, compared with 1.99% for VEGI.

VEGI tracks MSCI ACWI Select Agriculture Producers Investable Market Index, while ABLD tracks FCF Yield Enhanced Real Asset Index. They also come from different issuers: iShares and Abacus.

ABLD currently has the higher Sharpe Ratio (1.03 vs 1.02), 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.

Portfolio Optimizer

Find the right allocation for VEGI and ABLD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer