VUSE vs. ABLD
VUSE (Vident U.S. Equity Strategy ETF) and ABLD (Abacus FCF Real Assets Leaders ETF) are both Mid Cap Value Equities funds - VUSE tracks the Vident U.S. Quality Index while ABLD tracks the FCF Yield Enhanced Real Asset Index. Both are passively managed. Over the past 3 years, VUSE returned 17.51%/yr vs 12.75%/yr for ABLD. A 0.71 correlation means they provide meaningful diversification when combined. VUSE charges 0.50%/yr vs 0.39%/yr for ABLD.
Performance
VUSE vs. ABLD - Performance Comparison
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Returns By Period
In the year-to-date period, VUSE achieves a 9.45% return, which is significantly higher than ABLD's 8.60% return.
VUSE
- 1D
- -0.51%
- 1M
- 5.30%
- YTD
- 9.45%
- 6M
- 9.20%
- 1Y
- 18.48%
- 3Y*
- 17.51%
- 5Y*
- 10.93%
- 10Y*
- 12.38%
ABLD
- 1D
- -0.14%
- 1M
- -2.02%
- YTD
- 8.60%
- 6M
- 8.04%
- 1Y
- 15.09%
- 3Y*
- 12.75%
- 5Y*
- —
- 10Y*
- —
VUSE vs. ABLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VUSE Vident U.S. Equity Strategy ETF | 9.45% | 13.18% | 15.77% | 24.36% | -9.42% | 3.84% |
ABLD Abacus FCF Real Assets Leaders ETF | 8.60% | 6.64% | 7.05% | 18.89% | 7.42% | 3.86% |
Correlation
The correlation between VUSE and ABLD is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2021 | 0.71 |
The correlation between VUSE and ABLD shifts across timeframes, from 0.56 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VUSE vs. ABLD — Risk / Return Rank
VUSE
ABLD
VUSE vs. ABLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vident U.S. Equity Strategy ETF (VUSE) 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.
| VUSE | ABLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.19 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | 1.30 | +0.70 |
| Martin ratioReturn relative to average drawdown | 7.45 | 4.50 | +2.95 |
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
| VUSE | ABLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 1.03 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.68 | -0.14 |
Drawdowns
VUSE vs. ABLD - Drawdown Comparison
The maximum VUSE drawdown since its inception was -43.92%, which is greater than ABLD's maximum drawdown of -19.35%. Use the drawdown chart below to compare losses from any high point for VUSE and ABLD.
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Drawdown Indicators
| VUSE | ABLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.92% | -19.35% | -24.57% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -11.64% | +2.36% |
Max Drawdown (3Y)Largest decline over 3 years | -18.93% | -19.35% | +0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -21.34% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -43.92% | — | — |
Current DrawdownCurrent decline from peak | -0.86% | -7.31% | +6.45% |
Average DrawdownAverage peak-to-trough decline | -5.62% | -3.96% | -1.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 3.36% | -0.88% |
Volatility
VUSE vs. ABLD - Volatility Comparison
The current volatility for Vident U.S. Equity Strategy ETF (VUSE) is 2.99%, while Abacus FCF Real Assets Leaders ETF (ABLD) has a volatility of 4.52%. This indicates that VUSE 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.
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Volatility by Period
| VUSE | ABLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 4.52% | -1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.49% | 12.85% | -3.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.64% | 14.70% | -2.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.46% | 17.52% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.21% | 17.52% | +2.69% |
VUSE vs. ABLD - Expense Ratio Comparison
VUSE has a 0.50% expense ratio, which is higher than ABLD's 0.39% expense ratio.
Dividends
VUSE vs. ABLD - Dividend Comparison
VUSE's dividend yield for the trailing twelve months is around 0.44%, less than ABLD's 4.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VUSE Vident U.S. Equity Strategy ETF | 0.44% | 0.47% | 0.84% | 1.15% | 1.57% | 1.16% | 1.33% | 1.61% | 1.55% | 1.16% | 1.25% | 1.73% |
Frequently Asked Questions
VUSE and ABLD have a correlation of 0.56, 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 VUSE (2.99%). In terms of maximum drawdown, VUSE dropped -43.92% vs ABLD's -19.35%.
On 3-year performance, VUSE leads with 17.51% vs 12.75% for ABLD. On fees, ABLD is cheaper at 0.39% per year. On volatility, VUSE has been the lower-risk option at 2.99%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, VUSE has performed better with a 17.51% return vs 12.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ABLD is cheaper with a 0.39% expense ratio, compared with 0.50% for VUSE.
ABLD has the higher dividend yield at 4.20%, compared with 0.44% for VUSE.
VUSE tracks Vident U.S. Quality Index, while ABLD tracks FCF Yield Enhanced Real Asset Index. They also come from different issuers: Vident and Abacus. Their fees differ too: 0.50% for VUSE and 0.39% for ABLD.
VUSE currently has the higher Sharpe Ratio (1.47 vs 1.03), 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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