WBIY vs. ABLD
WBIY (WBI Power Factor High Dividend ETF) and ABLD (Abacus FCF Real Assets Leaders ETF) are both Mid Cap Value Equities funds - WBIY tracks the Solactive Power Factor High Dividend Index while ABLD tracks the FCF Yield Enhanced Real Asset Index. Both are passively managed. Over the past 3 years, WBIY returned 16.50%/yr vs 12.75%/yr for ABLD. A 0.77 correlation means they provide meaningful diversification when combined. WBIY charges 0.97%/yr vs 0.39%/yr for ABLD.
Performance
WBIY vs. ABLD - Performance Comparison
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Returns By Period
In the year-to-date period, WBIY achieves a 10.00% return, which is significantly higher than ABLD's 8.60% return.
WBIY
- 1D
- -1.12%
- 1M
- 2.88%
- YTD
- 10.00%
- 6M
- 10.89%
- 1Y
- 26.07%
- 3Y*
- 16.50%
- 5Y*
- 9.14%
- 10Y*
- —
ABLD
- 1D
- -0.14%
- 1M
- -2.02%
- YTD
- 8.60%
- 6M
- 8.04%
- 1Y
- 15.09%
- 3Y*
- 12.75%
- 5Y*
- —
- 10Y*
- —
WBIY vs. ABLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
WBIY WBI Power Factor High Dividend ETF | 10.00% | 13.00% | 8.36% | 13.80% | -0.52% | 4.31% |
ABLD Abacus FCF Real Assets Leaders ETF | 8.60% | 6.64% | 7.05% | 18.89% | 7.42% | 3.86% |
Correlation
The correlation between WBIY and ABLD is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2021 | 0.77 |
Over the past year, the correlation between WBIY and ABLD has dropped to 0.55 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.
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Return for Risk
WBIY vs. ABLD — Risk / Return Rank
WBIY
ABLD
WBIY vs. ABLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WBI Power Factor High Dividend ETF (WBIY) 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.
| WBIY | ABLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.71 | ||
| Sortino ratioReturn per unit of downside risk | +1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.19 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.95 | 1.30 | +2.65 |
| Martin ratioReturn relative to average drawdown | 9.97 | 4.50 | +5.46 |
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
| WBIY | ABLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 1.03 | +0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.68 | -0.30 |
Drawdowns
WBIY vs. ABLD - Drawdown Comparison
The maximum WBIY drawdown since its inception was -48.71%, which is greater than ABLD's maximum drawdown of -19.35%. Use the drawdown chart below to compare losses from any high point for WBIY and ABLD.
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Drawdown Indicators
| WBIY | ABLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.71% | -19.35% | -29.36% |
Max Drawdown (1Y)Largest decline over 1 year | -6.63% | -11.64% | +5.01% |
Max Drawdown (3Y)Largest decline over 3 years | -19.37% | -19.35% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -20.97% | — | — |
Current DrawdownCurrent decline from peak | -1.83% | -7.31% | +5.48% |
Average DrawdownAverage peak-to-trough decline | -7.12% | -3.96% | -3.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 3.36% | -0.74% |
Volatility
WBIY vs. ABLD - Volatility Comparison
The current volatility for WBI Power Factor High Dividend ETF (WBIY) is 3.71%, while Abacus FCF Real Assets Leaders ETF (ABLD) has a volatility of 4.52%. This indicates that WBIY 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
| WBIY | ABLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.71% | 4.52% | -0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 12.85% | -3.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.14% | 14.70% | +0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.51% | 17.52% | +0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.65% | 17.52% | +5.13% |
WBIY vs. ABLD - Expense Ratio Comparison
WBIY has a 0.97% expense ratio, which is higher than ABLD's 0.39% expense ratio.
Dividends
WBIY vs. ABLD - Dividend Comparison
WBIY's dividend yield for the trailing twelve months is around 4.41%, more than ABLD's 4.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WBIY WBI Power Factor High Dividend ETF | 4.41% | 4.73% | 4.57% | 4.87% | 4.40% | 3.94% | 5.10% | 4.54% | 3.25% | 5.84% | 0.01% |
Frequently Asked Questions
WBIY and ABLD have a correlation of 0.55, 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 WBIY (3.71%). In terms of maximum drawdown, WBIY dropped -48.71% vs ABLD's -19.35%.
On 3-year performance, WBIY leads with 16.50% vs 12.75% for ABLD. On fees, ABLD is cheaper at 0.39% per year. On volatility, WBIY has been the lower-risk option at 3.71%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, WBIY has performed better with a 16.50% 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 0.97% for WBIY.
WBIY has the higher dividend yield at 4.41%, compared with 4.20% for ABLD.
WBIY tracks Solactive Power Factor High Dividend Index, while ABLD tracks FCF Yield Enhanced Real Asset Index. They also come from different issuers: WBI and Abacus. Their fees differ too: 0.97% for WBIY and 0.39% for ABLD.
WBIY currently has the higher Sharpe Ratio (1.74 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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