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YEAR vs. FLOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YEAR vs. FLOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Ultra Short Income ETF (YEAR) and iShares Floating Rate Bond ETF (FLOT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, YEAR achieves a 1.22% return, which is significantly lower than FLOT's 2.03% return.


YEAR

1D
-0.05%
1M
0.19%
YTD
1.22%
6M
1.34%
1Y
3.66%
3Y*
4.94%
5Y*
10Y*

FLOT

1D
0.02%
1M
0.33%
YTD
2.03%
6M
2.19%
1Y
4.78%
3Y*
5.60%
5Y*
4.22%
10Y*
3.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YEAR vs. FLOT - Yearly Performance Comparison


2026 (YTD)2025202420232022
YEAR
AB Ultra Short Income ETF
1.22%4.69%5.41%5.85%1.07%
FLOT
iShares Floating Rate Bond ETF
2.03%4.91%6.53%6.43%1.42%

Correlation

The correlation between YEAR and FLOT is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.04

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

0.10

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2022

0.08

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Return for Risk

YEAR vs. FLOT — Risk / Return Rank

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

YEAR
YEAR Risk / Return Rank: 9898
Overall Rank
YEAR Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
YEAR Sortino Ratio Rank: 9898
Sortino Ratio Rank
YEAR Omega Ratio Rank: 9898
Omega Ratio Rank
YEAR Calmar Ratio Rank: 9898
Calmar Ratio Rank
YEAR Martin Ratio Rank: 9898
Martin Ratio Rank

FLOT
FLOT Risk / Return Rank: 9898
Overall Rank
FLOT Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLOT Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLOT Omega Ratio Rank: 9999
Omega Ratio Rank
FLOT Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLOT Martin Ratio Rank: 9999
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.

YEAR vs. FLOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Ultra Short Income ETF (YEAR) and iShares Floating Rate Bond ETF (FLOT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


YEARFLOTDifference
Sharpe ratioReturn per unit of total volatility

-1.76

Sortino ratioReturn per unit of downside risk

-3.15

Omega ratioGain probability vs. loss probability

2.10

3.15

-1.05

Calmar ratioReturn relative to maximum drawdown

16.17

11.13

+5.04

Martin ratioReturn relative to average drawdown

69.73

103.02

-33.29

YEAR vs. FLOT - Sharpe Ratio Comparison

The current YEAR Sharpe Ratio is 4.66, which is comparable to the FLOT Sharpe Ratio of 6.42. The chart below compares the historical Sharpe Ratios of YEAR and FLOT, 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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Drawdowns

YEAR vs. FLOT - Drawdown Comparison

The maximum YEAR drawdown since its inception was -0.64%, smaller than the maximum FLOT drawdown of -13.54%. Use the drawdown chart below to compare losses from any high point for YEAR and FLOT.


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Drawdown Indicators


YEARFLOTDifference

Max Drawdown

Largest peak-to-trough decline

-0.64%

-13.54%

+12.90%

Max Drawdown (1Y)

Largest decline over 1 year

-0.23%

-0.43%

+0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-0.43%

-1.57%

+1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-2.36%

Max Drawdown (10Y)

Largest decline over 10 years

-13.54%

Current Drawdown

Current decline from peak

-0.09%

0.00%

-0.09%

Average Drawdown

Average peak-to-trough decline

-0.06%

-0.21%

+0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

0.05%

0.00%

Volatility

YEAR vs. FLOT - Volatility Comparison

AB Ultra Short Income ETF (YEAR) has a higher volatility of 0.28% compared to iShares Floating Rate Bond ETF (FLOT) at 0.21%. This indicates that YEAR's price experiences larger fluctuations and is considered to be riskier than FLOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YEARFLOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.28%

0.21%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

0.54%

0.63%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

0.79%

0.75%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.15%

1.78%

-0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.15%

4.15%

-3.00%

YEAR vs. FLOT - Expense Ratio Comparison

YEAR has a 0.25% expense ratio, which is higher than FLOT's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

YEAR vs. FLOT - Dividend Comparison

YEAR's dividend yield for the trailing twelve months is around 4.14%, less than FLOT's 4.53% yield.


PositionTTM20252024202320222021202020192018201720162015
FLOT
iShares Floating Rate Bond ETF
4.53%4.84%5.82%5.66%2.06%0.43%1.25%2.78%2.41%1.46%0.97%0.53%
YEAR
AB Ultra Short Income ETF
4.14%4.33%5.16%5.00%1.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


YEAR and FLOT have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YEAR has higher volatility (0.28%) compared to FLOT (0.21%). In terms of maximum drawdown, YEAR dropped -0.64% vs FLOT's -13.54%.

On 3-year performance, FLOT leads with 5.60% vs 4.94% for YEAR. On fees, FLOT is cheaper at 0.15% per year. 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, FLOT has performed better with a 5.60% return vs 4.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLOT is cheaper with a 0.15% expense ratio, compared with 0.25% for YEAR.

FLOT has the higher dividend yield at 4.53%, compared with 4.14% for YEAR.

They also come from different issuers: AllianceBernstein and iShares. Their fees differ too: 0.25% for YEAR and 0.15% for FLOT.

FLOT currently has the higher Sharpe Ratio (6.42 vs 4.66), 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 YEAR and FLOT

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