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AB US Low Volatility Equity ETF (LOWV)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US00039J3014
Inception Date
Mar 21, 2023
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AB US Low Volatility Equity ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

AB US Low Volatility Equity ETF (LOWV) has returned -5.53% so far this year and 6.95% over the past 12 months.


AB US Low Volatility Equity ETF

1D
2.26%
1M
-5.35%
YTD
-5.53%
6M
-5.60%
1Y
6.95%
3Y*
14.15%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 22, 2023, LOWV's average daily return is +0.06%, while the average monthly return is +1.21%. At this rate, your investment would double in approximately 4.8 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +7.4%, while the worst month was Mar 2026 at -5.4%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, LOWV closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +6.9%, while the worst single day was Apr 4, 2025 at -5.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.51%-0.70%-5.35%-5.53%
20252.63%0.00%-3.37%-0.06%4.30%3.61%0.68%1.11%3.05%-0.30%1.09%-0.86%12.26%
20243.19%3.03%2.42%-3.75%3.67%4.20%1.81%2.56%1.14%-0.96%4.22%-2.42%20.43%
20233.41%2.75%0.54%4.72%1.89%-0.47%-3.76%0.14%7.38%2.55%20.41%

Benchmark Metrics

AB US Low Volatility Equity ETF has an annualized alpha of 1.38%, beta of 0.76, and R² of 0.88 versus S&P 500 Index. Calculated based on daily prices since March 23, 2023.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (76.30%) than losses (73.78%) — typical of diversified or defensive assets.

Alpha
1.38%
Beta
0.76
0.88
Upside Capture
76.30%
Downside Capture
73.78%

Expense Ratio

LOWV has an expense ratio of 0.48%, placing it in the medium range.


Return for Risk

Risk / Return Rank

LOWV ranks 27 for risk / return — below 27% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


LOWV Risk / Return Rank: 2727
Overall Rank
LOWV Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
LOWV Sortino Ratio Rank: 2525
Sortino Ratio Rank
LOWV Omega Ratio Rank: 2525
Omega Ratio Rank
LOWV Calmar Ratio Rank: 2828
Calmar Ratio Rank
LOWV Martin Ratio Rank: 3030
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for AB US Low Volatility Equity ETF (LOWV) and compare them to a chosen benchmark (S&P 500 Index).


LOWVBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.47

0.90

-0.43

Sortino ratio

Return per unit of downside risk

0.77

1.39

-0.62

Omega ratio

Gain probability vs. loss probability

1.11

1.21

-0.10

Calmar ratio

Return relative to maximum drawdown

0.68

1.40

-0.72

Martin ratio

Return relative to average drawdown

2.68

6.61

-3.92

Explore LOWV risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

AB US Low Volatility Equity ETF provided a 0.99% dividend yield over the last twelve months, with an annual payout of $0.73 per share. The fund has been increasing its distributions for 2 consecutive years.


0.80%0.85%0.90%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.70202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$0.73$0.66$0.65$0.45

Dividend yield

0.99%0.85%0.92%0.77%

Monthly Dividends

The table displays the monthly dividend distributions for AB US Low Volatility Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.15$0.15
2025$0.00$0.00$0.08$0.00$0.00$0.21$0.00$0.00$0.18$0.00$0.00$0.19$0.66
2024$0.00$0.00$0.09$0.00$0.00$0.14$0.00$0.00$0.17$0.00$0.00$0.25$0.65
2023$0.11$0.00$0.00$0.16$0.00$0.00$0.19$0.45

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the AB US Low Volatility Equity ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the AB US Low Volatility Equity ETF was 13.87%, occurring on Apr 8, 2025. Recovery took 39 trading sessions.

The current AB US Low Volatility Equity ETF drawdown is 7.32%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.87%Feb 20, 202534Apr 8, 202539Jun 4, 202573
-9.59%Jan 13, 202652Mar 27, 2026
-6.28%Jul 26, 202367Oct 27, 202310Nov 10, 202377
-5.6%Jul 17, 202414Aug 5, 202410Aug 19, 202424
-4.29%Oct 29, 202517Nov 20, 202534Jan 12, 202651

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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