BUFC vs. ILOW

Last updated Aug 2, 2026

BUFC (AB Conservative Buffer ETF) and ILOW (AB International Low Volatility Equity ETF) are both exchange-traded funds - BUFC is a Options Trading fund actively managed by AllianceBernstein, while ILOW is a Foreign Large Cap Equities fund actively managed by AllianceBernstein. Both are actively managed. Over the past year, BUFC returned 7.71% vs 16.17% for ILOW. Their 0.55 correlation means they have sometimes moved together and sometimes differently. BUFC charges 0.69%/yr vs 0.50%/yr for ILOW.

Performance

BUFC vs. ILOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Conservative Buffer ETF (BUFC) and AB International Low Volatility Equity ETF (ILOW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BUFC achieves a 3.40% return, which is significantly lower than ILOW's 9.42% return.

BUFC

• 1D: 0.26%
• 1M: 0.47%
• 6M: 2.74%
• YTD: 3.40%
• 1Y: 7.71%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 7.74%

ILOW

• 1D: -0.62%
• 1M: 1.54%
• 6M: 6.27%
• YTD: 9.42%
• 1Y: 16.17%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 16.59%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BUFC AB Conservative Buffer ETF	$1.47M	$1.25M	$1.78M
ILOW AB International Low Volatility Equity ETF	$1.97M	$2.38M	$2.25M

BUFC vs. ILOW - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BUFC AB Conservative Buffer ETF	3.40%	5.50%	3.73%
ILOW AB International Low Volatility Equity ETF	9.42%	26.99%	-1.53%

Correlation

The correlation between BUFC and ILOW is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.57
Correlation (All Time) Calculated using the full available price history since Jul 15, 2024	0.55

The correlation between BUFC and ILOW has been stable across timeframes, ranging from 0.55 to 0.57 - a consistent structural relationship.

Return for Risk

BUFC vs. ILOW — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BUFC

BUFC Risk / Return Rank: 68
BUFC Sharpe Ratio Rank: 71
BUFC Sortino Ratio Rank: 70
BUFC Omega Ratio Rank: 74
BUFC Calmar Ratio Rank: 56
BUFC Martin Ratio Rank: 69

ILOW

ILOW Risk / Return Rank: 51
ILOW Sharpe Ratio Rank: 49
ILOW Sortino Ratio Rank: 52
ILOW Omega Ratio Rank: 49
ILOW Calmar Ratio Rank: 47
ILOW Martin Ratio Rank: 56

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BUFC vs. ILOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Conservative Buffer ETF (BUFC) and AB International Low Volatility Equity ETF (ILOW). 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.

	BUFC	ILOW	Difference
Sharpe ratio: Return per unit of total volatility	1.63	1.22	+0.40
Sortino ratio: Return per unit of downside risk	2.28	1.84	+0.45
Omega ratio: Gain probability vs. loss probability	1.31	1.22	+0.08
Calmar ratio: Return relative to maximum drawdown	2.00	1.70	+0.29
Martin ratio: Return relative to average drawdown	8.37	6.74	+1.63

BUFC vs. ILOW - Sharpe Ratio Comparison

The current BUFC Sharpe Ratio is 1.63, which is higher than the ILOW Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of BUFC and ILOW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BUFC vs. ILOW - Drawdown Comparison

The maximum BUFC drawdown since its inception was -8.29%, smaller than the maximum ILOW drawdown of -10.37%. Use the drawdown chart below to compare losses from any high point for BUFC and ILOW.

Drawdown Indicators

	BUFC	ILOW	Difference
Max Drawdown Largest peak-to-trough decline	-8.29%	-10.37%	+2.08%
Max Drawdown (1Y) Largest decline over 1 year	-3.62%	-9.80%	+6.18%
Current Drawdown Current decline from peak	-0.13%	-0.62%	+0.49%
Average Drawdown Average peak-to-trough decline	-0.73%	-2.03%	+1.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.86%	2.47%	-1.61%

Volatility

BUFC vs. ILOW - Volatility Comparison

The current volatility for AB Conservative Buffer ETF (BUFC) is 1.15%, while AB International Low Volatility Equity ETF (ILOW) has a volatility of 3.82%. This indicates that BUFC experiences smaller price fluctuations and is considered to be less risky than ILOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BUFC	ILOW	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.15%	3.82%	-2.67%
Volatility (6M) Calculated over the trailing 6-month period	3.56%	11.83%	-8.27%
Volatility (1Y) Calculated over the trailing 1-year period	4.45%	13.69%	-9.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.58%	14.44%	-8.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.58%	14.44%	-8.86%

BUFC vs. ILOW - Expense Ratio Comparison

BUFC has a 0.69% expense ratio, which is higher than ILOW's 0.50% expense ratio.

Dividends

BUFC vs. ILOW - Dividend Comparison

BUFC has not paid dividends to shareholders, while ILOW's dividend yield for the trailing twelve months is around 1.46%.

Position	TTM	2025	2024
BUFC AB Conservative Buffer ETF	0.00%	0.00%	0.00%
ILOW AB International Low Volatility Equity ETF	1.46%	1.60%	0.78%

Frequently Asked Questions

Can I hold both BUFC and ILOW in my portfolio?

BUFC and ILOW have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BUFC or ILOW?

ILOW has higher volatility (3.82%) compared to BUFC (1.15%). In terms of maximum drawdown, BUFC dropped -8.29% vs ILOW's -10.37%.

Which ETF is better, BUFC or ILOW?

On 1-year performance, ILOW leads with 16.17% vs 7.71% for BUFC. On fees, ILOW is cheaper at 0.50% per year. On volatility, BUFC has been the lower-risk option at 1.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BUFC or ILOW?

Over the 1-year period, ILOW has performed better with a 16.17% return vs 7.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BUFC or ILOW?

ILOW is cheaper with a 0.50% expense ratio, compared with 0.69% for BUFC.

Which ETF pays a higher dividend yield, BUFC or ILOW?

ILOW has the higher dividend yield at 1.46%, compared with 0.00% for BUFC.

What is the main difference between BUFC and ILOW?

BUFC is categorized as Options Trading, while ILOW is Foreign Large Cap Equities. Their fees differ too: 0.69% for BUFC and 0.50% for ILOW.

Which has better risk-adjusted returns?

BUFC currently has the higher Sharpe Ratio (1.63 vs 1.22), 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.