EYEG vs. ILOW

Last updated Apr 1, 2026

Compare and contrast key facts about AB Corporate Bond ETF (EYEG) and AB International Low Volatility Equity ETF (ILOW).

EYEG and ILOW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EYEG is an actively managed fund by AllianceBernstein. It was launched on Dec 12, 2023. ILOW is an actively managed fund by AllianceBernstein. It was launched on Jul 14, 2024.

Performance

EYEG vs. ILOW - Performance Comparison

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

EYEG vs. ILOW - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EYEG AB Corporate Bond ETF	-0.47%	7.42%	1.24%
ILOW AB International Low Volatility Equity ETF	0.16%	26.99%	-1.37%

Returns By Period

In the year-to-date period, EYEG achieves a -0.47% return, which is significantly lower than ILOW's 0.16% return.

EYEG

• 1D: 0.59%
• 1M: -1.66%
• YTD: -0.47%
• 6M: -0.01%
• 1Y: 4.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ILOW

• 1D: 3.34%
• 1M: -6.43%
• YTD: 0.16%
• 6M: 1.95%
• 1Y: 17.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EYEG vs. ILOW - Expense Ratio Comparison

EYEG has a 0.30% expense ratio, which is lower than ILOW's 0.50% expense ratio.

ILOW

AB International Low Volatility Equity ETF

EYEG

AB Corporate Bond ETF

Return for Risk

EYEG vs. ILOW — Risk / Return Rank

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

EYEG

EYEG Risk / Return Rank: 44
EYEG Sharpe Ratio Rank: 45
EYEG Sortino Ratio Rank: 41
EYEG Omega Ratio Rank: 38
EYEG Calmar Ratio Rank: 52
EYEG Martin Ratio Rank: 43

ILOW

ILOW Risk / Return Rank: 64
ILOW Sharpe Ratio Rank: 63
ILOW Sortino Ratio Rank: 63
ILOW Omega Ratio Rank: 62
ILOW Calmar Ratio Rank: 66
ILOW Martin Ratio Rank: 66

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.

EYEG vs. ILOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Corporate Bond ETF (EYEG) 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.

	EYEG	ILOW	Difference
Sharpe ratio Return per unit of total volatility	0.84	1.13	-0.29
Sortino ratio Return per unit of downside risk	1.17	1.64	-0.47
Omega ratio Gain probability vs. loss probability	1.16	1.23	-0.08
Calmar ratio Return relative to maximum drawdown	1.37	1.73	-0.36
Martin ratio Return relative to average drawdown	4.12	6.81	-2.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EYEG vs. ILOW - Sharpe Ratio Comparison

The current EYEG Sharpe Ratio is 0.84, which is comparable to the ILOW Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of EYEG and ILOW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EYEG	ILOW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.84	1.13	-0.29
Sharpe Ratio (All Time) Calculated using the full available price history	0.91	1.00	-0.09

Correlation

The correlation between EYEG and ILOW is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

EYEG vs. ILOW - Dividend Comparison

EYEG's dividend yield for the trailing twelve months is around 5.00%, more than ILOW's 1.60% yield.

	TTM	2025	2024	2023
EYEG AB Corporate Bond ETF	5.00%	4.94%	6.07%	0.25%
ILOW AB International Low Volatility Equity ETF	1.60%	1.60%	0.78%	0.00%

Drawdowns

EYEG vs. ILOW - Drawdown Comparison

The maximum EYEG drawdown since its inception was -4.66%, smaller than the maximum ILOW drawdown of -10.37%. Use the drawdown chart below to compare losses from any high point for EYEG and ILOW.

Drawdown Indicators

	EYEG	ILOW	Difference
Max Drawdown Largest peak-to-trough decline	-4.66%	-10.37%	+5.71%
Max Drawdown (1Y) Largest decline over 1 year	-3.37%	-9.80%	+6.43%
Current Drawdown Current decline from peak	-1.77%	-6.43%	+4.66%
Average Drawdown Average peak-to-trough decline	-1.26%	-2.12%	+0.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.12%	2.49%	-1.37%

Volatility

EYEG vs. ILOW - Volatility Comparison

The current volatility for AB Corporate Bond ETF (EYEG) is 2.12%, while AB International Low Volatility Equity ETF (ILOW) has a volatility of 7.10%. This indicates that EYEG 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

	EYEG	ILOW	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.12%	7.10%	-4.98%
Volatility (6M) Calculated over the trailing 6-month period	2.97%	9.76%	-6.79%
Volatility (1Y) Calculated over the trailing 1-year period	5.29%	15.38%	-10.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.54%	14.29%	-8.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.54%	14.29%	-8.75%