EYEG vs. ILOW

Last updated Jun 4, 2026

EYEG (AB Corporate Bond ETF) and ILOW (AB International Low Volatility Equity ETF) are both exchange-traded funds - EYEG is a Corporate Bonds 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, EYEG returned 5.83% vs 11.03% for ILOW. At a 0.38 correlation, their price movements are largely independent. EYEG charges 0.30%/yr vs 0.50%/yr for ILOW.

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.

Returns By Period

In the year-to-date period, EYEG achieves a 0.37% return, which is significantly lower than ILOW's 4.82% return.

EYEG

• 1D: -0.22%
• 1M: 0.60%
• YTD: 0.37%
• 6M: 0.15%
• 1Y: 5.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ILOW

• 1D: -0.80%
• 1M: 1.39%
• YTD: 4.82%
• 6M: 6.86%
• 1Y: 11.03%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EYEG vs. ILOW - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EYEG AB Corporate Bond ETF	0.37%	7.42%	1.24%
ILOW AB International Low Volatility Equity ETF	4.82%	26.99%	-1.37%

Correlation

The correlation between EYEG and ILOW is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (All Time) Calculated using the full available price history since Jul 16, 2024	0.38

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: 38
EYEG Sharpe Ratio Rank: 37
EYEG Sortino Ratio Rank: 39
EYEG Omega Ratio Rank: 35
EYEG Calmar Ratio Rank: 42
EYEG Martin Ratio Rank: 39

ILOW

ILOW Risk / Return Rank: 25
ILOW Sharpe Ratio Rank: 24
ILOW Sortino Ratio Rank: 23
ILOW Omega Ratio Rank: 23
ILOW Calmar Ratio Rank: 24
ILOW Martin Ratio Rank: 30

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	1.34	0.83	+0.51
Sortino ratio: Return per unit of downside risk	1.98	1.27	+0.71
Omega ratio: Gain probability vs. loss probability	1.23	1.15	+0.08
Calmar ratio: Return relative to maximum drawdown	2.06	1.13	+0.93
Martin ratio: Return relative to average drawdown	6.03	4.40	+1.63
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 1.34, which is higher than the ILOW Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of EYEG 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.

Sharpe Ratios by Period

	EYEG	ILOW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.34	0.83	+0.51
Sharpe Ratio (All Time) Calculated using the full available price history	0.92	1.07	-0.15

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	-2.84%	-9.80%	+6.96%
Current Drawdown Current decline from peak	-0.94%	-2.08%	+1.14%
Average Drawdown Average peak-to-trough decline	-1.25%	-2.11%	+0.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.97%	2.51%	-1.54%

Volatility

EYEG vs. ILOW - Volatility Comparison

The current volatility for AB Corporate Bond ETF (EYEG) is 1.41%, while AB International Low Volatility Equity ETF (ILOW) has a volatility of 4.47%. 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	1.41%	4.47%	-3.06%
Volatility (6M) Calculated over the trailing 6-month period	3.17%	11.12%	-7.95%
Volatility (1Y) Calculated over the trailing 1-year period	4.36%	13.42%	-9.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.47%	14.56%	-9.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.47%	14.56%	-9.09%

EYEG vs. ILOW - Expense Ratio Comparison

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

Dividends

EYEG vs. ILOW - Dividend Comparison

EYEG's dividend yield for the trailing twelve months is around 4.94%, more than ILOW's 1.53% yield.

Position	TTM	2025	2024	2023
EYEG AB Corporate Bond ETF	4.94%	4.94%	6.07%	0.25%
ILOW AB International Low Volatility Equity ETF	1.53%	1.60%	0.78%	0.00%

Frequently Asked Questions

Can I hold both EYEG and ILOW in my portfolio?

EYEG and ILOW have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EYEG or ILOW?

ILOW has higher volatility (4.47%) compared to EYEG (1.41%). In terms of maximum drawdown, EYEG dropped -4.66% vs ILOW's -10.37%.

Which ETF is better, EYEG or ILOW?

On 1-year performance, ILOW leads with 11.03% vs 5.83% for EYEG. On fees, EYEG is cheaper at 0.30% per year. On volatility, EYEG has been the lower-risk option at 1.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EYEG or ILOW?

Over the 1-year period, ILOW has performed better with a 11.03% return vs 5.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EYEG or ILOW?

EYEG is cheaper with a 0.30% expense ratio, compared with 0.50% for ILOW.

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

EYEG has the higher dividend yield at 4.94%, compared with 1.53% for ILOW.

What is the main difference between EYEG and ILOW?

EYEG is categorized as Corporate Bonds, while ILOW is Foreign Large Cap Equities. Their fees differ too: 0.30% for EYEG and 0.50% for ILOW.

Which has better risk-adjusted returns?

EYEG currently has the higher Sharpe Ratio (1.34 vs 0.83), 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.