IGGY vs. ILOW
IGGY (AB International Growth ETF) and ILOW (AB International Low Volatility Equity ETF) are both Foreign Large Cap Equities funds from AllianceBernstein. Both are actively managed. A 0.79 correlation means they provide meaningful diversification when combined. IGGY charges 0.55%/yr vs 0.50%/yr for ILOW.
Performance
IGGY vs. ILOW - Performance Comparison
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Returns By Period
In the year-to-date period, IGGY achieves a -2.55% return, which is significantly lower than ILOW's 5.59% return.
IGGY
- 1D
- -0.41%
- 1M
- -0.36%
- YTD
- -2.55%
- 6M
- -3.36%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ILOW
- 1D
- 0.02%
- 1M
- -0.35%
- YTD
- 5.59%
- 6M
- 5.06%
- 1Y
- 11.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IGGY vs. ILOW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IGGY AB International Growth ETF | -2.55% | -3.42% |
ILOW AB International Low Volatility Equity ETF | 5.59% | 1.28% |
Correlation
The correlation between IGGY and ILOW is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 17, 2025 | 0.79 |
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Return for Risk
IGGY vs. ILOW — Risk / Return Rank
IGGY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ILOW
IGGY vs. ILOW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB International Growth ETF (IGGY) 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.
| IGGY | ILOW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.15 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.13 | — |
| Martin ratioReturn relative to average drawdown | — | 4.37 | — |
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Drawdowns
IGGY vs. ILOW - Drawdown Comparison
The maximum IGGY drawdown since its inception was -19.69%, which is greater than ILOW's maximum drawdown of -10.37%. Use the drawdown chart below to compare losses from any high point for IGGY and ILOW.
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Drawdown Indicators
| IGGY | ILOW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.69% | -10.37% | -9.32% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.80% | — |
Current DrawdownCurrent decline from peak | -8.63% | -1.36% | -7.27% |
Average DrawdownAverage peak-to-trough decline | -7.39% | -2.08% | -5.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.53% | — |
Volatility
IGGY vs. ILOW - Volatility Comparison
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Volatility by Period
| IGGY | ILOW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.74% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 11.43% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.04% | 13.63% | +6.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.04% | 14.52% | +5.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.04% | 14.52% | +5.52% |
IGGY vs. ILOW - Expense Ratio Comparison
IGGY has a 0.55% expense ratio, which is higher than ILOW's 0.50% expense ratio.
Dividends
IGGY vs. ILOW - Dividend Comparison
IGGY has not paid dividends to shareholders, while ILOW's dividend yield for the trailing twelve months is around 1.52%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
IGGY AB International Growth ETF | 0.00% | 0.00% | 0.00% |
ILOW AB International Low Volatility Equity ETF | 1.52% | 1.60% | 0.78% |
Frequently Asked Questions
IGGY and ILOW have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ILOW is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ILOW is cheaper with a 0.50% expense ratio, compared with 0.55% for IGGY.
ILOW has the higher dividend yield at 1.52%, compared with 0.00% for IGGY.
Their fees differ too: 0.55% for IGGY and 0.50% for ILOW.
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