ILOW vs. BUFC

Last updated Aug 2, 2026

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

Performance

ILOW vs. BUFC - Performance Comparison

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

Returns By Period

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

ILOW

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

BUFC

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

*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

ILOW vs. BUFC - Yearly Performance Comparison

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

Correlation

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

Return for Risk

ILOW vs. BUFC — Risk / Return Rank

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

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

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

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.

ILOW vs. BUFC - Risk-Adjusted Trends Comparison

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

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

ILOW vs. BUFC - Sharpe Ratio Comparison

The current ILOW Sharpe Ratio is 1.22, which is comparable to the BUFC Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of ILOW and BUFC, 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

ILOW vs. BUFC - Drawdown Comparison

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

Drawdown Indicators

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

Volatility

ILOW vs. BUFC - Volatility Comparison

AB International Low Volatility Equity ETF (ILOW) has a higher volatility of 3.82% compared to AB Conservative Buffer ETF (BUFC) at 1.15%. This indicates that ILOW's price experiences larger fluctuations and is considered to be riskier than BUFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

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

ILOW vs. BUFC - Expense Ratio Comparison

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

Dividends

ILOW vs. BUFC - Dividend Comparison

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

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 ILOW and BUFC in my portfolio?

ILOW and BUFC 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, ILOW or BUFC?

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

Which ETF is better, ILOW or BUFC?

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, ILOW or BUFC?

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, ILOW or BUFC?

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

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

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

What is the main difference between ILOW and BUFC?

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

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.