ILOW vs. CIL
Compare and contrast key facts about AB International Low Volatility Equity ETF (ILOW) and VictoryShares International Volatility Wtd ETF (CIL).
ILOW and CIL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ILOW is an actively managed fund by AllianceBernstein. It was launched on Jul 14, 2024. CIL is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory International 500 Volatility Weighted Index. It was launched on Aug 19, 2015.
Performance
ILOW vs. CIL - Performance Comparison
Loading graphics...
ILOW vs. CIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ILOW AB International Low Volatility Equity ETF | 1.67% | 26.99% | -1.37% |
CIL VictoryShares International Volatility Wtd ETF | 5.44% | 32.99% | -2.23% |
Returns By Period
In the year-to-date period, ILOW achieves a 1.67% return, which is significantly lower than CIL's 5.44% return.
ILOW
- 1D
- 1.50%
- 1M
- -3.61%
- YTD
- 1.67%
- 6M
- 2.88%
- 1Y
- 18.95%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CIL
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 5.44%
- 6M
- 10.30%
- 1Y
- 28.86%
- 3Y*
- 16.16%
- 5Y*
- 8.79%
- 10Y*
- 8.47%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ILOW vs. CIL - Expense Ratio Comparison
ILOW has a 0.50% expense ratio, which is higher than CIL's 0.45% expense ratio.
Return for Risk
ILOW vs. CIL — Risk / Return Rank
ILOW
CIL
ILOW vs. CIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB International Low Volatility Equity ETF (ILOW) and VictoryShares International Volatility Wtd ETF (CIL). 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.
| ILOW | CIL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.23 | 2.28 | -1.04 |
Sortino ratioReturn per unit of downside risk | 1.77 | 3.13 | -1.36 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.53 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 1.95 | 2.33 | -0.38 |
Martin ratioReturn relative to average drawdown | 7.61 | 15.18 | -7.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ILOW | CIL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 2.28 | -1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.53 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.06 | 0.44 | +0.63 |
Correlation
The correlation between ILOW and CIL is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ILOW vs. CIL - Dividend Comparison
ILOW's dividend yield for the trailing twelve months is around 1.58%, less than CIL's 2.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ILOW AB International Low Volatility Equity ETF | 1.58% | 1.60% | 0.78% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CIL VictoryShares International Volatility Wtd ETF | 2.38% | 2.70% | 3.46% | 2.91% | 2.41% | 3.04% | 1.73% | 2.69% | 2.85% | 2.17% | 2.34% | 0.43% |
Drawdowns
ILOW vs. CIL - Drawdown Comparison
The maximum ILOW drawdown since its inception was -10.37%, smaller than the maximum CIL drawdown of -36.27%. Use the drawdown chart below to compare losses from any high point for ILOW and CIL.
Loading graphics...
Drawdown Indicators
| ILOW | CIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.37% | -36.27% | +25.90% |
Max Drawdown (1Y)Largest decline over 1 year | -9.80% | -9.66% | -0.14% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.89% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.27% | — |
Current DrawdownCurrent decline from peak | -5.02% | -0.58% | -4.44% |
Average DrawdownAverage peak-to-trough decline | -2.12% | -6.65% | +4.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 1.73% | +0.78% |
Volatility
ILOW vs. CIL - Volatility Comparison
AB International Low Volatility Equity ETF (ILOW) has a higher volatility of 6.87% compared to VictoryShares International Volatility Wtd ETF (CIL) at 0.00%. This indicates that ILOW's price experiences larger fluctuations and is considered to be riskier than CIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ILOW | CIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.87% | 0.00% | +6.87% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 5.73% | +4.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.44% | 13.28% | +2.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.31% | 16.66% | -2.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.31% | 17.32% | -3.01% |