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ILOW vs. EFAV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ILOW vs. EFAV

Last updated Jun 24, 2026

ILOW (AB International Low Volatility Equity ETF) and EFAV (iShares MSCI EAFE Min Vol Factor ETF) are both Foreign Large Cap Equities funds. ILOW is actively managed, while EFAV is passively managed. Over the past year, ILOW returned 11.85% vs 8.51% for EFAV. Their correlation of 0.83 suggests significant overlap in exposure. ILOW charges 0.50%/yr vs 0.20%/yr for EFAV.

Performance

ILOW vs. EFAV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB International Low Volatility Equity ETF (ILOW) and iShares MSCI EAFE Min Vol Factor ETF (EFAV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ILOW achieves a 5.17% return, which is significantly higher than EFAV's 2.67% return.

ILOW

1D
-1.04%
1M
-0.78%
YTD
5.17%
6M
4.70%
1Y
11.85%
3Y*
—
5Y*
—
10Y*
—

EFAV

1D
-0.18%
1M
-3.17%
YTD
2.67%
6M
2.24%
1Y
8.51%
3Y*
12.53%
5Y*
5.83%
10Y*
6.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ILOW vs. EFAV - Yearly Performance Comparison

2026 (YTD)20252024
ILOW
AB International Low Volatility Equity ETF		5.17%26.99%-1.53%
EFAV
iShares MSCI EAFE Min Vol Factor ETF		2.67%26.00%-0.41%

Correlation

The correlation between ILOW and EFAV is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2024

0.83

The correlation between ILOW and EFAV has been stable across timeframes, ranging from 0.83 to 0.84 - a consistent structural relationship.

ILOW vs. EFAV - Sectors Allocation Comparison

Sectors
ILOW
EFAV

Financial Services

27.5%
19.4%

Industrials

14.0%
15.9%

Technology

9.7%
4.6%

Consumer Defensive

9.1%
11.9%

Healthcare

8.9%
12.0%

Consumer Cyclical

6.9%
5.0%

Communication Services

4.8%
9.6%

Energy

3.0%
8.3%

Real Estate

2.5%
3.0%

Utilities

1.7%
8.8%

Basic Materials

1.5%
1.5%

Financial Services

ILOW
27.5%
EFAV
19.4%

Industrials

ILOW
14.0%
EFAV
15.9%

Technology

ILOW
9.7%
EFAV
4.6%

Consumer Defensive

ILOW
9.1%
EFAV
11.9%

Healthcare

ILOW
8.9%
EFAV
12.0%

Consumer Cyclical

ILOW
6.9%
EFAV
5.0%

Communication Services

ILOW
4.8%
EFAV
9.6%

Energy

ILOW
3.0%
EFAV
8.3%

Real Estate

ILOW
2.5%
EFAV
3.0%

Utilities

ILOW
1.7%
EFAV
8.8%

Basic Materials

ILOW
1.5%
EFAV
1.5%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

AB International Low Volatility Equity ETF

iShares MSCI EAFE Min Vol Factor ETF

Often compared with ILOW:
ILOW vs. LRGCILOW vs. TAFIILOW vs. BUFCILOW vs. LVHIILOW vs. SCHYILOW vs. TAFMILOW vs. IDLV
Often compared with EFAV:
EFAV vs. EFVEFAV vs. EFAEFAV vs. ACWVEFAV vs. EEMVEFAV vs. USMVEFAV vs. EFASEFAV vs. SPLV

Return for Risk

ILOW vs. EFAV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ILOW
ILOW Risk / Return Rank: 2727
Overall Rank
ILOW Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
ILOW Sortino Ratio Rank: 2626
Sortino Ratio Rank
ILOW Omega Ratio Rank: 2525
Omega Ratio Rank
ILOW Calmar Ratio Rank: 2626
Calmar Ratio Rank
ILOW Martin Ratio Rank: 3434
Martin Ratio Rank
EFAV
EFAV Risk / Return Rank: 2424
Overall Rank
EFAV Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
EFAV Sortino Ratio Rank: 2222
Sortino Ratio Rank
EFAV Omega Ratio Rank: 2222
Omega Ratio Rank
EFAV Calmar Ratio Rank: 2727
Calmar Ratio Rank
EFAV Martin Ratio Rank: 2626
Martin Ratio Rank
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.

ILOW vs. EFAV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB International Low Volatility Equity ETF (ILOW) and iShares MSCI EAFE Min Vol Factor ETF (EFAV). 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.

ILOWEFAVDifference
Sharpe ratioReturn per unit of total volatility
0.87
0.81

+0.06

Sortino ratioReturn per unit of downside risk
1.34
1.19

+0.15

Omega ratioGain probability vs. loss probability

1.16

1.15

+0.01

Calmar ratioReturn relative to maximum drawdown

1.21

1.28

-0.07

Martin ratioReturn relative to average drawdown

4.71

3.26

+1.45

ILOW vs. EFAV - Sharpe Ratio Comparison

The current ILOW Sharpe Ratio is 0.87, which is comparable to the EFAV Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of ILOW and EFAV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

ILOW vs. EFAV - Drawdown Comparison

The maximum ILOW drawdown since its inception was -10.37%, smaller than the maximum EFAV drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for ILOW and EFAV.

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Drawdown Indicators

ILOWEFAVDifference

Max Drawdown

Largest peak-to-trough decline

-10.37%

-27.56%

+17.19%

Max Drawdown (1Y)

Largest decline over 1 year

-9.80%

-6.66%

-3.14%

Max Drawdown (3Y)

Largest decline over 3 years

—

-8.75%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-27.46%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-27.56%

—

Current Drawdown

Current decline from peak

-1.75%

-6.66%

+4.91%

Average Drawdown

Average peak-to-trough decline

-2.09%

-4.77%

+2.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

2.61%

-0.09%

Volatility

ILOW vs. EFAV - Volatility Comparison

AB International Low Volatility Equity ETF (ILOW) has a higher volatility of 3.74% compared to iShares MSCI EAFE Min Vol Factor ETF (EFAV) at 3.10%. This indicates that ILOW's price experiences larger fluctuations and is considered to be riskier than EFAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ILOWEFAVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

3.10%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

11.43%

8.53%

+2.90%

Volatility (1Y)

Calculated over the trailing 1-year period

13.64%

10.57%

+3.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.56%

11.82%

+2.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.56%

13.06%

+1.50%

ILOW vs. EFAV - Expense Ratio Comparison

ILOW has a 0.50% expense ratio, which is higher than EFAV's 0.20% expense ratio.

Dividends

ILOW vs. EFAV - Dividend Comparison

ILOW's dividend yield for the trailing twelve months is around 1.52%, less than EFAV's 3.29% yield.

PositionTTM20252024202320222021202020192018201720162015
EFAV
iShares MSCI EAFE Min Vol Factor ETF		3.29%3.20%3.24%3.08%2.53%2.47%1.33%4.19%3.34%2.45%3.94%2.49%
ILOW
AB International Low Volatility Equity ETF		1.52%1.60%0.78%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

ILOW and EFAV have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ILOW has higher volatility (3.74%) compared to EFAV (3.10%). In terms of maximum drawdown, ILOW dropped -10.37% vs EFAV's -27.56%.

On 1-year performance, ILOW leads with 11.85% vs 8.51% for EFAV. On fees, EFAV is cheaper at 0.20% per year. On volatility, EFAV has been the lower-risk option at 3.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ILOW has performed better with a 11.85% return vs 8.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EFAV is cheaper with a 0.20% expense ratio, compared with 0.50% for ILOW.

EFAV has the higher dividend yield at 3.29%, compared with 1.52% for ILOW.

They also come from different issuers: AllianceBernstein and iShares. Their fees differ too: 0.50% for ILOW and 0.20% for EFAV.

ILOW currently has the higher Sharpe Ratio (0.87 vs 0.81), 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.

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