ILOW vs. EFAV

Last updated Aug 4, 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 16.32% vs 15.74% for EFAV. Their correlation of 0.82 means they have usually moved in the same direction. 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.

Returns By Period

The year-to-date returns for both stocks are quite close, with ILOW having a 9.56% return and EFAV slightly lower at 9.53%.

ILOW

• 1D: 0.13%
• 1M: 1.67%
• 6M: 5.69%
• YTD: 9.56%
• 1Y: 16.32%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 16.59%

EFAV

• 1D: -0.24%
• 1M: 4.16%
• 6M: 5.55%
• YTD: 9.53%
• 1Y: 15.74%
• 3Y*: 14.94%
• 5Y*: 6.67%
• 10Y*: 6.41%
• ALL TIME*: 7.26%

*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)
EFAV iShares MSCI EAFE Min Vol Factor ETF	$49.00M	$48.85M	$45.04M
ILOW AB International Low Volatility Equity ETF	$2.04M	$2.12M	$2.25M

ILOW vs. EFAV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
ILOW AB International Low Volatility Equity ETF	9.56%	26.99%	-1.53%
EFAV iShares MSCI EAFE Min Vol Factor ETF	9.53%	26.00%	-0.41%

Correlation

The correlation between ILOW and EFAV is 0.81, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.81
Correlation (All Time) Calculated using the full available price history since Jul 15, 2024	0.82

The correlation between ILOW and EFAV has been stable across timeframes, ranging from 0.81 to 0.82 - a consistent structural relationship.

ILOW vs. EFAV - Sectors Allocation Comparison

Sectors	ILOW	EFAV
Financial Services	28.0%	19.7%
Industrials	14.5%	15.7%
Technology	10.0%	4.4%
Healthcare	8.6%	12.2%
Consumer Defensive	8.2%	12.6%
Consumer Cyclical	6.5%	5.1%
Communication Services	5.1%	9.1%
Energy	3.4%	7.7%
Real Estate	2.3%	2.9%
Basic Materials	1.7%	1.6%
Utilities	1.3%	9.0%

Return for Risk

ILOW vs. EFAV — Risk / Return Rank

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

ILOW

ILOW Risk / Return Rank: 46
ILOW Sharpe Ratio Rank: 45
ILOW Sortino Ratio Rank: 47
ILOW Omega Ratio Rank: 44
ILOW Calmar Ratio Rank: 44
ILOW Martin Ratio Rank: 52

EFAV

EFAV Risk / Return Rank: 60
EFAV Sharpe Ratio Rank: 63
EFAV Sortino Ratio Rank: 63
EFAV Omega Ratio Rank: 62
EFAV Calmar Ratio Rank: 66
EFAV Martin Ratio Rank: 47

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. 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.

	ILOW	EFAV	Difference
Sharpe ratio: Return per unit of total volatility	1.20	1.49	-0.29
Sortino ratio: Return per unit of downside risk	1.81	2.15	-0.34
Omega ratio: Gain probability vs. loss probability	1.22	1.27	-0.05
Calmar ratio: Return relative to maximum drawdown	1.67	2.37	-0.70
Martin ratio: Return relative to average drawdown	6.62	5.52	+1.10

ILOW vs. EFAV - Sharpe Ratio Comparison

The current ILOW Sharpe Ratio is 1.20, which is comparable to the EFAV Sharpe Ratio of 1.49. 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.

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.

Drawdown Indicators

	ILOW	EFAV	Difference
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	—	-8.65%	—
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	-0.49%	-1.32%	+0.83%
Average Drawdown Average peak-to-trough decline	-2.03%	-4.76%	+2.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.47%	2.86%	-0.39%

Volatility

ILOW vs. EFAV - Volatility Comparison

AB International Low Volatility Equity ETF (ILOW) has a higher volatility of 3.45% compared to iShares MSCI EAFE Min Vol Factor ETF (EFAV) at 2.77%. 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.

Volatility by Period

	ILOW	EFAV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.45%	2.77%	+0.68%
Volatility (6M) Calculated over the trailing 6-month period	11.80%	8.84%	+2.96%
Volatility (1Y) Calculated over the trailing 1-year period	13.68%	10.60%	+3.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.43%	11.88%	+2.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.43%	13.04%	+1.39%

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 1.46%, less than EFAV's 3.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EFAV iShares MSCI EAFE Min Vol Factor ETF	3.08%	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	1.46%	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

Can I hold both ILOW and EFAV in my portfolio?

ILOW and EFAV have a correlation of 0.81, 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 EFAV?

ILOW has higher volatility (3.45%) compared to EFAV (2.77%). In terms of maximum drawdown, ILOW dropped -10.37% vs EFAV's -27.56%.

Which ETF is better, ILOW or EFAV?

On 1-year performance, ILOW leads with 16.32% vs 15.74% for EFAV. On fees, EFAV is cheaper at 0.20% per year. On volatility, EFAV has been the lower-risk option at 2.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ILOW or EFAV?

Over the 1-year period, ILOW has performed better with a 16.32% return vs 15.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ILOW or EFAV?

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

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

EFAV has the higher dividend yield at 3.08%, compared with 1.46% for ILOW.

What is the main difference between ILOW and EFAV?

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

Which has better risk-adjusted returns?

EFAV currently has the higher Sharpe Ratio (1.49 vs 1.20), 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.