ILOW vs. LOWV

Last updated Apr 1, 2026

Compare and contrast key facts about AB International Low Volatility Equity ETF (ILOW) and AB US Low Volatility Equity ETF (LOWV).

ILOW and LOWV 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. LOWV is an actively managed fund by AllianceBernstein. It was launched on Mar 21, 2023.

Performance

ILOW vs. LOWV - Performance Comparison

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

ILOW vs. LOWV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
ILOW AB International Low Volatility Equity ETF	0.16%	26.99%	-1.37%
LOWV AB US Low Volatility Equity ETF	-5.53%	12.26%	3.92%

Returns By Period

In the year-to-date period, ILOW achieves a 0.16% return, which is significantly higher than LOWV's -5.53% return.

ILOW

• 1D: 3.34%
• 1M: -6.43%
• YTD: 0.16%
• 6M: 1.95%
• 1Y: 17.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LOWV

• 1D: 2.26%
• 1M: -5.35%
• YTD: -5.53%
• 6M: -5.60%
• 1Y: 6.95%
• 3Y*: 14.15%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ILOW vs. LOWV - Expense Ratio Comparison

ILOW has a 0.50% expense ratio, which is higher than LOWV's 0.48% expense ratio.

ILOW

AB International Low Volatility Equity ETF

LOWV

AB US Low Volatility Equity ETF

Return for Risk

ILOW vs. LOWV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ILOW

ILOW Risk / Return Rank: 64
ILOW Sharpe Ratio Rank: 63
ILOW Sortino Ratio Rank: 63
ILOW Omega Ratio Rank: 62
ILOW Calmar Ratio Rank: 66
ILOW Martin Ratio Rank: 66

LOWV

LOWV Risk / Return Rank: 28
LOWV Sharpe Ratio Rank: 27
LOWV Sortino Ratio Rank: 27
LOWV Omega Ratio Rank: 27
LOWV Calmar Ratio Rank: 29
LOWV Martin Ratio Rank: 31

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. LOWV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB International Low Volatility Equity ETF (ILOW) and AB US Low Volatility Equity ETF (LOWV). 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	LOWV	Difference
Sharpe ratio Return per unit of total volatility	1.13	0.47	+0.66
Sortino ratio Return per unit of downside risk	1.64	0.77	+0.87
Omega ratio Gain probability vs. loss probability	1.23	1.11	+0.13
Calmar ratio Return relative to maximum drawdown	1.73	0.68	+1.05
Martin ratio Return relative to average drawdown	6.81	2.68	+4.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ILOW vs. LOWV - Sharpe Ratio Comparison

The current ILOW Sharpe Ratio is 1.13, which is higher than the LOWV Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of ILOW and LOWV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ILOW	LOWV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.13	0.47	+0.66
Sharpe Ratio (All Time) Calculated using the full available price history	1.00	1.27	-0.27

Correlation

The correlation between ILOW and LOWV is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

ILOW vs. LOWV - Dividend Comparison

ILOW's dividend yield for the trailing twelve months is around 1.60%, more than LOWV's 0.99% yield.

	TTM	2025	2024	2023
ILOW AB International Low Volatility Equity ETF	1.60%	1.60%	0.78%	0.00%
LOWV AB US Low Volatility Equity ETF	0.99%	0.85%	0.92%	0.77%

Drawdowns

ILOW vs. LOWV - Drawdown Comparison

The maximum ILOW drawdown since its inception was -10.37%, smaller than the maximum LOWV drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for ILOW and LOWV.

Drawdown Indicators

	ILOW	LOWV	Difference
Max Drawdown Largest peak-to-trough decline	-10.37%	-13.87%	+3.50%
Max Drawdown (1Y) Largest decline over 1 year	-9.80%	-10.23%	+0.43%
Current Drawdown Current decline from peak	-6.43%	-7.32%	+0.89%
Average Drawdown Average peak-to-trough decline	-2.12%	-1.51%	-0.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.49%	2.58%	-0.09%

Volatility

ILOW vs. LOWV - Volatility Comparison

AB International Low Volatility Equity ETF (ILOW) has a higher volatility of 7.10% compared to AB US Low Volatility Equity ETF (LOWV) at 4.43%. This indicates that ILOW's price experiences larger fluctuations and is considered to be riskier than LOWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ILOW	LOWV	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.10%	4.43%	+2.67%
Volatility (6M) Calculated over the trailing 6-month period	9.76%	8.34%	+1.42%
Volatility (1Y) Calculated over the trailing 1-year period	15.38%	14.88%	+0.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.29%	12.09%	+2.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.29%	12.09%	+2.20%