ILOW vs. LOWV

Last updated Jun 23, 2026

ILOW (AB International Low Volatility Equity ETF) and LOWV (AB US Low Volatility Equity ETF) are both exchange-traded funds - ILOW is a Foreign Large Cap Equities fund actively managed by AllianceBernstein, while LOWV is a Large Cap Blend Equities fund actively managed by AllianceBernstein. Both are actively managed. Over the past year, ILOW returned 13.72% vs 9.60% for LOWV. A 0.63 correlation means they provide meaningful diversification when combined. ILOW charges 0.50%/yr vs 0.48%/yr for LOWV.

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.

Returns By Period

In the year-to-date period, ILOW achieves a 6.27% return, which is significantly higher than LOWV's 0.82% return.

ILOW

• 1D: -0.02%
• 1M: 0.27%
• YTD: 6.27%
• 6M: 6.39%
• 1Y: 13.72%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LOWV

• 1D: -0.81%
• 1M: -2.62%
• YTD: 0.82%
• 6M: 0.49%
• 1Y: 9.60%
• 3Y*: 14.30%
• 5Y*: —
• 10Y*: —

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

ILOW vs. LOWV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
ILOW AB International Low Volatility Equity ETF	6.27%	26.99%	-1.53%
LOWV AB US Low Volatility Equity ETF	0.82%	12.26%	4.20%

Correlation

The correlation between ILOW and LOWV is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.67
Correlation (All Time) Calculated using the full available price history since Jul 15, 2024	0.63

The correlation between ILOW and LOWV has been stable across timeframes, ranging from 0.63 to 0.67 - a consistent structural relationship.

ILOW vs. LOWV - Sectors Allocation Comparison

Sectors	ILOW	LOWV
Financial Services	27.5%	14.6%
Industrials	14.0%	7.2%
Technology	9.7%	35.3%
Consumer Defensive	9.1%	5.7%
Healthcare	8.9%	11.1%
Consumer Cyclical	6.9%	8.7%
Communication Services	4.8%	9.1%
Energy	3.0%	2.4%
Real Estate	2.5%	1.6%
Utilities	1.7%	4.4%
Basic Materials	1.5%	-

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: 30
ILOW Sharpe Ratio Rank: 29
ILOW Sortino Ratio Rank: 29
ILOW Omega Ratio Rank: 28
ILOW Calmar Ratio Rank: 29
ILOW Martin Ratio Rank: 37

LOWV

LOWV Risk / Return Rank: 25
LOWV Sharpe Ratio Rank: 26
LOWV Sortino Ratio Rank: 25
LOWV Omega Ratio Rank: 24
LOWV Calmar Ratio Rank: 22
LOWV Martin Ratio Rank: 30

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.

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	LOWV	Difference
Sharpe ratio: Return per unit of total volatility	1.01	0.92	+0.09
Sortino ratio: Return per unit of downside risk	1.54	1.33	+0.21
Omega ratio: Gain probability vs. loss probability	1.19	1.16	+0.03
Calmar ratio: Return relative to maximum drawdown	1.41	1.00	+0.40
Martin ratio: Return relative to average drawdown	5.46	4.06	+1.40

ILOW vs. LOWV - Sharpe Ratio Comparison

The current ILOW Sharpe Ratio is 1.01, which is comparable to the LOWV Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of ILOW and LOWV, 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. 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%	-9.59%	-0.21%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.87%	—
Current Drawdown Current decline from peak	-0.72%	-2.79%	+2.07%
Average Drawdown Average peak-to-trough decline	-2.09%	-1.51%	-0.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.52%	2.37%	+0.15%

Volatility

ILOW vs. LOWV - Volatility Comparison

AB International Low Volatility Equity ETF (ILOW) has a higher volatility of 3.60% compared to AB US Low Volatility Equity ETF (LOWV) at 2.72%. 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	3.60%	2.72%	+0.88%
Volatility (6M) Calculated over the trailing 6-month period	11.41%	8.03%	+3.38%
Volatility (1Y) Calculated over the trailing 1-year period	13.62%	10.50%	+3.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.55%	11.96%	+2.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.55%	11.96%	+2.59%

ILOW vs. LOWV - Expense Ratio Comparison

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

Dividends

ILOW vs. LOWV - Dividend Comparison

ILOW's dividend yield for the trailing twelve months is around 1.51%, more than LOWV's 0.90% yield.

Position	TTM	2025	2024	2023
ILOW AB International Low Volatility Equity ETF	1.51%	1.60%	0.78%	0.00%
LOWV AB US Low Volatility Equity ETF	0.90%	0.85%	0.92%	0.77%

Frequently Asked Questions

Can I hold both ILOW and LOWV in my portfolio?

ILOW and LOWV have a correlation of 0.67, 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 LOWV?

ILOW has higher volatility (3.60%) compared to LOWV (2.72%). In terms of maximum drawdown, ILOW dropped -10.37% vs LOWV's -13.87%.

Which ETF is better, ILOW or LOWV?

On 1-year performance, ILOW leads with 13.72% vs 9.60% for LOWV. On fees, LOWV is cheaper at 0.48% per year. On volatility, LOWV has been the lower-risk option at 2.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ILOW or LOWV?

Over the 1-year period, ILOW has performed better with a 13.72% return vs 9.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ILOW or LOWV?

LOWV is cheaper with a 0.48% expense ratio, compared with 0.50% for ILOW.

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

ILOW has the higher dividend yield at 1.51%, compared with 0.90% for LOWV.

What is the main difference between ILOW and LOWV?

ILOW is categorized as Foreign Large Cap Equities, while LOWV is Large Cap Blend Equities. Their fees differ too: 0.50% for ILOW and 0.48% for LOWV.

Which has better risk-adjusted returns?

ILOW currently has the higher Sharpe Ratio (1.01 vs 0.92), 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.