ILOW vs. LVHI
Compare and contrast key facts about AB International Low Volatility Equity ETF (ILOW) and Legg Mason International Low Volatility High Dividend ETF (LVHI).
ILOW and LVHI 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. LVHI is a passively managed fund by Franklin Templeton that tracks the performance of the QS International Low Volatility High Dividend Hedged Index. It was launched on Jul 27, 2016.
Performance
ILOW vs. LVHI - Performance Comparison
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ILOW vs. LVHI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ILOW AB International Low Volatility Equity ETF | 1.67% | 26.99% | -1.37% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 10.97% | 27.12% | 2.89% |
Returns By Period
In the year-to-date period, ILOW achieves a 1.67% return, which is significantly lower than LVHI's 10.97% return.
ILOW
- 1D
- 1.50%
- 1M
- -3.61%
- YTD
- 1.67%
- 6M
- 2.88%
- 1Y
- 18.95%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LVHI
- 1D
- 0.39%
- 1M
- -0.90%
- YTD
- 10.97%
- 6M
- 19.61%
- 1Y
- 32.28%
- 3Y*
- 21.53%
- 5Y*
- 16.29%
- 10Y*
- —
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ILOW vs. LVHI - Expense Ratio Comparison
ILOW has a 0.50% expense ratio, which is higher than LVHI's 0.40% expense ratio.
Return for Risk
ILOW vs. LVHI — Risk / Return Rank
ILOW
LVHI
ILOW vs. LVHI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB International Low Volatility Equity ETF (ILOW) and Legg Mason International Low Volatility High Dividend ETF (LVHI). 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 | LVHI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.23 | 2.44 | -1.21 |
Sortino ratioReturn per unit of downside risk | 1.77 | 3.13 | -1.36 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.54 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | 1.95 | 3.00 | -1.05 |
Martin ratioReturn relative to average drawdown | 7.61 | 15.25 | -7.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ILOW | LVHI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 2.44 | -1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.06 | 0.82 | +0.24 |
Correlation
The correlation between ILOW and LVHI is 0.68, 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. LVHI - Dividend Comparison
ILOW's dividend yield for the trailing twelve months is around 1.58%, less than LVHI's 4.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 4.53% | 4.92% | 3.98% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.67% | 3.38% | 2.02% |
Drawdowns
ILOW vs. LVHI - Drawdown Comparison
The maximum ILOW drawdown since its inception was -10.37%, smaller than the maximum LVHI drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for ILOW and LVHI.
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Drawdown Indicators
| ILOW | LVHI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.37% | -32.31% | +21.94% |
Max Drawdown (1Y)Largest decline over 1 year | -9.80% | -10.41% | +0.61% |
Max Drawdown (5Y)Largest decline over 5 years | — | -11.99% | — |
Current DrawdownCurrent decline from peak | -5.02% | -1.73% | -3.29% |
Average DrawdownAverage peak-to-trough decline | -2.12% | -3.56% | +1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.13% | +0.38% |
Volatility
ILOW vs. LVHI - Volatility Comparison
AB International Low Volatility Equity ETF (ILOW) has a higher volatility of 6.87% compared to Legg Mason International Low Volatility High Dividend ETF (LVHI) at 4.01%. This indicates that ILOW's price experiences larger fluctuations and is considered to be riskier than LVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ILOW | LVHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.87% | 4.01% | +2.86% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 7.14% | +2.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.44% | 13.30% | +2.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.31% | 10.99% | +3.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.31% | 13.82% | +0.49% |