ILOW vs. SCHY

Last updated Jun 24, 2026

ILOW (AB International Low Volatility Equity ETF) and SCHY (Schwab International Dividend Equity ETF) are both exchange-traded funds - ILOW is a Foreign Large Cap Equities fund actively managed by AllianceBernstein, while SCHY is a Dividend fund tracking the Dow Jones International Dividend 100 Index. ILOW is actively managed, while SCHY is passively managed. Over the past year, ILOW returned 11.85% vs 21.30% for SCHY. Their correlation of 0.80 suggests significant overlap in exposure. ILOW charges 0.50%/yr vs 0.08%/yr for SCHY.

Performance

ILOW vs. SCHY - Performance Comparison

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

Returns By Period

In the year-to-date period, ILOW achieves a 5.17% return, which is significantly lower than SCHY's 7.30% return.

ILOW

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

SCHY

• 1D: -0.22%
• 1M: -1.91%
• YTD: 7.30%
• 6M: 6.98%
• 1Y: 21.30%
• 3Y*: 14.83%
• 5Y*: 8.00%
• 10Y*: —

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

ILOW vs. SCHY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
ILOW AB International Low Volatility Equity ETF	5.17%	26.99%	-1.53%
SCHY Schwab International Dividend Equity ETF	7.30%	33.98%	-3.88%

Correlation

The correlation between ILOW and SCHY is 0.82, 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	0.82
Correlation (All Time) Calculated using the full available price history since Jul 15, 2024	0.80

The correlation between ILOW and SCHY has been stable across timeframes, ranging from 0.80 to 0.82 - a consistent structural relationship.

ILOW vs. SCHY - Sectors Allocation Comparison

Sectors	ILOW	SCHY
Financial Services	27.5%	15.9%
Industrials	14.0%	13.0%
Technology	9.7%	3.6%
Consumer Defensive	9.1%	14.4%
Healthcare	8.9%	7.4%
Consumer Cyclical	6.9%	7.8%
Communication Services	4.8%	15.0%
Energy	3.0%	9.6%
Real Estate	2.5%	0.8%
Utilities	1.7%	6.8%
Basic Materials	1.5%	5.8%

Return for Risk

ILOW vs. SCHY — Risk / Return Rank

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

ILOW

ILOW Risk / Return Rank: 27
ILOW Sharpe Ratio Rank: 26
ILOW Sortino Ratio Rank: 26
ILOW Omega Ratio Rank: 25
ILOW Calmar Ratio Rank: 26
ILOW Martin Ratio Rank: 34

SCHY

SCHY Risk / Return Rank: 50
SCHY Sharpe Ratio Rank: 54
SCHY Sortino Ratio Rank: 52
SCHY Omega Ratio Rank: 51
SCHY Calmar Ratio Rank: 49
SCHY Martin Ratio Rank: 45

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. SCHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB International Low Volatility Equity ETF (ILOW) and Schwab International Dividend Equity ETF (SCHY). 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	SCHY	Difference
Sharpe ratio: Return per unit of total volatility	0.87	1.77	-0.90
Sortino ratio: Return per unit of downside risk	1.34	2.45	-1.11
Omega ratio: Gain probability vs. loss probability	1.16	1.31	-0.15
Calmar ratio: Return relative to maximum drawdown	1.21	2.35	-1.14
Martin ratio: Return relative to average drawdown	4.71	7.09	-2.38

ILOW vs. SCHY - Sharpe Ratio Comparison

The current ILOW Sharpe Ratio is 0.87, which is lower than the SCHY Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of ILOW and SCHY, 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. SCHY - Drawdown Comparison

The maximum ILOW drawdown since its inception was -10.37%, smaller than the maximum SCHY drawdown of -24.04%. Use the drawdown chart below to compare losses from any high point for ILOW and SCHY.

Drawdown Indicators

	ILOW	SCHY	Difference
Max Drawdown Largest peak-to-trough decline	-10.37%	-24.04%	+13.67%
Max Drawdown (1Y) Largest decline over 1 year	-9.80%	-9.11%	-0.69%
Max Drawdown (3Y) Largest decline over 3 years	—	-12.16%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-24.04%	—
Current Drawdown Current decline from peak	-1.75%	-5.70%	+3.95%
Average Drawdown Average peak-to-trough decline	-2.09%	-4.96%	+2.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.52%	3.01%	-0.49%

Volatility

ILOW vs. SCHY - Volatility Comparison

AB International Low Volatility Equity ETF (ILOW) has a higher volatility of 3.74% compared to Schwab International Dividend Equity ETF (SCHY) at 3.27%. This indicates that ILOW's price experiences larger fluctuations and is considered to be riskier than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ILOW	SCHY	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.74%	3.27%	+0.47%
Volatility (6M) Calculated over the trailing 6-month period	11.43%	10.08%	+1.35%
Volatility (1Y) Calculated over the trailing 1-year period	13.64%	12.08%	+1.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.56%	13.27%	+1.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.56%	13.23%	+1.33%

ILOW vs. SCHY - Expense Ratio Comparison

ILOW has a 0.50% expense ratio, which is higher than SCHY's 0.08% expense ratio.

Dividends

ILOW vs. SCHY - Dividend Comparison

ILOW's dividend yield for the trailing twelve months is around 1.52%, less than SCHY's 3.46% yield.

Position	TTM	2025	2024	2023	2022	2021
ILOW AB International Low Volatility Equity ETF	1.52%	1.60%	0.78%	0.00%	0.00%	0.00%
SCHY Schwab International Dividend Equity ETF	3.46%	3.55%	4.64%	3.97%	3.67%	1.73%

Frequently Asked Questions

Can I hold both ILOW and SCHY in my portfolio?

ILOW and SCHY have a correlation of 0.82, 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 SCHY?

ILOW has higher volatility (3.74%) compared to SCHY (3.27%). In terms of maximum drawdown, ILOW dropped -10.37% vs SCHY's -24.04%.

Which ETF is better, ILOW or SCHY?

On 1-year performance, SCHY leads with 21.30% vs 11.85% for ILOW. On fees, SCHY is cheaper at 0.08% per year. On volatility, SCHY has been the lower-risk option at 3.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ILOW or SCHY?

Over the 1-year period, SCHY has performed better with a 21.30% return vs 11.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ILOW or SCHY?

SCHY is cheaper with a 0.08% expense ratio, compared with 0.50% for ILOW.

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

SCHY has the higher dividend yield at 3.46%, compared with 1.52% for ILOW.

What is the main difference between ILOW and SCHY?

ILOW is categorized as Foreign Large Cap Equities, while SCHY is Dividend. They also come from different issuers: AllianceBernstein and Charles Schwab. Their fees differ too: 0.50% for ILOW and 0.08% for SCHY.

Which has better risk-adjusted returns?

SCHY currently has the higher Sharpe Ratio (1.77 vs 0.87), 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.