LOWV vs. AVIE

Last updated Jul 14, 2026

LOWV (AB US Low Volatility Equity ETF) and AVIE (Avantis Inflation Focused Equity ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past 3 years, LOWV returned 14.37%/yr vs 13.54%/yr for AVIE. At a 0.49 correlation, their price movements are largely independent. LOWV charges 0.48%/yr vs 0.25%/yr for AVIE.

Performance

LOWV vs. AVIE - Performance Comparison

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

Returns By Period

In the year-to-date period, LOWV achieves a 3.83% return, which is significantly lower than AVIE's 16.94% return.

LOWV

• 1D: -0.19%
• 1M: 2.03%
• 6M: 1.85%
• YTD: 3.83%
• 1Y: 9.10%
• 3Y*: 14.37%
• 5Y*: —
• 10Y*: —

AVIE

• 1D: 1.05%
• 1M: 1.67%
• 6M: 14.10%
• YTD: 16.94%
• 1Y: 25.91%
• 3Y*: 13.54%
• 5Y*: —
• 10Y*: —

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

LOWV vs. AVIE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
LOWV AB US Low Volatility Equity ETF	3.83%	12.26%	20.43%	18.90%
AVIE Avantis Inflation Focused Equity ETF	16.94%	11.37%	6.17%	9.94%

Correlation

The correlation between LOWV and AVIE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.48
Correlation (All Time) Calculated using the full available price history since Mar 22, 2023	0.50

The correlation between LOWV and AVIE shifts across timeframes, from 0.30 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.

LOWV vs. AVIE - Sectors Allocation Comparison

Sectors	LOWV	AVIE
Technology	35.3%	0.1%
Financial Services	14.6%	15.0%
Healthcare	11.1%	26.3%
Communication Services	9.1%	-
Consumer Cyclical	8.7%	0.0%
Industrials	7.2%	1.3%
Consumer Defensive	5.7%	17.1%
Utilities	4.4%	0.0%
Energy	2.4%	30.0%
Real Estate	1.6%	0.1%
Basic Materials	-	9.8%

Return for Risk

LOWV vs. AVIE — Risk / Return Rank

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

LOWV

LOWV Risk / Return Rank: 28
LOWV Sharpe Ratio Rank: 30
LOWV Sortino Ratio Rank: 28
LOWV Omega Ratio Rank: 27
LOWV Calmar Ratio Rank: 25
LOWV Martin Ratio Rank: 33

AVIE

AVIE Risk / Return Rank: 92
AVIE Sharpe Ratio Rank: 92
AVIE Sortino Ratio Rank: 93
AVIE Omega Ratio Rank: 90
AVIE Calmar Ratio Rank: 93
AVIE Martin Ratio Rank: 90

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.

LOWV vs. AVIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB US Low Volatility Equity ETF (LOWV) and Avantis Inflation Focused Equity ETF (AVIE). 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.

	LOWV	AVIE	Difference
Sharpe ratio: Return per unit of total volatility	0.88	2.55	-1.67
Sortino ratio: Return per unit of downside risk	1.27	3.70	-2.43
Omega ratio: Gain probability vs. loss probability	1.16	1.45	-0.30
Calmar ratio: Return relative to maximum drawdown	0.95	5.24	-4.29
Martin ratio: Return relative to average drawdown	3.79	16.43	-12.64

LOWV vs. AVIE - Sharpe Ratio Comparison

The current LOWV Sharpe Ratio is 0.88, which is lower than the AVIE Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of LOWV and AVIE, 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

LOWV vs. AVIE - Drawdown Comparison

The maximum LOWV drawdown since its inception was -13.87%, which is greater than AVIE's maximum drawdown of -12.39%. Use the drawdown chart below to compare losses from any high point for LOWV and AVIE.

Drawdown Indicators

	LOWV	AVIE	Difference
Max Drawdown Largest peak-to-trough decline	-13.87%	-12.39%	-1.48%
Max Drawdown (1Y) Largest decline over 1 year	-9.59%	-4.97%	-4.62%
Max Drawdown (3Y) Largest decline over 3 years	-13.87%	-12.39%	-1.48%
Current Drawdown Current decline from peak	-0.19%	-0.07%	-0.12%
Average Drawdown Average peak-to-trough decline	-1.51%	-2.97%	+1.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.41%	1.60%	+0.81%

Volatility

LOWV vs. AVIE - Volatility Comparison

The current volatility for AB US Low Volatility Equity ETF (LOWV) is 2.51%, while Avantis Inflation Focused Equity ETF (AVIE) has a volatility of 3.66%. This indicates that LOWV experiences smaller price fluctuations and is considered to be less risky than AVIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LOWV	AVIE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.51%	3.66%	-1.15%
Volatility (6M) Calculated over the trailing 6-month period	8.03%	7.47%	+0.56%
Volatility (1Y) Calculated over the trailing 1-year period	10.40%	10.21%	+0.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.91%	12.90%	-0.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.91%	12.90%	-0.99%

LOWV vs. AVIE - Expense Ratio Comparison

LOWV has a 0.48% expense ratio, which is higher than AVIE's 0.25% expense ratio.

Dividends

LOWV vs. AVIE - Dividend Comparison

LOWV's dividend yield for the trailing twelve months is around 0.87%, less than AVIE's 1.42% yield.

Position	TTM	2025	2024	2023	2022
AVIE Avantis Inflation Focused Equity ETF	1.42%	1.75%	1.89%	3.72%	0.39%
LOWV AB US Low Volatility Equity ETF	0.87%	0.85%	0.92%	0.77%	0.00%

Frequently Asked Questions

Can I hold both LOWV and AVIE in my portfolio?

LOWV and AVIE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LOWV or AVIE?

AVIE has higher volatility (3.66%) compared to LOWV (2.51%). In terms of maximum drawdown, LOWV dropped -13.87% vs AVIE's -12.39%.

Which ETF is better, LOWV or AVIE?

On 3-year performance, LOWV leads with 14.37% vs 13.54% for AVIE. On fees, AVIE is cheaper at 0.25% per year. On volatility, LOWV has been the lower-risk option at 2.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LOWV or AVIE?

Over the 3-year period, LOWV has performed better with a 14.37% return vs 13.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LOWV or AVIE?

AVIE is cheaper with a 0.25% expense ratio, compared with 0.48% for LOWV.

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

AVIE has the higher dividend yield at 1.42%, compared with 0.87% for LOWV.

What is the main difference between LOWV and AVIE?

They also come from different issuers: AllianceBernstein and Avantis. Their fees differ too: 0.48% for LOWV and 0.25% for AVIE.

Which has better risk-adjusted returns?

AVIE currently has the higher Sharpe Ratio (2.55 vs 0.88), 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.