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LOWV vs. BSJO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LOWV and BSJO is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

LOWV vs. BSJO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB US Low Volatility Equity ETF (LOWV) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


LOWV

YTD

3.37%

1M

3.93%

6M

0.87%

1Y

14.58%

3Y*

N/A

5Y*

N/A

10Y*

N/A

BSJO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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LOWV vs. BSJO - Expense Ratio Comparison

LOWV has a 0.48% expense ratio, which is higher than BSJO's 0.42% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

LOWV vs. BSJO — Risk-Adjusted Performance Rank

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

LOWV
The Risk-Adjusted Performance Rank of LOWV is 7878
Overall Rank
The Sharpe Ratio Rank of LOWV is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of LOWV is 7474
Sortino Ratio Rank
The Omega Ratio Rank of LOWV is 7777
Omega Ratio Rank
The Calmar Ratio Rank of LOWV is 7979
Calmar Ratio Rank
The Martin Ratio Rank of LOWV is 8181
Martin Ratio Rank

BSJO
The Risk-Adjusted Performance Rank of BSJO is 9999
Overall Rank
The Sharpe Ratio Rank of BSJO is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of BSJO is 9999
Sortino Ratio Rank
The Omega Ratio Rank of BSJO is 9999
Omega Ratio Rank
The Calmar Ratio Rank of BSJO is 9999
Calmar Ratio Rank
The Martin Ratio Rank of BSJO is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LOWV vs. BSJO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AB US Low Volatility Equity ETF (LOWV) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). 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.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

LOWV vs. BSJO - Dividend Comparison

LOWV's dividend yield for the trailing twelve months is around 0.89%, while BSJO has not paid dividends to shareholders.


TTM202420232022202120202019201820172016
LOWV
AB US Low Volatility Equity ETF
0.89%0.92%0.77%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
2.85%5.38%6.05%4.89%4.05%4.51%5.11%5.69%4.69%1.39%

Drawdowns

LOWV vs. BSJO - Drawdown Comparison


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

LOWV vs. BSJO - Volatility Comparison


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