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LOWV vs. BSJO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period


LOWV

1D
-0.09%
1M
1.23%
YTD
3.60%
6M
3.58%
1Y
12.24%
3Y*
15.81%
5Y*
10Y*

BSJO

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LOWV vs. BSJO - Yearly Performance Comparison


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Return for Risk

LOWV vs. BSJO — Risk / Return Rank

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

LOWV
LOWV Risk / Return Rank: 3131
Overall Rank
LOWV Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
LOWV Sortino Ratio Rank: 3131
Sortino Ratio Rank
LOWV Omega Ratio Rank: 3131
Omega Ratio Rank
LOWV Calmar Ratio Rank: 2727
Calmar Ratio Rank
LOWV Martin Ratio Rank: 3434
Martin Ratio Rank

BSJO
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. BSJO - Risk-Adjusted Trends 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.


LOWVBSJODifference

Sharpe ratio

Return per unit of total volatility

1.18

Sortino ratio

Return per unit of downside risk

1.68

Omega ratio

Gain probability vs. loss probability

1.21

Calmar ratio

Return relative to maximum drawdown

1.30

Martin ratio

Return relative to average drawdown

5.34

LOWV vs. BSJO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LOWVBSJODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

Sharpe Ratio (All Time)

Calculated using the full available price history

1.50

Drawdowns

LOWV vs. BSJO - Drawdown Comparison

The maximum LOWV drawdown since its inception was -13.87%, which is greater than BSJO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for LOWV and BSJO.


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Drawdown Indicators


LOWVBSJODifference

Max Drawdown

Largest peak-to-trough decline

-13.87%

0.00%

-13.87%

Max Drawdown (1Y)

Largest decline over 1 year

-9.59%

Max Drawdown (3Y)

Largest decline over 3 years

-13.87%

Current Drawdown

Current decline from peak

-0.12%

0.00%

-0.12%

Average Drawdown

Average peak-to-trough decline

-1.50%

0.00%

-1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

Volatility

LOWV vs. BSJO - Volatility Comparison


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Volatility by Period


LOWVBSJODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.04%

Volatility (6M)

Calculated over the trailing 6-month period

7.85%

Volatility (1Y)

Calculated over the trailing 1-year period

10.44%

0.00%

+10.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.95%

0.00%

+11.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.95%

0.00%

+11.95%

LOWV vs. BSJO - Expense Ratio Comparison

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


Dividends

LOWV vs. BSJO - Dividend Comparison

LOWV's dividend yield for the trailing twelve months is around 0.90%, while BSJO has not paid dividends to shareholders.


PositionTTM202520242023
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%
LOWV
AB US Low Volatility Equity ETF
0.90%0.85%0.92%0.77%

Frequently Asked Questions


On fees, BSJO is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BSJO is cheaper with a 0.42% expense ratio, compared with 0.48% for LOWV.

LOWV has the higher dividend yield at 0.90%, compared with 0.00% for BSJO.

LOWV is categorized as Large Cap Blend Equities, while BSJO is High Yield Bonds. They also come from different issuers: AllianceBernstein and Invesco. Their fees differ too: 0.48% for LOWV and 0.42% for BSJO.

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