LOWV vs. BUFC

Last updated Apr 1, 2026

Compare and contrast key facts about AB US Low Volatility Equity ETF (LOWV) and AB Conservative Buffer ETF (BUFC).

LOWV and BUFC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LOWV is an actively managed fund by AllianceBernstein. It was launched on Mar 21, 2023. BUFC is an actively managed fund by AllianceBernstein. It was launched on Dec 12, 2023.

Performance

LOWV vs. BUFC - Performance Comparison

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

LOWV vs. BUFC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
LOWV AB US Low Volatility Equity ETF	-5.53%	12.26%	20.43%	-0.05%
BUFC AB Conservative Buffer ETF	-1.68%	5.50%	10.81%	0.47%

Returns By Period

In the year-to-date period, LOWV achieves a -5.53% return, which is significantly lower than BUFC's -1.68% return.

LOWV

• 1D: 2.26%
• 1M: -5.35%
• YTD: -5.53%
• 6M: -5.60%
• 1Y: 6.95%
• 3Y*: 14.15%
• 5Y*: —
• 10Y*: —

BUFC

• 1D: 1.03%
• 1M: -1.19%
• YTD: -1.68%
• 6M: 0.01%
• 1Y: 5.07%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LOWV vs. BUFC - Expense Ratio Comparison

LOWV has a 0.48% expense ratio, which is lower than BUFC's 0.69% expense ratio.

BUFC

AB Conservative Buffer ETF

LOWV

AB US Low Volatility Equity ETF

Return for Risk

LOWV vs. BUFC — 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: 27
LOWV Sortino Ratio Rank: 27
LOWV Omega Ratio Rank: 27
LOWV Calmar Ratio Rank: 29
LOWV Martin Ratio Rank: 31

BUFC

BUFC Risk / Return Rank: 42
BUFC Sharpe Ratio Rank: 36
BUFC Sortino Ratio Rank: 38
BUFC Omega Ratio Rank: 45
BUFC Calmar Ratio Rank: 38
BUFC Martin Ratio Rank: 53

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. BUFC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB US Low Volatility Equity ETF (LOWV) and AB Conservative Buffer ETF (BUFC). 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.

	LOWV	BUFC	Difference
Sharpe ratio Return per unit of total volatility	0.47	0.70	-0.23
Sortino ratio Return per unit of downside risk	0.77	1.11	-0.34
Omega ratio Gain probability vs. loss probability	1.11	1.18	-0.07
Calmar ratio Return relative to maximum drawdown	0.68	0.99	-0.31
Martin ratio Return relative to average drawdown	2.68	5.24	-2.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LOWV vs. BUFC - Sharpe Ratio Comparison

The current LOWV Sharpe Ratio is 0.47, which is lower than the BUFC Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of LOWV and BUFC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LOWV	BUFC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.47	0.70	-0.23
Sharpe Ratio (All Time) Calculated using the full available price history	1.27	1.13	+0.14

Correlation

The correlation between LOWV and BUFC is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

LOWV vs. BUFC - Dividend Comparison

LOWV's dividend yield for the trailing twelve months is around 0.99%, while BUFC has not paid dividends to shareholders.

	TTM	2025	2024	2023
LOWV AB US Low Volatility Equity ETF	0.99%	0.85%	0.92%	0.77%
BUFC AB Conservative Buffer ETF	0.00%	0.00%	0.00%	0.00%

Drawdowns

LOWV vs. BUFC - Drawdown Comparison

The maximum LOWV drawdown since its inception was -13.87%, which is greater than BUFC's maximum drawdown of -8.29%. Use the drawdown chart below to compare losses from any high point for LOWV and BUFC.

Drawdown Indicators

	LOWV	BUFC	Difference
Max Drawdown Largest peak-to-trough decline	-13.87%	-8.29%	-5.58%
Max Drawdown (1Y) Largest decline over 1 year	-10.23%	-5.29%	-4.94%
Current Drawdown Current decline from peak	-7.32%	-2.63%	-4.69%
Average Drawdown Average peak-to-trough decline	-1.51%	-0.78%	-0.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.58%	0.99%	+1.59%

Volatility

LOWV vs. BUFC - Volatility Comparison

AB US Low Volatility Equity ETF (LOWV) has a higher volatility of 4.43% compared to AB Conservative Buffer ETF (BUFC) at 1.87%. This indicates that LOWV's price experiences larger fluctuations and is considered to be riskier than BUFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LOWV	BUFC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.43%	1.87%	+2.56%
Volatility (6M) Calculated over the trailing 6-month period	8.34%	3.56%	+4.78%
Volatility (1Y) Calculated over the trailing 1-year period	14.88%	7.30%	+7.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.09%	5.77%	+6.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.09%	5.77%	+6.32%