PortfoliosLab logoPortfoliosLab logo
LOWV vs. BUFI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LOWV vs. BUFI - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, LOWV achieves a 2.73% return, which is significantly lower than BUFI's 4.92% return.


LOWV

1D
-0.83%
1M
0.85%
YTD
2.73%
6M
2.69%
1Y
10.86%
3Y*
15.49%
5Y*
10Y*

BUFI

1D
-0.31%
1M
1.83%
YTD
4.92%
6M
6.32%
1Y
12.80%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LOWV vs. BUFI - Yearly Performance Comparison


2026 (YTD)20252024
LOWV
AB US Low Volatility Equity ETF
2.73%12.26%-2.21%
BUFI
AB International Buffer ETF
4.92%16.50%-1.31%

Correlation

The correlation between LOWV and BUFI is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2024

0.68

The correlation between LOWV and BUFI has been stable across timeframes, ranging from 0.68 to 0.71 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

LOWV vs. BUFI — Risk / Return Rank

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

LOWV
LOWV Risk / Return Rank: 2828
Overall Rank
LOWV Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
LOWV Sortino Ratio Rank: 2727
Sortino Ratio Rank
LOWV Omega Ratio Rank: 2727
Omega Ratio Rank
LOWV Calmar Ratio Rank: 2424
Calmar Ratio Rank
LOWV Martin Ratio Rank: 3131
Martin Ratio Rank

BUFI
BUFI Risk / Return Rank: 4747
Overall Rank
BUFI Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BUFI Sortino Ratio Rank: 4646
Sortino Ratio Rank
BUFI Omega Ratio Rank: 4747
Omega Ratio Rank
BUFI Calmar Ratio Rank: 4646
Calmar Ratio Rank
BUFI Martin Ratio Rank: 5353
Martin Ratio Rank
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. BUFI - Risk-Adjusted Trends Comparison

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


LOWVBUFIDifference

Sharpe ratio

Return per unit of total volatility

1.04

1.53

-0.48

Sortino ratio

Return per unit of downside risk

1.50

2.25

-0.75

Omega ratio

Gain probability vs. loss probability

1.18

1.30

-0.11

Calmar ratio

Return relative to maximum drawdown

1.14

2.26

-1.12

Martin ratio

Return relative to average drawdown

4.65

8.98

-4.33

LOWV vs. BUFI - Sharpe Ratio Comparison

The current LOWV Sharpe Ratio is 1.04, which is lower than the BUFI Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of LOWV and BUFI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


LOWVBUFIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

1.53

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

1.47

1.50

-0.03

Drawdowns

LOWV vs. BUFI - Drawdown Comparison

The maximum LOWV drawdown since its inception was -13.87%, which is greater than BUFI's maximum drawdown of -7.43%. Use the drawdown chart below to compare losses from any high point for LOWV and BUFI.


Loading charts...

Drawdown Indicators


LOWVBUFIDifference

Max Drawdown

Largest peak-to-trough decline

-13.87%

-7.43%

-6.44%

Max Drawdown (1Y)

Largest decline over 1 year

-9.59%

-5.69%

-3.90%

Max Drawdown (3Y)

Largest decline over 3 years

-13.87%

Current Drawdown

Current decline from peak

-0.95%

-0.32%

-0.63%

Average Drawdown

Average peak-to-trough decline

-1.50%

-0.86%

-0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

1.43%

+0.91%

Volatility

LOWV vs. BUFI - Volatility Comparison

AB US Low Volatility Equity ETF (LOWV) and AB International Buffer ETF (BUFI) have volatilities of 2.17% and 2.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LOWVBUFIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.17%

2.20%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

7.89%

7.05%

+0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

10.47%

8.43%

+2.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.95%

9.15%

+2.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.95%

9.15%

+2.80%

LOWV vs. BUFI - Expense Ratio Comparison

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


Dividends

LOWV vs. BUFI - Dividend Comparison

LOWV's dividend yield for the trailing twelve months is around 0.91%, while BUFI has not paid dividends to shareholders.


PositionTTM202520242023
BUFI
AB International Buffer ETF
0.00%0.00%0.00%0.00%
LOWV
AB US Low Volatility Equity ETF
0.91%0.85%0.92%0.77%

Frequently Asked Questions


LOWV and BUFI have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BUFI has higher volatility (2.20%) compared to LOWV (2.17%). In terms of maximum drawdown, LOWV dropped -13.87% vs BUFI's -7.43%.

On 1-year performance, BUFI leads with 12.80% vs 10.86% for LOWV. On fees, LOWV is cheaper at 0.48% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BUFI has performed better with a 12.80% return vs 10.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LOWV is cheaper with a 0.48% expense ratio, compared with 0.69% for BUFI.

LOWV has the higher dividend yield at 0.91%, compared with 0.00% for BUFI.

LOWV is categorized as Large Cap Blend Equities, while BUFI is Defined Outcome. Their fees differ too: 0.48% for LOWV and 0.69% for BUFI.

BUFI currently has the higher Sharpe Ratio (1.53 vs 1.04), 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.

Portfolio Optimizer

Find the right allocation for LOWV and BUFI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer