LOWV vs. EMOP

Last updated Jun 24, 2026

LOWV (AB US Low Volatility Equity ETF) and EMOP (AB Emerging Markets Opportunities ETF) are both exchange-traded funds - LOWV is a Large Cap Blend Equities fund actively managed by AllianceBernstein, while EMOP is a Emerging Markets Equities fund actively managed by AllianceBernstein. Both are actively managed. Over the past year, LOWV returned 8.18% vs 47.69% for EMOP. A 0.58 correlation means they provide meaningful diversification when combined. LOWV charges 0.48%/yr vs 0.70%/yr for EMOP.

Performance

LOWV vs. EMOP - Performance Comparison

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

Returns By Period

In the year-to-date period, LOWV achieves a 0.40% return, which is significantly lower than EMOP's 27.21% return.

LOWV

• 1D: -0.42%
• 1M: -3.03%
• YTD: 0.40%
• 6M: -0.29%
• 1Y: 8.18%
• 3Y*: 14.14%
• 5Y*: —
• 10Y*: —

EMOP

• 1D: -4.78%
• 1M: 1.88%
• YTD: 27.21%
• 6M: 28.58%
• 1Y: 47.69%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LOWV vs. EMOP - Yearly Performance Comparison

	2026 (YTD)	2025
LOWV AB US Low Volatility Equity ETF	0.40%	8.03%
EMOP AB Emerging Markets Opportunities ETF	27.21%	16.48%

Correlation

The correlation between LOWV and EMOP is 0.57, 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	0.57
Correlation (All Time) Calculated using the full available price history since Jun 18, 2025	0.58

The correlation between LOWV and EMOP has been stable across timeframes, ranging from 0.57 to 0.58 - a consistent structural relationship.

LOWV vs. EMOP - Sectors Allocation Comparison

Sectors	LOWV	EMOP
Technology	35.3%	30.3%
Financial Services	14.6%	24.0%
Healthcare	11.1%	1.6%
Communication Services	9.1%	12.3%
Consumer Cyclical	8.7%	7.8%
Industrials	7.2%	8.1%
Consumer Defensive	5.7%	1.4%
Utilities	4.4%	2.8%
Energy	2.4%	2.6%
Real Estate	1.6%	2.3%
Basic Materials	-	7.0%

Return for Risk

LOWV vs. EMOP — Risk / Return Rank

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

LOWV

LOWV Risk / Return Rank: 22
LOWV Sharpe Ratio Rank: 23
LOWV Sortino Ratio Rank: 22
LOWV Omega Ratio Rank: 21
LOWV Calmar Ratio Rank: 20
LOWV Martin Ratio Rank: 27

EMOP

EMOP Risk / Return Rank: 76
EMOP Sharpe Ratio Rank: 77
EMOP Sortino Ratio Rank: 68
EMOP Omega Ratio Rank: 78
EMOP Calmar Ratio Rank: 78
EMOP Martin Ratio Rank: 79

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. EMOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB US Low Volatility Equity ETF (LOWV) and AB Emerging Markets Opportunities ETF (EMOP). 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	EMOP	Difference
Sharpe ratio: Return per unit of total volatility	0.79	2.21	-1.43
Sortino ratio: Return per unit of downside risk	1.15	2.81	-1.67
Omega ratio: Gain probability vs. loss probability	1.14	1.41	-0.27
Calmar ratio: Return relative to maximum drawdown	0.86	3.72	-2.87
Martin ratio: Return relative to average drawdown	3.45	13.88	-10.44

LOWV vs. EMOP - Sharpe Ratio Comparison

The current LOWV Sharpe Ratio is 0.79, which is lower than the EMOP Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of LOWV and EMOP, 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. EMOP - Drawdown Comparison

The maximum LOWV drawdown since its inception was -13.87%, which is greater than EMOP's maximum drawdown of -12.88%. Use the drawdown chart below to compare losses from any high point for LOWV and EMOP.

Drawdown Indicators

	LOWV	EMOP	Difference
Max Drawdown Largest peak-to-trough decline	-13.87%	-12.88%	-0.99%
Max Drawdown (1Y) Largest decline over 1 year	-9.59%	-12.88%	+3.29%
Max Drawdown (3Y) Largest decline over 3 years	-13.87%	—	—
Current Drawdown Current decline from peak	-3.20%	-4.78%	+1.58%
Average Drawdown Average peak-to-trough decline	-1.51%	-2.00%	+0.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.38%	3.44%	-1.06%

Volatility

LOWV vs. EMOP - Volatility Comparison

The current volatility for AB US Low Volatility Equity ETF (LOWV) is 2.74%, while AB Emerging Markets Opportunities ETF (EMOP) has a volatility of 10.76%. This indicates that LOWV experiences smaller price fluctuations and is considered to be less risky than EMOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LOWV	EMOP	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.74%	10.76%	-8.02%
Volatility (6M) Calculated over the trailing 6-month period	8.02%	19.59%	-11.57%
Volatility (1Y) Calculated over the trailing 1-year period	10.49%	21.65%	-11.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.96%	21.57%	-9.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.96%	21.57%	-9.61%

LOWV vs. EMOP - Expense Ratio Comparison

LOWV has a 0.48% expense ratio, which is lower than EMOP's 0.70% expense ratio.

Dividends

LOWV vs. EMOP - Dividend Comparison

LOWV's dividend yield for the trailing twelve months is around 0.90%, more than EMOP's 0.85% yield.

Position	TTM	2025	2024	2023
EMOP AB Emerging Markets Opportunities ETF	0.85%	0.27%	0.00%	0.00%
LOWV AB US Low Volatility Equity ETF	0.90%	0.85%	0.92%	0.77%

Frequently Asked Questions

Can I hold both LOWV and EMOP in my portfolio?

LOWV and EMOP have a correlation of 0.57, 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 EMOP?

EMOP has higher volatility (10.76%) compared to LOWV (2.74%). In terms of maximum drawdown, LOWV dropped -13.87% vs EMOP's -12.88%.

Which ETF is better, LOWV or EMOP?

On 1-year performance, EMOP leads with 47.69% vs 8.18% for LOWV. On fees, LOWV is cheaper at 0.48% per year. On volatility, LOWV has been the lower-risk option at 2.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LOWV or EMOP?

Over the 1-year period, EMOP has performed better with a 47.69% return vs 8.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LOWV or EMOP?

LOWV is cheaper with a 0.48% expense ratio, compared with 0.70% for EMOP.

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

LOWV has the higher dividend yield at 0.90%, compared with 0.85% for EMOP.

What is the main difference between LOWV and EMOP?

LOWV is categorized as Large Cap Blend Equities, while EMOP is Emerging Markets Equities. Their fees differ too: 0.48% for LOWV and 0.70% for EMOP.

Which has better risk-adjusted returns?

EMOP currently has the higher Sharpe Ratio (2.21 vs 0.79), 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.