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LOWV vs. FTLS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LOWV vs. FTLS - Performance Comparison

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

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LOWV vs. FTLS - Yearly Performance Comparison


2026 (YTD)202520242023
LOWV
AB US Low Volatility Equity ETF
-5.53%12.26%20.43%20.41%
FTLS
First Trust Long/Short Equity ETF
-0.80%9.09%18.80%15.76%

Returns By Period

In the year-to-date period, LOWV achieves a -5.53% return, which is significantly lower than FTLS's -0.80% return.


LOWV

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

FTLS

1D
1.32%
1M
-1.17%
YTD
-0.80%
6M
0.98%
1Y
10.88%
3Y*
12.98%
5Y*
9.94%
10Y*
9.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LOWV vs. FTLS - Expense Ratio Comparison

LOWV has a 0.48% expense ratio, which is lower than FTLS's 1.60% expense ratio.


Return for Risk

LOWV vs. FTLS — 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: 2727
Sharpe Ratio Rank
LOWV Sortino Ratio Rank: 2727
Sortino Ratio Rank
LOWV Omega Ratio Rank: 2727
Omega Ratio Rank
LOWV Calmar Ratio Rank: 2929
Calmar Ratio Rank
LOWV Martin Ratio Rank: 3131
Martin Ratio Rank

FTLS
FTLS Risk / Return Rank: 6868
Overall Rank
FTLS Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FTLS Sortino Ratio Rank: 6363
Sortino Ratio Rank
FTLS Omega Ratio Rank: 5959
Omega Ratio Rank
FTLS Calmar Ratio Rank: 7676
Calmar Ratio Rank
FTLS Martin Ratio Rank: 7878
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. FTLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB US Low Volatility Equity ETF (LOWV) and First Trust Long/Short Equity ETF (FTLS). 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.


LOWVFTLSDifference

Sharpe ratio

Return per unit of total volatility

0.47

1.04

-0.58

Sortino ratio

Return per unit of downside risk

0.77

1.56

-0.79

Omega ratio

Gain probability vs. loss probability

1.11

1.21

-0.10

Calmar ratio

Return relative to maximum drawdown

0.68

1.90

-1.23

Martin ratio

Return relative to average drawdown

2.68

8.02

-5.33

LOWV vs. FTLS - Sharpe Ratio Comparison

The current LOWV Sharpe Ratio is 0.47, which is lower than the FTLS Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of LOWV and FTLS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LOWVFTLSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

1.04

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

1.27

0.77

+0.51

Correlation

The correlation between LOWV and FTLS is 0.75, 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. FTLS - Dividend Comparison

LOWV's dividend yield for the trailing twelve months is around 0.99%, more than FTLS's 0.95% yield.


TTM20252024202320222021202020192018201720162015
LOWV
AB US Low Volatility Equity ETF
0.99%0.85%0.92%0.77%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTLS
First Trust Long/Short Equity ETF
0.95%1.07%1.50%1.49%0.81%0.01%0.44%0.83%0.87%0.43%1.04%0.49%

Drawdowns

LOWV vs. FTLS - Drawdown Comparison

The maximum LOWV drawdown since its inception was -13.87%, smaller than the maximum FTLS drawdown of -20.54%. Use the drawdown chart below to compare losses from any high point for LOWV and FTLS.


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Drawdown Indicators


LOWVFTLSDifference

Max Drawdown

Largest peak-to-trough decline

-13.87%

-20.54%

+6.67%

Max Drawdown (1Y)

Largest decline over 1 year

-10.23%

-6.17%

-4.06%

Max Drawdown (5Y)

Largest decline over 5 years

-11.69%

Max Drawdown (10Y)

Largest decline over 10 years

-20.54%

Current Drawdown

Current decline from peak

-7.32%

-2.34%

-4.98%

Average Drawdown

Average peak-to-trough decline

-1.51%

-2.73%

+1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

1.49%

+1.09%

Volatility

LOWV vs. FTLS - Volatility Comparison

AB US Low Volatility Equity ETF (LOWV) has a higher volatility of 4.43% compared to First Trust Long/Short Equity ETF (FTLS) at 2.93%. This indicates that LOWV's price experiences larger fluctuations and is considered to be riskier than FTLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LOWVFTLSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.43%

2.93%

+1.50%

Volatility (6M)

Calculated over the trailing 6-month period

8.34%

6.53%

+1.81%

Volatility (1Y)

Calculated over the trailing 1-year period

14.88%

10.50%

+4.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.09%

10.65%

+1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.09%

11.31%

+0.78%