LOWV vs. ILOW

Last updated Jun 4, 2026

LOWV (AB US Low Volatility Equity ETF) and ILOW (AB International Low Volatility Equity ETF) are both exchange-traded funds - LOWV is a Large Cap Blend Equities fund actively managed by AllianceBernstein, while ILOW is a Foreign Large Cap Equities fund actively managed by AllianceBernstein. Both are actively managed. Over the past year, LOWV returned 10.86% vs 11.03% for ILOW. A 0.63 correlation means they provide meaningful diversification when combined. LOWV charges 0.48%/yr vs 0.50%/yr for ILOW.

Performance

LOWV vs. ILOW - 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 Low Volatility Equity ETF (ILOW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LOWV achieves a 2.73% return, which is significantly lower than ILOW's 4.82% return.

LOWV

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

ILOW

• 1D: -0.80%
• 1M: 1.39%
• YTD: 4.82%
• 6M: 6.86%
• 1Y: 11.03%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LOWV vs. ILOW - Yearly Performance Comparison

	2026 (YTD)	2025	2024
LOWV AB US Low Volatility Equity ETF	2.73%	12.26%	3.92%
ILOW AB International Low Volatility Equity ETF	4.82%	26.99%	-1.37%

Correlation

The correlation between LOWV and ILOW is 0.68, 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	0.68
Correlation (All Time) Calculated using the full available price history since Jul 16, 2024	0.63

The correlation between LOWV and ILOW has been stable across timeframes, ranging from 0.63 to 0.68 - a consistent structural relationship.

LOWV vs. ILOW - Sectors Allocation Comparison

Sectors	LOWV	ILOW
Technology	32.6%	10.6%
Financial Services	14.9%	31.4%
Healthcare	11.4%	7.3%
Communication Services	9.7%	6.5%
Consumer Cyclical	9.4%	2.4%
Industrials	7.4%	18.6%
Consumer Defensive	5.5%	11.3%
Utilities	4.8%	3.9%
Energy	2.4%	3.3%
Real Estate	1.8%	3.2%
Basic Materials	-	1.6%

Return for Risk

LOWV vs. ILOW — 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: 28
LOWV Sortino Ratio Rank: 27
LOWV Omega Ratio Rank: 27
LOWV Calmar Ratio Rank: 24
LOWV Martin Ratio Rank: 31

ILOW

ILOW Risk / Return Rank: 25
ILOW Sharpe Ratio Rank: 24
ILOW Sortino Ratio Rank: 23
ILOW Omega Ratio Rank: 23
ILOW Calmar Ratio Rank: 24
ILOW Martin Ratio Rank: 30

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. ILOW - 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 Low Volatility Equity ETF (ILOW). 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	ILOW	Difference
Sharpe ratio Return per unit of total volatility	1.04	0.83	+0.21
Sortino ratio Return per unit of downside risk	1.50	1.27	+0.23
Omega ratio Gain probability vs. loss probability	1.18	1.15	+0.03
Calmar ratio Return relative to maximum drawdown	1.14	1.13	+0.01
Martin ratio Return relative to average drawdown	4.65	4.40	+0.25
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. ILOW - Sharpe Ratio Comparison

The current LOWV Sharpe Ratio is 1.04, which is comparable to the ILOW Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of LOWV and ILOW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LOWV	ILOW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.04	0.83	+0.21
Sharpe Ratio (All Time) Calculated using the full available price history	1.47	1.07	+0.39

Drawdowns

LOWV vs. ILOW - Drawdown Comparison

The maximum LOWV drawdown since its inception was -13.87%, which is greater than ILOW's maximum drawdown of -10.37%. Use the drawdown chart below to compare losses from any high point for LOWV and ILOW.

Drawdown Indicators

	LOWV	ILOW	Difference
Max Drawdown Largest peak-to-trough decline	-13.87%	-10.37%	-3.50%
Max Drawdown (1Y) Largest decline over 1 year	-9.59%	-9.80%	+0.21%
Max Drawdown (3Y) Largest decline over 3 years	-13.87%	—	—
Current Drawdown Current decline from peak	-0.95%	-2.08%	+1.13%
Average Drawdown Average peak-to-trough decline	-1.50%	-2.11%	+0.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.34%	2.51%	-0.17%

Volatility

LOWV vs. ILOW - Volatility Comparison

The current volatility for AB US Low Volatility Equity ETF (LOWV) is 2.17%, while AB International Low Volatility Equity ETF (ILOW) has a volatility of 4.47%. This indicates that LOWV experiences smaller price fluctuations and is considered to be less risky than ILOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LOWV	ILOW	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.17%	4.47%	-2.30%
Volatility (6M) Calculated over the trailing 6-month period	7.89%	11.12%	-3.23%
Volatility (1Y) Calculated over the trailing 1-year period	10.47%	13.42%	-2.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.95%	14.56%	-2.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.95%	14.56%	-2.61%

LOWV vs. ILOW - Expense Ratio Comparison

LOWV has a 0.48% expense ratio, which is lower than ILOW's 0.50% expense ratio.

Dividends

LOWV vs. ILOW - Dividend Comparison

LOWV's dividend yield for the trailing twelve months is around 0.91%, less than ILOW's 1.53% yield.

Position	TTM	2025	2024	2023
ILOW AB International Low Volatility Equity ETF	1.53%	1.60%	0.78%	0.00%
LOWV AB US Low Volatility Equity ETF	0.91%	0.85%	0.92%	0.77%

Frequently Asked Questions

Can I hold both LOWV and ILOW in my portfolio?

LOWV and ILOW have a correlation of 0.68, 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 ILOW?

ILOW has higher volatility (4.47%) compared to LOWV (2.17%). In terms of maximum drawdown, LOWV dropped -13.87% vs ILOW's -10.37%.

Which ETF is better, LOWV or ILOW?

On 1-year performance, ILOW leads with 11.03% vs 10.86% for LOWV. On fees, LOWV is cheaper at 0.48% per year. On volatility, LOWV has been the lower-risk option at 2.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LOWV or ILOW?

Over the 1-year period, ILOW has performed better with a 11.03% return vs 10.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LOWV or ILOW?

LOWV is cheaper with a 0.48% expense ratio, compared with 0.50% for ILOW.

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

ILOW has the higher dividend yield at 1.53%, compared with 0.91% for LOWV.

What is the main difference between LOWV and ILOW?

LOWV is categorized as Large Cap Blend Equities, while ILOW is Foreign Large Cap Equities. Their fees differ too: 0.48% for LOWV and 0.50% for ILOW.

Which has better risk-adjusted returns?

LOWV currently has the higher Sharpe Ratio (1.04 vs 0.83), 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.