LOWV vs. SELV

Last updated Aug 2, 2026

LOWV (AB US Low Volatility Equity ETF) and SELV (SEI Enhanced Low Volatility US Large Cap ETF) are both Low Volatility funds. Both are actively managed. Over the past 3 years, LOWV returned 14.74%/yr vs 12.11%/yr for SELV. Their 0.70 correlation means they have sometimes moved together and sometimes differently. LOWV charges 0.48%/yr vs 0.15%/yr for SELV.

Performance

LOWV vs. SELV - Performance Comparison

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

Returns By Period

In the year-to-date period, LOWV achieves a 5.85% return, which is significantly lower than SELV's 6.90% return.

LOWV

• 1D: 0.93%
• 1M: 2.67%
• 6M: 5.32%
• YTD: 5.85%
• 1Y: 11.55%
• 3Y*: 14.74%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 17.14%

SELV

• 1D: 0.50%
• 1M: 2.81%
• 6M: 4.09%
• YTD: 6.90%
• 1Y: 14.21%
• 3Y*: 12.11%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 9.53%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
LOWV AB US Low Volatility Equity ETF	$248.27K	$453.80K	$603.81K
SELV SEI Enhanced Low Volatility US Large Cap ETF	$608.47K	$511.20K	$528.68K

LOWV vs. SELV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
LOWV AB US Low Volatility Equity ETF	5.85%	12.26%	20.43%	18.90%
SELV SEI Enhanced Low Volatility US Large Cap ETF	6.90%	12.86%	14.71%	8.03%

Correlation

The correlation between LOWV and SELV is 0.47, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.47
Correlation (3Y) Balances recent behavior with more history.	0.69
Correlation (All Time) Calculated using the full available price history since Mar 22, 2023	0.70

Over the past year, the correlation between LOWV and SELV has dropped to 0.47 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.

LOWV vs. SELV - Sectors Allocation Comparison

Sectors	LOWV	SELV
Technology	35.6%	29.3%
Financial Services	14.3%	10.5%
Healthcare	11.6%	18.3%
Communication Services	8.7%	11.4%
Consumer Cyclical	8.2%	2.4%
Industrials	6.9%	7.8%
Consumer Defensive	6.2%	12.2%
Utilities	4.6%	5.1%
Energy	2.3%	2.5%
Real Estate	1.6%	0.1%
Basic Materials	-	0.4%

Return for Risk

LOWV vs. SELV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LOWV

LOWV Risk / Return Rank: 37
LOWV Sharpe Ratio Rank: 39
LOWV Sortino Ratio Rank: 37
LOWV Omega Ratio Rank: 35
LOWV Calmar Ratio Rank: 32
LOWV Martin Ratio Rank: 40

SELV

SELV Risk / Return Rank: 60
SELV Sharpe Ratio Rank: 59
SELV Sortino Ratio Rank: 63
SELV Omega Ratio Rank: 57
SELV Calmar Ratio Rank: 67
SELV Martin Ratio Rank: 54

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LOWV vs. SELV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB US Low Volatility Equity ETF (LOWV) and SEI Enhanced Low Volatility US Large Cap ETF (SELV). 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	SELV	Difference
Sharpe ratio: Return per unit of total volatility	0.97	1.40	-0.44
Sortino ratio: Return per unit of downside risk	1.39	2.09	-0.71
Omega ratio: Gain probability vs. loss probability	1.17	1.25	-0.08
Calmar ratio: Return relative to maximum drawdown	1.07	2.33	-1.26
Martin ratio: Return relative to average drawdown	4.25	6.25	-1.99

LOWV vs. SELV - Sharpe Ratio Comparison

The current LOWV Sharpe Ratio is 0.97, which is lower than the SELV Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of LOWV and SELV, 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. SELV - Drawdown Comparison

The maximum LOWV drawdown since its inception was -13.87%, roughly equal to the maximum SELV drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for LOWV and SELV.

Drawdown Indicators

	LOWV	SELV	Difference
Max Drawdown Largest peak-to-trough decline	-13.87%	-13.73%	-0.14%
Max Drawdown (1Y) Largest decline over 1 year	-9.59%	-5.92%	-3.67%
Max Drawdown (3Y) Largest decline over 3 years	-13.87%	-8.94%	-4.93%
Current Drawdown Current decline from peak	0.00%	-0.91%	+0.91%
Average Drawdown Average peak-to-trough decline	-1.49%	-2.35%	+0.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.41%	2.21%	+0.20%

Volatility

LOWV vs. SELV - Volatility Comparison

The current volatility for AB US Low Volatility Equity ETF (LOWV) is 2.56%, while SEI Enhanced Low Volatility US Large Cap ETF (SELV) has a volatility of 4.54%. This indicates that LOWV experiences smaller price fluctuations and is considered to be less risky than SELV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LOWV	SELV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.56%	4.54%	-1.98%
Volatility (6M) Calculated over the trailing 6-month period	7.89%	8.02%	-0.13%
Volatility (1Y) Calculated over the trailing 1-year period	10.58%	9.86%	+0.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.87%	11.98%	-0.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.87%	11.98%	-0.11%

LOWV vs. SELV - Expense Ratio Comparison

LOWV has a 0.48% expense ratio, which is higher than SELV's 0.15% expense ratio.

Dividends

LOWV vs. SELV - Dividend Comparison

LOWV's dividend yield for the trailing twelve months is around 0.86%, less than SELV's 1.67% yield.

Position	TTM	2025	2024	2023	2022
LOWV AB US Low Volatility Equity ETF	0.86%	0.85%	0.92%	0.77%	0.00%
SELV SEI Enhanced Low Volatility US Large Cap ETF	1.67%	1.74%	1.77%	2.06%	1.26%

Frequently Asked Questions

Can I hold both LOWV and SELV in my portfolio?

LOWV and SELV have a correlation of 0.47, 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 SELV?

SELV has higher volatility (4.54%) compared to LOWV (2.56%). In terms of maximum drawdown, LOWV dropped -13.87% vs SELV's -13.73%.

Which ETF is better, LOWV or SELV?

On 3-year performance, LOWV leads with 14.74% vs 12.11% for SELV. On fees, SELV is cheaper at 0.15% per year. On volatility, LOWV has been the lower-risk option at 2.56%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LOWV or SELV?

Over the 3-year period, LOWV has performed better with a 14.74% return vs 12.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LOWV or SELV?

SELV is cheaper with a 0.15% expense ratio, compared with 0.48% for LOWV.

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

SELV has the higher dividend yield at 1.67%, compared with 0.86% for LOWV.

What is the main difference between LOWV and SELV?

They also come from different issuers: AllianceBernstein and SEI. Their fees differ too: 0.48% for LOWV and 0.15% for SELV.

Which has better risk-adjusted returns?

SELV currently has the higher Sharpe Ratio (1.40 vs 0.97), 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.