AB International Low Volatility Equity ETF (ILOW) Performance

NYSE Arca: ILOWTotal returns, calendar years, drawdowns and risk since 2024.

ILOW total return

Distributions reinvested · as of Oct 23, 2026
YTD
+8.0%
since Dec 31, 2025
1 year
+9.7%
total return
Since first price
+35.3%
since 2024

ILOW trailing returns vs SPY, QQQ, AGG

ILOW trailing returns
PeriodILOW total returnPrice onlyS&P 500 (SPY)Nasdaq-100 (QQQ)U.S. bonds (AGG)
1 month−0.2%−0.2%−1.0%−5.0%+0.9%
3 months+1.9%+1.9%+3.2%+1.9%−0.4%
6 months+4.0%+4.0%+7.8%+8.4%−1.5%
YTD+8.0%+8.0%+12.3%+15.1%−1.0%
1 year+9.7%+8.0%+14.4%+15.9%−1.1%
Since inceptionJul 15, 2024+35.3%+32.2%———

Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.

Growth of $10,000: ILOW vs SPY

ILOWS&P 500 (SPY)

From Jul 15, 2024: ILOW grew to $13,531, SPY to $13,889.

Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.

ILOW returns by calendar year

ILOWSPY

1 of 1 full years positive. Best 2025 (+27.0%), worst 2025 (+27.0%). 2026 is year to date.

ILOW annual returns table

ILOW calendar-year returns
YearILOWLargest dropSPYQQQAGG
2026YTD+8.0%−9.8%+12.3%+15.1%−1.0%
2025+27.0%−10.4%+17.7%+20.8%+7.2%

Largest drop = deepest fall from a high within that calendar year.

Calendar-year return vs largest drop within the year

Calendar-year returnLargest drop within the year

Most years include a sizable fall at some point even when the year ends higher.

ILOW largest drawdowns

Now 3.8% below the high
ILOW largest drawdowns
PeakDeclineBottomRecoveredFallUnderwater
Mar 19, 2025−10.4%Apr 8, 2025Apr 22, 202520 days34 days

Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.

ILOW risk statistics

ILOW risk statistics
StatisticSince 2024
Annualized return+14.1%
Volatility (annualized)10.3%
Sharpe ratio0.95
Sortino ratio1.46
Best month+5.5%
Worst month−6.4%
Best 12 months+27.0%
Worst 12 months+9.0%
Positive months77%
Beta vs S&P 500—
Correlation with S&P 500—

From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.

ILOW rolling returns

ILOW rolling returns
Holding periodPeriodsWorstMedianBestPositive
1-year16+9.0%+16.6%+27.0%100%

Every holding period starting at a month-end since 2024. Returns for 3 years and longer are annualized.

ILOW performance overview

AB International Low Volatility Equity ETF (ILOW) returned +9.7% over the past year, with distributions reinvested. Since its first recorded price on Jul 15, 2024 it has returned +35.3%. Over the same year S&P 500 (SPY) returned +14.4%.

The deepest decline was −10.4%, from Mar 19, 2025 to Apr 8, 2025, and it took 14 days to get back to the old high. Volatility has been 10.3% a year.

Related: ILOW chart, ILOW holdings, ILOW dividends. See the ILOW overview for the latest quote and fund facts.

ILOW performance FAQ

What is the ILOW return over the past year?

ILOW returned +9.7% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 8.0%.

How much would $10,000 invested in ILOW be worth?

$10,000 invested in ILOW at its first recorded close on July 15, 2024 would be worth about $13,531 on October 23, 2026 with distributions reinvested.

What is the biggest drawdown of ILOW?

The largest peak-to-trough decline was −10.4% between March 19, 2025 and April 8, 2025. It recovered to the old high on April 22, 2025, 14 days after the bottom.

How volatile is ILOW?

Over the past history ILOW had an annualized volatility of 10.3% and a Sharpe ratio of 0.95 (excess return over 1–3 month T-bills per unit of risk).