lag 1dρ -0.23holdout -0.06stable 75%$/day $228kmoderate
LOWV AB US Low Volatility Equity ETF
- Last close
- 82.97
- 504-day return
- +21.19%
- Median $/day
- $394k
- Relationships shown
- 13
- Leader rank
- #421
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
LOWV vs QDEF
Both indexed to 100 at 2026-05-11.
Follows LOWV
These tend to repeat LOWV's moves later.
lag 1dρ -0.21holdout -0.24stable 75%$/day $105krobust
Moves with LOWV
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.88beyond mkt +0.40holdout +0.90stable 100%robust
ρ +0.82beyond mkt +0.40holdout +0.81stable 100%robust
ρ +0.84beyond mkt +0.35holdout +0.86stable 100%robust
ρ +0.85beyond mkt +0.34holdout +0.88stable 100%robust
ρ +0.88beyond mkt +0.26holdout +0.86stable 100%robust
ρ +0.84beyond mkt +0.18holdout +0.83stable 100%robust
Moves against LOWV
ρ -0.48beyond mkt +0.11holdout -0.43stable 100%robust
ρ -0.61beyond mkt +0.00holdout -0.52stable 100%robust
ρ -0.55beyond mkt +0.00holdout -0.38stable 100%robust
ρ -0.69beyond mkt +0.00holdout -0.61stable 100%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 5dρ +0.33holdout +0.28stable 75%robust
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.64recent -0.47prior +0.18beyond mkt +0.00
Δ -0.61recent -0.15prior +0.46beyond mkt +0.06
Δ -0.58recent -0.61prior -0.03beyond mkt +0.02
Δ -0.52recent -0.11prior +0.41beyond mkt -0.01
Δ -0.51recent -0.35prior +0.17beyond mkt -0.01
Δ -0.51recent -0.38prior +0.13beyond mkt +0.04
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.