PortfoliosLab logoPortfoliosLab logo
BULD vs. COWZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BULD vs. COWZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer BlueStar Engineering the Future ETF (BULD) and Pacer US Cash Cows 100 ETF (COWZ). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BULD vs. COWZ - Yearly Performance Comparison


2026 (YTD)2025202420232022
BULD
Pacer BlueStar Engineering the Future ETF
5.95%23.20%-3.93%28.27%-12.41%
COWZ
Pacer US Cash Cows 100 ETF
3.91%8.98%10.64%14.73%-4.31%

Returns By Period

In the year-to-date period, BULD achieves a 5.95% return, which is significantly higher than COWZ's 3.91% return.


BULD

1D
1.85%
1M
-7.20%
YTD
5.95%
6M
4.77%
1Y
39.81%
3Y*
10.65%
5Y*
10Y*

COWZ

1D
-0.37%
1M
-3.51%
YTD
3.91%
6M
9.24%
1Y
16.64%
3Y*
12.12%
5Y*
10.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BULD vs. COWZ - Expense Ratio Comparison

BULD has a 0.60% expense ratio, which is higher than COWZ's 0.49% expense ratio.


Return for Risk

BULD vs. COWZ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BULD
BULD Risk / Return Rank: 7272
Overall Rank
BULD Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
BULD Sortino Ratio Rank: 7575
Sortino Ratio Rank
BULD Omega Ratio Rank: 6262
Omega Ratio Rank
BULD Calmar Ratio Rank: 8282
Calmar Ratio Rank
BULD Martin Ratio Rank: 7070
Martin Ratio Rank

COWZ
COWZ Risk / Return Rank: 5151
Overall Rank
COWZ Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
COWZ Sortino Ratio Rank: 5252
Sortino Ratio Rank
COWZ Omega Ratio Rank: 5454
Omega Ratio Rank
COWZ Calmar Ratio Rank: 4444
Calmar Ratio Rank
COWZ Martin Ratio Rank: 5555
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.

BULD vs. COWZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer BlueStar Engineering the Future ETF (BULD) and Pacer US Cash Cows 100 ETF (COWZ). 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.


BULDCOWZDifference

Sharpe ratio

Return per unit of total volatility

1.34

0.96

+0.38

Sortino ratio

Return per unit of downside risk

2.01

1.43

+0.58

Omega ratio

Gain probability vs. loss probability

1.24

1.21

+0.03

Calmar ratio

Return relative to maximum drawdown

2.58

1.20

+1.37

Martin ratio

Return relative to average drawdown

7.95

5.59

+2.36

BULD vs. COWZ - Sharpe Ratio Comparison

The current BULD Sharpe Ratio is 1.34, which is higher than the COWZ Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of BULD and COWZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BULDCOWZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

0.96

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.63

-0.30

Correlation

The correlation between BULD and COWZ is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BULD vs. COWZ - Dividend Comparison

BULD's dividend yield for the trailing twelve months is around 1.17%, less than COWZ's 2.07% yield.


TTM2025202420232022202120202019201820172016
BULD
Pacer BlueStar Engineering the Future ETF
1.17%1.24%0.18%0.21%0.08%0.00%0.00%0.00%0.00%0.00%0.00%
COWZ
Pacer US Cash Cows 100 ETF
2.07%2.19%1.82%1.92%1.96%1.48%2.54%1.96%1.67%1.95%0.13%

Drawdowns

BULD vs. COWZ - Drawdown Comparison

The maximum BULD drawdown since its inception was -27.64%, smaller than the maximum COWZ drawdown of -38.63%. Use the drawdown chart below to compare losses from any high point for BULD and COWZ.


Loading graphics...

Drawdown Indicators


BULDCOWZDifference

Max Drawdown

Largest peak-to-trough decline

-27.64%

-38.63%

+10.99%

Max Drawdown (1Y)

Largest decline over 1 year

-15.48%

-13.55%

-1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-22.00%

Current Drawdown

Current decline from peak

-9.76%

-3.72%

-6.04%

Average Drawdown

Average peak-to-trough decline

-8.57%

-4.85%

-3.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.02%

2.92%

+2.10%

Volatility

BULD vs. COWZ - Volatility Comparison

Pacer BlueStar Engineering the Future ETF (BULD) has a higher volatility of 10.27% compared to Pacer US Cash Cows 100 ETF (COWZ) at 2.96%. This indicates that BULD's price experiences larger fluctuations and is considered to be riskier than COWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BULDCOWZDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.27%

2.96%

+7.31%

Volatility (6M)

Calculated over the trailing 6-month period

22.23%

8.37%

+13.86%

Volatility (1Y)

Calculated over the trailing 1-year period

29.95%

17.50%

+12.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.62%

17.73%

+9.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.62%

20.08%

+7.54%