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BULD vs. ICOW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BULD vs. ICOW - Performance Comparison

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

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BULD vs. ICOW - Yearly Performance Comparison


2026 (YTD)2025202420232022
BULD
Pacer BlueStar Engineering the Future ETF
5.95%23.20%-3.93%28.27%-12.41%
ICOW
Pacer Developed Markets International Cash Cows 100 ETF
10.88%36.95%-2.59%18.94%-3.27%

Returns By Period

In the year-to-date period, BULD achieves a 5.95% return, which is significantly lower than ICOW's 10.88% return.


BULD

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

ICOW

1D
0.97%
1M
-3.10%
YTD
10.88%
6M
18.26%
1Y
39.13%
3Y*
17.39%
5Y*
10.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BULD vs. ICOW - Expense Ratio Comparison

BULD has a 0.60% expense ratio, which is lower than ICOW's 0.65% expense ratio.


Return for Risk

BULD vs. ICOW — 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

ICOW
ICOW Risk / Return Rank: 9393
Overall Rank
ICOW Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
ICOW Sortino Ratio Rank: 9494
Sortino Ratio Rank
ICOW Omega Ratio Rank: 9494
Omega Ratio Rank
ICOW Calmar Ratio Rank: 9191
Calmar Ratio Rank
ICOW Martin Ratio Rank: 9595
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. ICOW - Risk-Adjusted Trends Comparison

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


BULDICOWDifference

Sharpe ratio

Return per unit of total volatility

1.34

2.30

-0.96

Sortino ratio

Return per unit of downside risk

2.01

2.95

-0.94

Omega ratio

Gain probability vs. loss probability

1.24

1.46

-0.21

Calmar ratio

Return relative to maximum drawdown

2.58

3.31

-0.73

Martin ratio

Return relative to average drawdown

7.95

15.48

-7.53

BULD vs. ICOW - Sharpe Ratio Comparison

The current BULD Sharpe Ratio is 1.34, which is lower than the ICOW Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of BULD and ICOW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BULDICOWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

2.30

-0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.52

-0.19

Correlation

The correlation between BULD and ICOW is 0.61, 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. ICOW - Dividend Comparison

BULD's dividend yield for the trailing twelve months is around 1.17%, less than ICOW's 2.24% yield.


TTM202520242023202220212020201920182017
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%
ICOW
Pacer Developed Markets International Cash Cows 100 ETF
2.24%3.03%4.39%3.61%5.26%2.11%2.46%3.10%2.61%0.80%

Drawdowns

BULD vs. ICOW - Drawdown Comparison

The maximum BULD drawdown since its inception was -27.64%, smaller than the maximum ICOW drawdown of -43.49%. Use the drawdown chart below to compare losses from any high point for BULD and ICOW.


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Drawdown Indicators


BULDICOWDifference

Max Drawdown

Largest peak-to-trough decline

-27.64%

-43.49%

+15.85%

Max Drawdown (1Y)

Largest decline over 1 year

-15.48%

-12.00%

-3.48%

Max Drawdown (5Y)

Largest decline over 5 years

-28.48%

Current Drawdown

Current decline from peak

-9.76%

-4.20%

-5.56%

Average Drawdown

Average peak-to-trough decline

-8.57%

-7.71%

-0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.02%

2.59%

+2.43%

Volatility

BULD vs. ICOW - Volatility Comparison

Pacer BlueStar Engineering the Future ETF (BULD) has a higher volatility of 10.27% compared to Pacer Developed Markets International Cash Cows 100 ETF (ICOW) at 5.30%. This indicates that BULD's price experiences larger fluctuations and is considered to be riskier than ICOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BULDICOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.27%

5.30%

+4.97%

Volatility (6M)

Calculated over the trailing 6-month period

22.23%

10.44%

+11.79%

Volatility (1Y)

Calculated over the trailing 1-year period

29.95%

17.12%

+12.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.62%

16.58%

+11.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.62%

18.53%

+9.09%