CALF vs. DIVB
Compare and contrast key facts about Pacer US Small Cap Cash Cows 100 ETF (CALF) and iShares U.S. Dividend and Buyback ETF (DIVB).
CALF and DIVB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CALF is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer US Small Cap Cash Cows Index. It was launched on Jun 16, 2017. DIVB is a passively managed fund by iShares that tracks the performance of the Morningstar US Dividend and Buyback Index. It was launched on Nov 7, 2017. Both CALF and DIVB are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CALF or DIVB.
Performance
CALF vs. DIVB - Performance Comparison
Returns By Period
In the year-to-date period, CALF achieves a -2.82% return, which is significantly lower than DIVB's 22.63% return.
CALF
-2.82%
-1.24%
0.54%
8.66%
14.07%
N/A
DIVB
22.63%
-0.74%
11.96%
32.97%
13.38%
N/A
Key characteristics
| CALF | DIVB | |
|---|---|---|
| Sharpe Ratio | 0.40 | 2.98 |
| Sortino Ratio | 0.75 | 4.24 |
| Omega Ratio | 1.08 | 1.53 |
| Calmar Ratio | 0.62 | 3.85 |
| Martin Ratio | 1.41 | 19.87 |
| Ulcer Index | 6.09% | 1.66% |
| Daily Std Dev | 21.17% | 11.03% |
| Max Drawdown | -47.58% | -36.93% |
| Current Drawdown | -5.21% | -1.60% |
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CALF vs. DIVB - Expense Ratio Comparison
CALF has a 0.59% expense ratio, which is higher than DIVB's 0.25% expense ratio.
Correlation
The correlation between CALF and DIVB is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
CALF vs. DIVB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer US Small Cap Cash Cows 100 ETF (CALF) and iShares U.S. Dividend and Buyback ETF (DIVB). 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.
Dividends
CALF vs. DIVB - Dividend Comparison
CALF's dividend yield for the trailing twelve months is around 1.06%, less than DIVB's 2.50% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
CALF Pacer US Small Cap Cash Cows 100 ETF | 1.06% | 1.18% | 0.85% | 2.63% | 0.82% | 0.99% | 1.39% | 0.70% |
DIVB iShares U.S. Dividend and Buyback ETF | 2.50% | 3.18% | 2.02% | 1.63% | 2.08% | 2.07% | 2.51% | 0.37% |
Drawdowns
CALF vs. DIVB - Drawdown Comparison
The maximum CALF drawdown since its inception was -47.58%, which is greater than DIVB's maximum drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for CALF and DIVB. For additional features, visit the drawdowns tool.
Volatility
CALF vs. DIVB - Volatility Comparison
Pacer US Small Cap Cash Cows 100 ETF (CALF) has a higher volatility of 7.67% compared to iShares U.S. Dividend and Buyback ETF (DIVB) at 3.82%. This indicates that CALF's price experiences larger fluctuations and is considered to be riskier than DIVB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.