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CGDV vs. GCOW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CGDV vs. GCOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Dividend Value ETF (CGDV) and Pacer Global Cash Cows Dividend ETF (GCOW). The values are adjusted to include any dividend payments, if applicable.

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CGDV vs. GCOW - Yearly Performance Comparison


2026 (YTD)2025202420232022
CGDV
Capital Group Dividend Value ETF
-2.26%25.50%20.10%28.81%-2.89%
GCOW
Pacer Global Cash Cows Dividend ETF
13.21%27.34%3.52%13.95%2.08%

Returns By Period

In the year-to-date period, CGDV achieves a -2.26% return, which is significantly lower than GCOW's 13.21% return.


CGDV

1D
2.88%
1M
-6.44%
YTD
-2.26%
6M
1.93%
1Y
20.99%
3Y*
21.38%
5Y*
10Y*

GCOW

1D
0.85%
1M
-1.84%
YTD
13.21%
6M
20.65%
1Y
31.30%
3Y*
16.89%
5Y*
13.65%
10Y*
10.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CGDV vs. GCOW - Expense Ratio Comparison

CGDV has a 0.33% expense ratio, which is lower than GCOW's 0.60% expense ratio.


Return for Risk

CGDV vs. GCOW — Risk / Return Rank

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

CGDV
CGDV Risk / Return Rank: 7878
Overall Rank
CGDV Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CGDV Sortino Ratio Rank: 7676
Sortino Ratio Rank
CGDV Omega Ratio Rank: 7878
Omega Ratio Rank
CGDV Calmar Ratio Rank: 7979
Calmar Ratio Rank
CGDV Martin Ratio Rank: 8383
Martin Ratio Rank

GCOW
GCOW Risk / Return Rank: 9393
Overall Rank
GCOW Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GCOW Sortino Ratio Rank: 9595
Sortino Ratio Rank
GCOW Omega Ratio Rank: 9494
Omega Ratio Rank
GCOW Calmar Ratio Rank: 8989
Calmar Ratio Rank
GCOW Martin Ratio Rank: 9494
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.

CGDV vs. GCOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Dividend Value ETF (CGDV) and Pacer Global Cash Cows Dividend ETF (GCOW). 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.


CGDVGCOWDifference

Sharpe ratio

Return per unit of total volatility

1.26

2.27

-1.01

Sortino ratio

Return per unit of downside risk

1.83

3.01

-1.18

Omega ratio

Gain probability vs. loss probability

1.28

1.44

-0.16

Calmar ratio

Return relative to maximum drawdown

2.01

2.77

-0.76

Martin ratio

Return relative to average drawdown

8.64

14.12

-5.47

CGDV vs. GCOW - Sharpe Ratio Comparison

The current CGDV Sharpe Ratio is 1.26, which is lower than the GCOW Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of CGDV and GCOW, 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


CGDVGCOWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

2.27

-1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.60

+0.44

Correlation

The correlation between CGDV and GCOW is 0.68, 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

CGDV vs. GCOW - Dividend Comparison

CGDV's dividend yield for the trailing twelve months is around 1.34%, less than GCOW's 4.39% yield.


TTM2025202420232022202120202019201820172016
CGDV
Capital Group Dividend Value ETF
1.34%1.29%1.60%1.65%1.36%0.00%0.00%0.00%0.00%0.00%0.00%
GCOW
Pacer Global Cash Cows Dividend ETF
4.39%4.06%5.14%5.28%4.39%4.23%4.12%4.40%3.94%2.79%1.95%

Drawdowns

CGDV vs. GCOW - Drawdown Comparison

The maximum CGDV drawdown since its inception was -21.82%, smaller than the maximum GCOW drawdown of -37.64%. Use the drawdown chart below to compare losses from any high point for CGDV and GCOW.


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Drawdown Indicators


CGDVGCOWDifference

Max Drawdown

Largest peak-to-trough decline

-21.82%

-37.64%

+15.82%

Max Drawdown (1Y)

Largest decline over 1 year

-10.91%

-11.05%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-21.48%

Max Drawdown (10Y)

Largest decline over 10 years

-37.64%

Current Drawdown

Current decline from peak

-7.15%

-1.84%

-5.31%

Average Drawdown

Average peak-to-trough decline

-3.72%

-5.90%

+2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

2.17%

+0.37%

Volatility

CGDV vs. GCOW - Volatility Comparison

Capital Group Dividend Value ETF (CGDV) has a higher volatility of 5.60% compared to Pacer Global Cash Cows Dividend ETF (GCOW) at 4.03%. This indicates that CGDV's price experiences larger fluctuations and is considered to be riskier than GCOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGDVGCOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

4.03%

+1.57%

Volatility (6M)

Calculated over the trailing 6-month period

9.27%

7.90%

+1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

16.77%

13.89%

+2.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.62%

13.48%

+2.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.62%

16.25%

-0.63%