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COWG vs. GSLC.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COWG vs. GSLC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer US Large Cap Cash Cows Growth Leaders ETF (COWG) and Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GSLC.L). The values are adjusted to include any dividend payments, if applicable.

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COWG vs. GSLC.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
COWG
Pacer US Large Cap Cash Cows Growth Leaders ETF
-3.92%10.24%34.99%20.69%-0.68%
GSLC.L
Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.)
-5.34%16.46%23.04%25.10%0.00%

Returns By Period

In the year-to-date period, COWG achieves a -3.92% return, which is significantly higher than GSLC.L's -5.34% return.


COWG

1D
0.24%
1M
-4.35%
YTD
-3.92%
6M
-7.05%
1Y
9.21%
3Y*
18.49%
5Y*
10Y*

GSLC.L

1D
3.06%
1M
-3.97%
YTD
-5.34%
6M
-3.19%
1Y
14.87%
3Y*
16.81%
5Y*
10.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COWG vs. GSLC.L - Expense Ratio Comparison

COWG has a 0.49% expense ratio, which is higher than GSLC.L's 0.14% expense ratio.


Return for Risk

COWG vs. GSLC.L — Risk / Return Rank

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

COWG
COWG Risk / Return Rank: 2626
Overall Rank
COWG Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
COWG Sortino Ratio Rank: 2424
Sortino Ratio Rank
COWG Omega Ratio Rank: 2424
Omega Ratio Rank
COWG Calmar Ratio Rank: 3131
Calmar Ratio Rank
COWG Martin Ratio Rank: 2929
Martin Ratio Rank

GSLC.L
GSLC.L Risk / Return Rank: 4848
Overall Rank
GSLC.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
GSLC.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
GSLC.L Omega Ratio Rank: 4343
Omega Ratio Rank
GSLC.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
GSLC.L Martin Ratio Rank: 5454
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.

COWG vs. GSLC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer US Large Cap Cash Cows Growth Leaders ETF (COWG) and Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GSLC.L). 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.


COWGGSLC.LDifference

Sharpe ratio

Return per unit of total volatility

0.41

0.88

-0.46

Sortino ratio

Return per unit of downside risk

0.74

1.33

-0.59

Omega ratio

Gain probability vs. loss probability

1.10

1.18

-0.08

Calmar ratio

Return relative to maximum drawdown

0.79

1.44

-0.65

Martin ratio

Return relative to average drawdown

2.55

5.77

-3.22

COWG vs. GSLC.L - Sharpe Ratio Comparison

The current COWG Sharpe Ratio is 0.41, which is lower than the GSLC.L Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of COWG and GSLC.L, 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


COWGGSLC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.41

0.88

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

1.02

-0.09

Correlation

The correlation between COWG and GSLC.L is 0.42, 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

COWG vs. GSLC.L - Dividend Comparison

COWG's dividend yield for the trailing twelve months is around 0.35%, while GSLC.L has not paid dividends to shareholders.


Drawdowns

COWG vs. GSLC.L - Drawdown Comparison

The maximum COWG drawdown since its inception was -23.60%, smaller than the maximum GSLC.L drawdown of -29.20%. Use the drawdown chart below to compare losses from any high point for COWG and GSLC.L.


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Drawdown Indicators


COWGGSLC.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.60%

-29.20%

+5.60%

Max Drawdown (1Y)

Largest decline over 1 year

-12.96%

-11.72%

-1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-23.89%

Current Drawdown

Current decline from peak

-7.98%

-6.62%

-1.36%

Average Drawdown

Average peak-to-trough decline

-3.36%

-4.75%

+1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.00%

2.51%

+1.49%

Volatility

COWG vs. GSLC.L - Volatility Comparison

Pacer US Large Cap Cash Cows Growth Leaders ETF (COWG) and Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GSLC.L) have volatilities of 5.87% and 5.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COWGGSLC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

5.68%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

13.24%

10.07%

+3.17%

Volatility (1Y)

Calculated over the trailing 1-year period

22.50%

16.95%

+5.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.32%

19.42%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.32%

21.51%

-2.19%