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COWZ vs. DIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

COWZ vs. DIV

Last updated Jun 24, 2026

COWZ (Pacer US Cash Cows 100 ETF) and DIV (Global X SuperDividend U.S. ETF) are both Mid Cap Value Equities funds - COWZ tracks the Pacer US Cash Cows 100 Index while DIV tracks the Indxx SuperDividend® U.S. Low Volatility Index. Both are passively managed. Over the past 5 years, COWZ returned 9.90%/yr vs 5.62%/yr for DIV. A 0.74 correlation means they provide meaningful diversification when combined. COWZ charges 0.49%/yr vs 0.45%/yr for DIV.

Performance

COWZ vs. DIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer US Cash Cows 100 ETF (COWZ) and Global X SuperDividend U.S. ETF (DIV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COWZ achieves a 3.27% return, which is significantly lower than DIV's 13.39% return.

COWZ

1D
0.59%
1M
-3.72%
YTD
3.27%
6M
2.69%
1Y
15.76%
3Y*
12.38%
5Y*
9.90%
10Y*
—

DIV

1D
1.81%
1M
-1.67%
YTD
13.39%
6M
13.87%
1Y
15.53%
3Y*
12.84%
5Y*
5.62%
10Y*
4.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COWZ vs. DIV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
COWZ
Pacer US Cash Cows 100 ETF		3.27%8.98%10.64%14.73%0.19%42.57%11.65%23.41%-10.05%20.22%
DIV
Global X SuperDividend U.S. ETF		13.39%3.10%11.27%-1.73%-3.92%30.60%-22.85%14.50%-6.60%9.90%

Correlation

The correlation between COWZ and DIV is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.63

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

Correlation (5Y)
Calculated over the trailing 5-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2016

0.74

The correlation between COWZ and DIV shifts across timeframes, from 0.63 (1 year) to 0.76 (5 years), reflecting how their relationship changes across market environments.

COWZ vs. DIV - Sectors Allocation Comparison

Sectors
COWZ
DIV

Healthcare

21.8%
3.4%

Energy

16.9%
23.2%

Technology

16.0%

-

Consumer Cyclical

11.7%
3.7%

Consumer Defensive

10.9%
10.8%

Communication Services

10.4%
6.5%

Industrials

8.4%
11.9%

Basic Materials

3.7%
4.3%

Financial Services

-

3.8%

Real Estate

-

20.1%

Utilities

-

11.7%

Healthcare

COWZ
21.8%
DIV
3.4%

Energy

COWZ
16.9%
DIV
23.2%

Technology

COWZ
16.0%
DIV

-

Consumer Cyclical

COWZ
11.7%
DIV
3.7%

Consumer Defensive

COWZ
10.9%
DIV
10.8%

Communication Services

COWZ
10.4%
DIV
6.5%

Industrials

COWZ
8.4%
DIV
11.9%

Basic Materials

COWZ
3.7%
DIV
4.3%

Financial Services

COWZ

-

DIV
3.8%

Real Estate

COWZ

-

DIV
20.1%

Utilities

COWZ

-

DIV
11.7%

Compare stocks, funds, or ETFs

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

Pacer US Cash Cows 100 ETF

Global X SuperDividend U.S. ETF

Often compared with COWZ:
COWZ vs. VOOCOWZ vs. VFLOCOWZ vs. SCHDCOWZ vs. GCOWCOWZ vs. COWGCOWZ vs. CALFCOWZ vs. VOOV
Often compared with DIV:
DIV vs. DIVODIV vs. SCHDDIV vs. SPYDDIV vs. VOODIV vs. JEPIDIV vs. VYMDIV vs. SPHD

Return for Risk

COWZ vs. DIV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
COWZ
COWZ Risk / Return Rank: 4545
Overall Rank
COWZ Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
COWZ Sortino Ratio Rank: 4242
Sortino Ratio Rank
COWZ Omega Ratio Rank: 3939
Omega Ratio Rank
COWZ Calmar Ratio Rank: 5656
Calmar Ratio Rank
COWZ Martin Ratio Rank: 4848
Martin Ratio Rank
DIV
DIV Risk / Return Rank: 4848
Overall Rank
DIV Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
DIV Sortino Ratio Rank: 4343
Sortino Ratio Rank
DIV Omega Ratio Rank: 3939
Omega Ratio Rank
DIV Calmar Ratio Rank: 6363
Calmar Ratio Rank
DIV Martin Ratio Rank: 4949
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.

COWZ vs. DIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer US Cash Cows 100 ETF (COWZ) and Global X SuperDividend U.S. ETF (DIV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

COWZDIVDifference
Sharpe ratioReturn per unit of total volatility
1.39
1.47

-0.08

Sortino ratioReturn per unit of downside risk
2.05
2.11

-0.06

Omega ratioGain probability vs. loss probability

1.25

1.25

0.00

Calmar ratioReturn relative to maximum drawdown

2.66

2.98

-0.33

Martin ratioReturn relative to average drawdown

7.92

8.09

-0.18

COWZ vs. DIV - Sharpe Ratio Comparison

The current COWZ Sharpe Ratio is 1.39, which is comparable to the DIV Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of COWZ and DIV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

COWZ vs. DIV - Drawdown Comparison

The maximum COWZ drawdown since its inception was -38.63%, smaller than the maximum DIV drawdown of -52.74%. Use the drawdown chart below to compare losses from any high point for COWZ and DIV.

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Drawdown Indicators

COWZDIVDifference

Max Drawdown

Largest peak-to-trough decline

-38.63%

-52.74%

+14.11%

Max Drawdown (1Y)

Largest decline over 1 year

-5.95%

-5.23%

-0.72%

Max Drawdown (3Y)

Largest decline over 3 years

-22.00%

-12.33%

-9.67%

Max Drawdown (5Y)

Largest decline over 5 years

-22.00%

-21.14%

-0.86%

Max Drawdown (10Y)

Largest decline over 10 years

—

-52.74%

—

Current Drawdown

Current decline from peak

-5.40%

-1.67%

-3.73%

Average Drawdown

Average peak-to-trough decline

-4.80%

-7.01%

+2.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

1.92%

+0.08%

Volatility

COWZ vs. DIV - Volatility Comparison

Pacer US Cash Cows 100 ETF (COWZ) has a higher volatility of 3.97% compared to Global X SuperDividend U.S. ETF (DIV) at 3.68%. This indicates that COWZ's price experiences larger fluctuations and is considered to be riskier than DIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

COWZDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

3.68%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

7.53%

7.54%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

11.38%

10.64%

+0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.64%

13.69%

+3.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.90%

18.00%

+1.90%

COWZ vs. DIV - Expense Ratio Comparison

COWZ has a 0.49% expense ratio, which is higher than DIV's 0.45% expense ratio.

Dividends

COWZ vs. DIV - Dividend Comparison

COWZ's dividend yield for the trailing twelve months is around 2.00%, less than DIV's 6.77% yield.

PositionTTM20252024202320222021202020192018201720162015
COWZ
Pacer US Cash Cows 100 ETF		2.00%2.19%1.82%1.92%1.96%1.48%2.54%1.96%1.67%1.95%0.13%0.00%
DIV
Global X SuperDividend U.S. ETF		6.77%7.30%5.74%7.13%6.62%5.24%8.01%7.65%7.08%5.92%6.78%8.44%

Frequently Asked Questions

COWZ and DIV have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COWZ has higher volatility (3.97%) compared to DIV (3.68%). In terms of maximum drawdown, COWZ dropped -38.63% vs DIV's -52.74%.

On 5-year performance, COWZ leads with 9.90% vs 5.62% for DIV. On fees, DIV is cheaper at 0.45% per year. On volatility, DIV has been the lower-risk option at 3.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, COWZ has performed better with a 9.90% return vs 5.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DIV is cheaper with a 0.45% expense ratio, compared with 0.49% for COWZ.

DIV has the higher dividend yield at 6.77%, compared with 2.00% for COWZ.

COWZ tracks Pacer US Cash Cows 100 Index, while DIV tracks Indxx SuperDividend® U.S. Low Volatility Index. They also come from different issuers: Pacer and Global X. Their fees differ too: 0.49% for COWZ and 0.45% for DIV.

DIV currently has the higher Sharpe Ratio (1.47 vs 1.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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