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COWZ vs. DSTL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between COWZ and DSTL is 0.78, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

COWZ vs. DSTL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer US Cash Cows 100 ETF (COWZ) and Distillate US Fundamental Stability & Value ETF (DSTL). The values are adjusted to include any dividend payments, if applicable.

100.00%110.00%120.00%130.00%140.00%150.00%160.00%NovemberDecember2025FebruaryMarchApril
115.58%
130.67%
COWZ
DSTL

Key characteristics

Sharpe Ratio

COWZ:

-0.26

DSTL:

0.22

Sortino Ratio

COWZ:

-0.24

DSTL:

0.44

Omega Ratio

COWZ:

0.97

DSTL:

1.06

Calmar Ratio

COWZ:

-0.22

DSTL:

0.21

Martin Ratio

COWZ:

-0.80

DSTL:

0.79

Ulcer Index

COWZ:

6.16%

DSTL:

4.55%

Daily Std Dev

COWZ:

19.03%

DSTL:

16.42%

Max Drawdown

COWZ:

-38.63%

DSTL:

-33.10%

Current Drawdown

COWZ:

-15.03%

DSTL:

-10.55%

Returns By Period

In the year-to-date period, COWZ achieves a -8.08% return, which is significantly lower than DSTL's -4.50% return.


COWZ

YTD

-8.08%

1M

-6.64%

6M

-9.12%

1Y

-5.26%

5Y*

19.28%

10Y*

N/A

DSTL

YTD

-4.50%

1M

-4.62%

6M

-6.05%

1Y

2.76%

5Y*

15.36%

10Y*

N/A

*Annualized

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COWZ vs. DSTL - Expense Ratio Comparison

COWZ has a 0.49% expense ratio, which is higher than DSTL's 0.39% expense ratio.


Expense ratio chart for COWZ: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
COWZ: 0.49%
Expense ratio chart for DSTL: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DSTL: 0.39%

Risk-Adjusted Performance

COWZ vs. DSTL — Risk-Adjusted Performance Rank

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

COWZ
The Risk-Adjusted Performance Rank of COWZ is 1010
Overall Rank
The Sharpe Ratio Rank of COWZ is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of COWZ is 1010
Sortino Ratio Rank
The Omega Ratio Rank of COWZ is 1010
Omega Ratio Rank
The Calmar Ratio Rank of COWZ is 99
Calmar Ratio Rank
The Martin Ratio Rank of COWZ is 99
Martin Ratio Rank

DSTL
The Risk-Adjusted Performance Rank of DSTL is 4040
Overall Rank
The Sharpe Ratio Rank of DSTL is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of DSTL is 3939
Sortino Ratio Rank
The Omega Ratio Rank of DSTL is 3838
Omega Ratio Rank
The Calmar Ratio Rank of DSTL is 4242
Calmar Ratio Rank
The Martin Ratio Rank of DSTL is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

COWZ vs. DSTL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer US Cash Cows 100 ETF (COWZ) and Distillate US Fundamental Stability & Value ETF (DSTL). 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.


The chart of Sharpe ratio for COWZ, currently valued at -0.26, compared to the broader market-1.000.001.002.003.004.00
COWZ: -0.26
DSTL: 0.22
The chart of Sortino ratio for COWZ, currently valued at -0.24, compared to the broader market-2.000.002.004.006.008.00
COWZ: -0.24
DSTL: 0.44
The chart of Omega ratio for COWZ, currently valued at 0.97, compared to the broader market0.501.001.502.002.50
COWZ: 0.97
DSTL: 1.06
The chart of Calmar ratio for COWZ, currently valued at -0.22, compared to the broader market0.002.004.006.008.0010.0012.00
COWZ: -0.22
DSTL: 0.21
The chart of Martin ratio for COWZ, currently valued at -0.80, compared to the broader market0.0020.0040.0060.00
COWZ: -0.80
DSTL: 0.79

The current COWZ Sharpe Ratio is -0.26, which is lower than the DSTL Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of COWZ and DSTL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.26
0.22
COWZ
DSTL

Dividends

COWZ vs. DSTL - Dividend Comparison

COWZ's dividend yield for the trailing twelve months is around 1.96%, more than DSTL's 1.52% yield.


TTM202420232022202120202019201820172016
COWZ
Pacer US Cash Cows 100 ETF
1.96%1.82%1.92%1.96%1.48%2.54%1.96%1.67%1.94%0.13%
DSTL
Distillate US Fundamental Stability & Value ETF
1.52%1.34%1.30%1.35%1.01%0.83%0.97%0.45%0.00%0.00%

Drawdowns

COWZ vs. DSTL - Drawdown Comparison

The maximum COWZ drawdown since its inception was -38.63%, which is greater than DSTL's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for COWZ and DSTL. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.03%
-10.55%
COWZ
DSTL

Volatility

COWZ vs. DSTL - Volatility Comparison

Pacer US Cash Cows 100 ETF (COWZ) has a higher volatility of 13.14% compared to Distillate US Fundamental Stability & Value ETF (DSTL) at 11.60%. This indicates that COWZ's price experiences larger fluctuations and is considered to be riskier than DSTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.14%
11.60%
COWZ
DSTL