DBSC vs. CALF
DBSC (Deepwater Beachfront Small Cap ETF) and CALF (Pacer US Small Cap Cash Cows ETF) are both exchange-traded funds - DBSC is a Small Cap Blend Equities fund actively managed by Deepwater Asset Management, while CALF is a Small Cap Value Equities fund tracking the Pacer US Small Cap Cash Cows Index. DBSC is actively managed, while CALF is passively managed. Their 0.40 correlation means their historical movements had little consistent relationship. DBSC charges 0.85%/yr vs 0.59%/yr for CALF.
Performance
DBSC vs. CALF - Performance Comparison
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Returns By Period
In the year-to-date period, DBSC achieves a 5.96% return, which is significantly lower than CALF's 24.42% return.
DBSC
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 1.88%
- YTD
- 5.96%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
CALF
- 1D
- 1.57%
- 1M
- 6.54%
- 6M
- 20.48%
- YTD
- 24.42%
- 1Y
- 41.78%
- 3Y*
- 9.49%
- 5Y*
- 6.84%
- 10Y*
- —
- ALL TIME*
- 10.54%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $24.87M | $26.51M | $26.11M | |
| $0.00 | $0.00 | $0.00 |
DBSC vs. CALF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DBSC Deepwater Beachfront Small Cap ETF | 5.96% | -0.86% |
CALF Pacer US Small Cap Cash Cows ETF | 24.42% | -1.68% |
Correlation
The correlation between DBSC and CALF is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 16, 2025 | 0.40 |
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Return for Risk
DBSC vs. CALF — Risk / Return Rank
DBSC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CALF
DBSC vs. CALF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deepwater Beachfront Small Cap ETF (DBSC) and Pacer US Small Cap Cash Cows ETF (CALF). 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.
| DBSC | CALF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.46 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 6.98 | — |
| Martin ratioReturn relative to average drawdown | — | 20.13 | — |
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Drawdowns
DBSC vs. CALF - Drawdown Comparison
The maximum DBSC drawdown since its inception was -16.61%, smaller than the maximum CALF drawdown of -47.58%. Use the drawdown chart below to compare losses from any high point for DBSC and CALF.
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Drawdown Indicators
| DBSC | CALF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.61% | -47.58% | +30.97% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.02% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -34.22% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.22% | — |
Current DrawdownCurrent decline from peak | -2.17% | -0.34% | -1.83% |
Average DrawdownAverage peak-to-trough decline | -4.01% | -10.57% | +6.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.08% | — |
Volatility
DBSC vs. CALF - Volatility Comparison
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Volatility by Period
| DBSC | CALF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.16% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 11.72% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.41% | 15.99% | +1.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 23.24% | -5.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.41% | 25.89% | -8.48% |
DBSC vs. CALF - Expense Ratio Comparison
DBSC has a 0.85% expense ratio, which is higher than CALF's 0.59% expense ratio.
Dividends
DBSC vs. CALF - Dividend Comparison
DBSC has not paid dividends to shareholders, while CALF's dividend yield for the trailing twelve months is around 1.10%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CALF Pacer US Small Cap Cash Cows ETF | 1.10% | 1.43% | 1.07% | 1.18% | 0.85% | 2.63% | 0.82% | 0.99% | 1.39% | 0.70% |
DBSC Deepwater Beachfront Small Cap ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DBSC and CALF have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CALF is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CALF is cheaper with a 0.59% expense ratio, compared with 0.85% for DBSC.
CALF has the higher dividend yield at 1.10%, compared with 0.00% for DBSC.
DBSC is categorized as Small Cap Blend Equities, while CALF is Small Cap Value Equities. They also come from different issuers: Deepwater Asset Management and Pacer. Their fees differ too: 0.85% for DBSC and 0.59% for CALF.
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