DEEP vs. CALF
Compare and contrast key facts about Roundhill Acquirers Deep Value ETF (DEEP) and Pacer US Small Cap Cash Cows 100 ETF (CALF).
DEEP and CALF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DEEP is a passively managed fund by Exchange Traded Concepts that tracks the performance of the DEEP-US - Acquirers Deep Value Index. It was launched on Sep 23, 2014. CALF is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer US Small Cap Cash Cows Index. It was launched on Jun 16, 2017. Both DEEP and CALF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEEP or CALF.
Key characteristics
| DEEP | CALF | |
|---|---|---|
| YTD Return | 2.76% | -4.28% |
| 1Y Return | 8.01% | 7.67% |
| 3Y Return (Ann) | 4.87% | 4.24% |
| 5Y Return (Ann) | 5.70% | 15.70% |
| Sharpe Ratio | 0.51 | 0.41 |
| Daily Std Dev | 18.64% | 19.23% |
| Max Drawdown | -51.92% | -47.58% |
| Current Drawdown | -0.58% | -6.64% |
Correlation
The correlation between DEEP and CALF is 0.86, 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.
Performance
DEEP vs. CALF - Performance Comparison
In the year-to-date period, DEEP achieves a 2.76% return, which is significantly higher than CALF's -4.28% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DEEP vs. CALF - Expense Ratio Comparison
DEEP has a 0.80% expense ratio, which is higher than CALF's 0.59% expense ratio.
Risk-Adjusted Performance
DEEP vs. CALF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Acquirers Deep Value ETF (DEEP) and Pacer US Small Cap Cash Cows 100 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.
Dividends
DEEP vs. CALF - Dividend Comparison
DEEP's dividend yield for the trailing twelve months is around 1.52%, more than CALF's 1.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
DEEP Roundhill Acquirers Deep Value ETF | 1.52% | 1.67% | 1.28% | 1.43% | 4.03% | 3.49% | 2.78% | 2.01% | 3.14% | 3.98% | 0.42% |
CALF Pacer US Small Cap Cash Cows 100 ETF | 1.09% | 1.18% | 0.85% | 2.63% | 0.82% | 0.99% | 1.39% | 0.70% | 0.00% | 0.00% | 0.00% |
Drawdowns
DEEP vs. CALF - Drawdown Comparison
The maximum DEEP drawdown since its inception was -51.92%, which is greater than CALF's maximum drawdown of -47.58%. Use the drawdown chart below to compare losses from any high point for DEEP and CALF. For additional features, visit the drawdowns tool.
Volatility
DEEP vs. CALF - Volatility Comparison
Roundhill Acquirers Deep Value ETF (DEEP) and Pacer US Small Cap Cash Cows 100 ETF (CALF) have volatilities of 6.58% and 6.91%, 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.