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DFUV vs. GCOW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFUV vs. GCOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Marketwide Value ETF (DFUV) and Pacer Global Cash Cows Dividend ETF (GCOW). The values are adjusted to include any dividend payments, if applicable.

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DFUV vs. GCOW - Yearly Performance Comparison


2026 (YTD)2025202420232022
DFUV
Dimensional US Marketwide Value ETF
4.39%15.77%11.79%13.25%1.22%
GCOW
Pacer Global Cash Cows Dividend ETF
13.21%27.34%3.52%13.95%1.61%

Returns By Period

In the year-to-date period, DFUV achieves a 4.39% return, which is significantly lower than GCOW's 13.21% return.


DFUV

1D
2.00%
1M
-3.71%
YTD
4.39%
6M
9.21%
1Y
19.52%
3Y*
15.05%
5Y*
10Y*

GCOW

1D
0.85%
1M
-1.84%
YTD
13.21%
6M
20.65%
1Y
31.30%
3Y*
16.89%
5Y*
13.65%
10Y*
10.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFUV vs. GCOW - Expense Ratio Comparison

DFUV has a 0.21% expense ratio, which is lower than GCOW's 0.60% expense ratio.


Return for Risk

DFUV vs. GCOW — Risk / Return Rank

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

DFUV
DFUV Risk / Return Rank: 6868
Overall Rank
DFUV Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
DFUV Sortino Ratio Rank: 6767
Sortino Ratio Rank
DFUV Omega Ratio Rank: 6868
Omega Ratio Rank
DFUV Calmar Ratio Rank: 6666
Calmar Ratio Rank
DFUV Martin Ratio Rank: 7272
Martin Ratio Rank

GCOW
GCOW Risk / Return Rank: 9393
Overall Rank
GCOW Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GCOW Sortino Ratio Rank: 9595
Sortino Ratio Rank
GCOW Omega Ratio Rank: 9494
Omega Ratio Rank
GCOW Calmar Ratio Rank: 8989
Calmar Ratio Rank
GCOW Martin Ratio Rank: 9494
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.

DFUV vs. GCOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Marketwide Value ETF (DFUV) and Pacer Global Cash Cows Dividend ETF (GCOW). 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.


DFUVGCOWDifference

Sharpe ratio

Return per unit of total volatility

1.13

2.27

-1.13

Sortino ratio

Return per unit of downside risk

1.62

3.01

-1.39

Omega ratio

Gain probability vs. loss probability

1.24

1.44

-0.20

Calmar ratio

Return relative to maximum drawdown

1.61

2.77

-1.16

Martin ratio

Return relative to average drawdown

7.16

14.12

-6.96

DFUV vs. GCOW - Sharpe Ratio Comparison

The current DFUV Sharpe Ratio is 1.13, which is lower than the GCOW Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of DFUV and GCOW, 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


DFUVGCOWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

2.27

-1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.60

+0.13

Correlation

The correlation between DFUV and GCOW is 0.73, 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.


Dividends

DFUV vs. GCOW - Dividend Comparison

DFUV's dividend yield for the trailing twelve months is around 1.51%, less than GCOW's 4.39% yield.


TTM2025202420232022202120202019201820172016
DFUV
Dimensional US Marketwide Value ETF
1.51%1.55%1.64%1.72%1.34%0.00%0.00%0.00%0.00%0.00%0.00%
GCOW
Pacer Global Cash Cows Dividend ETF
4.39%4.06%5.14%5.28%4.39%4.23%4.12%4.40%3.94%2.79%1.95%

Drawdowns

DFUV vs. GCOW - Drawdown Comparison

The maximum DFUV drawdown since its inception was -17.60%, smaller than the maximum GCOW drawdown of -37.64%. Use the drawdown chart below to compare losses from any high point for DFUV and GCOW.


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Drawdown Indicators


DFUVGCOWDifference

Max Drawdown

Largest peak-to-trough decline

-17.60%

-37.64%

+20.04%

Max Drawdown (1Y)

Largest decline over 1 year

-12.69%

-11.05%

-1.64%

Max Drawdown (5Y)

Largest decline over 5 years

-21.48%

Max Drawdown (10Y)

Largest decline over 10 years

-37.64%

Current Drawdown

Current decline from peak

-4.13%

-1.84%

-2.29%

Average Drawdown

Average peak-to-trough decline

-3.78%

-5.90%

+2.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

2.17%

+0.68%

Volatility

DFUV vs. GCOW - Volatility Comparison

Dimensional US Marketwide Value ETF (DFUV) has a higher volatility of 4.32% compared to Pacer Global Cash Cows Dividend ETF (GCOW) at 4.03%. This indicates that DFUV's price experiences larger fluctuations and is considered to be riskier than GCOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFUVGCOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

4.03%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

9.16%

7.90%

+1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

17.33%

13.89%

+3.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.45%

13.48%

+2.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.45%

16.25%

+0.20%