DVYE vs. COWZ
Compare and contrast key facts about iShares Emerging Markets Dividend ETF (DVYE) and Pacer US Cash Cows 100 ETF (COWZ).
DVYE and COWZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DVYE is a passively managed fund by iShares that tracks the performance of the Dow Jones Emerging Markets Select Dividend Index. It was launched on Feb 23, 2012. COWZ is a passively managed fund by Pacer that tracks the performance of the Pacer US Cash Cows 100 Index. It was launched on Dec 16, 2016. Both DVYE and COWZ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DVYE vs. COWZ - Performance Comparison
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DVYE vs. COWZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DVYE iShares Emerging Markets Dividend ETF | 10.54% | 28.36% | 8.89% | 20.88% | -31.38% | 11.02% | -2.51% | 15.41% | -5.56% | 27.04% |
COWZ Pacer US Cash Cows 100 ETF | 3.91% | 8.98% | 10.64% | 14.73% | 0.19% | 42.57% | 11.65% | 23.41% | -10.05% | 20.22% |
Returns By Period
In the year-to-date period, DVYE achieves a 10.54% return, which is significantly higher than COWZ's 3.91% return.
DVYE
- 1D
- -0.12%
- 1M
- -1.30%
- YTD
- 10.54%
- 6M
- 17.72%
- 1Y
- 32.92%
- 3Y*
- 22.29%
- 5Y*
- 6.19%
- 10Y*
- 7.75%
COWZ
- 1D
- -0.37%
- 1M
- -3.51%
- YTD
- 3.91%
- 6M
- 9.24%
- 1Y
- 16.64%
- 3Y*
- 12.12%
- 5Y*
- 10.92%
- 10Y*
- —
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DVYE vs. COWZ - Expense Ratio Comparison
Both DVYE and COWZ have an expense ratio of 0.49%.
Return for Risk
DVYE vs. COWZ — Risk / Return Rank
DVYE
COWZ
DVYE vs. COWZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Dividend ETF (DVYE) and Pacer US Cash Cows 100 ETF (COWZ). 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.
| DVYE | COWZ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.92 | 0.96 | +0.97 |
Sortino ratioReturn per unit of downside risk | 2.56 | 1.43 | +1.13 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.21 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.64 | 1.20 | +1.44 |
Martin ratioReturn relative to average drawdown | 13.28 | 5.59 | +7.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DVYE | COWZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 0.96 | +0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.62 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.63 | -0.47 |
Correlation
The correlation between DVYE and COWZ is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DVYE vs. COWZ - Dividend Comparison
DVYE's dividend yield for the trailing twelve months is around 5.12%, more than COWZ's 2.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVYE iShares Emerging Markets Dividend ETF | 5.12% | 5.88% | 11.81% | 9.05% | 9.89% | 7.31% | 5.27% | 5.97% | 5.69% | 4.81% | 4.56% | 6.53% |
COWZ Pacer US Cash Cows 100 ETF | 2.07% | 2.19% | 1.82% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.95% | 0.13% | 0.00% |
Drawdowns
DVYE vs. COWZ - Drawdown Comparison
The maximum DVYE drawdown since its inception was -47.42%, which is greater than COWZ's maximum drawdown of -38.63%. Use the drawdown chart below to compare losses from any high point for DVYE and COWZ.
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Drawdown Indicators
| DVYE | COWZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.42% | -38.63% | -8.79% |
Max Drawdown (1Y)Largest decline over 1 year | -12.65% | -13.55% | +0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -40.89% | -22.00% | -18.89% |
Max Drawdown (10Y)Largest decline over 10 years | -40.89% | — | — |
Current DrawdownCurrent decline from peak | -3.11% | -3.72% | +0.61% |
Average DrawdownAverage peak-to-trough decline | -15.54% | -4.85% | -10.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.92% | -0.40% |
Volatility
DVYE vs. COWZ - Volatility Comparison
iShares Emerging Markets Dividend ETF (DVYE) has a higher volatility of 6.20% compared to Pacer US Cash Cows 100 ETF (COWZ) at 2.96%. This indicates that DVYE's price experiences larger fluctuations and is considered to be riskier than COWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DVYE | COWZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.20% | 2.96% | +3.24% |
Volatility (6M)Calculated over the trailing 6-month period | 10.75% | 8.37% | +2.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.19% | 17.50% | -0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.85% | 17.73% | -0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.47% | 20.08% | -1.61% |