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EAFG vs. SRVR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EAFG vs. SRVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Developed Markets Cash Cows Growth Leaders ETF (EAFG) and Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF (SRVR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EAFG achieves a 10.66% return, which is significantly lower than SRVR's 19.79% return.


EAFG

1D
0.09%
1M
3.24%
YTD
10.66%
6M
13.09%
1Y
24.58%
3Y*
5Y*
10Y*

SRVR

1D
-1.79%
1M
-2.74%
YTD
19.79%
6M
20.69%
1Y
11.19%
3Y*
8.85%
5Y*
-0.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EAFG vs. SRVR - Yearly Performance Comparison


Correlation

The correlation between EAFG and SRVR is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2024

0.57

The correlation between EAFG and SRVR has been stable across timeframes, ranging from 0.57 to 0.57 - a consistent structural relationship.

EAFG vs. SRVR - Sectors Allocation Comparison


Sectors
EAFG
SRVR

Technology

21.2%
6.8%

Basic Materials

17.0%
0.8%

Industrials

15.1%
11.7%

Healthcare

11.2%

-

Communication Services

9.5%
7.5%

Consumer Cyclical

9.5%

-

Consumer Defensive

6.8%

-

Energy

2.4%
3.8%

Utilities

0.5%
2.2%

Financial Services

0.5%
0.9%

Real Estate

-

66.4%

Technology

EAFG
21.2%
SRVR
6.8%

Basic Materials

EAFG
17.0%
SRVR
0.8%

Industrials

EAFG
15.1%
SRVR
11.7%

Healthcare

EAFG
11.2%
SRVR

-

Communication Services

EAFG
9.5%
SRVR
7.5%

Consumer Cyclical

EAFG
9.5%
SRVR

-

Consumer Defensive

EAFG
6.8%
SRVR

-

Energy

EAFG
2.4%
SRVR
3.8%

Utilities

EAFG
0.5%
SRVR
2.2%

Financial Services

EAFG
0.5%
SRVR
0.9%

Real Estate

EAFG

-

SRVR
66.4%

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Return for Risk

EAFG vs. SRVR — Risk / Return Rank

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

EAFG
EAFG Risk / Return Rank: 4141
Overall Rank
EAFG Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
EAFG Sortino Ratio Rank: 4040
Sortino Ratio Rank
EAFG Omega Ratio Rank: 3939
Omega Ratio Rank
EAFG Calmar Ratio Rank: 4040
Calmar Ratio Rank
EAFG Martin Ratio Rank: 4545
Martin Ratio Rank

SRVR
SRVR Risk / Return Rank: 1919
Overall Rank
SRVR Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SRVR Sortino Ratio Rank: 1919
Sortino Ratio Rank
SRVR Omega Ratio Rank: 1919
Omega Ratio Rank
SRVR Calmar Ratio Rank: 1818
Calmar Ratio Rank
SRVR Martin Ratio Rank: 1717
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.

EAFG vs. SRVR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Developed Markets Cash Cows Growth Leaders ETF (EAFG) and Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF (SRVR). 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.


EAFGSRVRDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+0.98

Omega ratioGain probability vs. loss probability

1.25

1.13

+0.13

Calmar ratioReturn relative to maximum drawdown

1.94

0.76

+1.18

Martin ratioReturn relative to average drawdown

7.26

1.64

+5.62

EAFG vs. SRVR - Sharpe Ratio Comparison

The current EAFG Sharpe Ratio is 1.43, which is higher than the SRVR Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of EAFG and SRVR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EAFGSRVRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

0.67

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.30

+0.48

Drawdowns

EAFG vs. SRVR - Drawdown Comparison

The maximum EAFG drawdown since its inception was -16.47%, smaller than the maximum SRVR drawdown of -40.99%. Use the drawdown chart below to compare losses from any high point for EAFG and SRVR.


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Drawdown Indicators


EAFGSRVRDifference

Max Drawdown

Largest peak-to-trough decline

-16.47%

-40.99%

+24.52%

Max Drawdown (1Y)

Largest decline over 1 year

-12.71%

-14.78%

+2.07%

Max Drawdown (3Y)

Largest decline over 3 years

-18.34%

Max Drawdown (5Y)

Largest decline over 5 years

-40.99%

Current Drawdown

Current decline from peak

-2.47%

-12.28%

+9.81%

Average Drawdown

Average peak-to-trough decline

-3.19%

-15.27%

+12.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

6.83%

-3.44%

Volatility

EAFG vs. SRVR - Volatility Comparison

Pacer Developed Markets Cash Cows Growth Leaders ETF (EAFG) has a higher volatility of 5.77% compared to Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF (SRVR) at 5.47%. This indicates that EAFG's price experiences larger fluctuations and is considered to be riskier than SRVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EAFGSRVRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.77%

5.47%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

14.64%

13.12%

+1.52%

Volatility (1Y)

Calculated over the trailing 1-year period

17.26%

16.72%

+0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.24%

19.71%

-2.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.24%

21.44%

-4.20%

EAFG vs. SRVR - Expense Ratio Comparison

EAFG has a 0.65% expense ratio, which is higher than SRVR's 0.60% expense ratio.


Dividends

EAFG vs. SRVR - Dividend Comparison

EAFG's dividend yield for the trailing twelve months is around 1.23%, less than SRVR's 2.70% yield.


PositionTTM20252024202320222021202020192018
EAFG
Pacer Developed Markets Cash Cows Growth Leaders ETF
1.23%1.31%1.99%0.00%0.00%0.00%0.00%0.00%0.00%
SRVR
Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF
2.70%2.67%2.00%3.69%1.70%1.19%1.59%1.61%2.13%

Frequently Asked Questions


EAFG and SRVR have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EAFG has higher volatility (5.77%) compared to SRVR (5.47%). In terms of maximum drawdown, EAFG dropped -16.47% vs SRVR's -40.99%.

On 1-year performance, EAFG leads with 24.58% vs 11.19% for SRVR. On fees, SRVR is cheaper at 0.60% per year. On volatility, SRVR has been the lower-risk option at 5.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EAFG has performed better with a 24.58% return vs 11.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SRVR is cheaper with a 0.60% expense ratio, compared with 0.65% for EAFG.

SRVR has the higher dividend yield at 2.70%, compared with 1.23% for EAFG.

EAFG is categorized as Foreign Large Cap Equities, while SRVR is REIT. EAFG tracks Pacer Developed Markets Cash Cows Growth Leaders Index, while SRVR tracks Benchmark Data & Infrastructure Real Estate SCTR Index. Their fees differ too: 0.65% for EAFG and 0.60% for SRVR.

EAFG currently has the higher Sharpe Ratio (1.43 vs 0.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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