ECML vs. COWZ

Last updated Apr 1, 2026

Compare and contrast key facts about EA Series Trust - Euclidean Fundamental Value ETF (ECML) and Pacer US Cash Cows 100 ETF (COWZ).

ECML and COWZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ECML is an actively managed fund by Euclidean. It was launched on May 17, 2023. 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.

Performance

ECML vs. COWZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EA Series Trust - Euclidean Fundamental Value ETF (ECML) and Pacer US Cash Cows 100 ETF (COWZ). The values are adjusted to include any dividend payments, if applicable.

ECML vs. COWZ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ECML EA Series Trust - Euclidean Fundamental Value ETF	8.76%	6.82%	2.37%	24.36%
COWZ Pacer US Cash Cows 100 ETF	4.30%	8.98%	10.64%	14.94%

Returns By Period

In the year-to-date period, ECML achieves a 8.76% return, which is significantly higher than COWZ's 4.30% return.

ECML

• 1D: 1.57%
• 1M: -1.96%
• YTD: 8.76%
• 6M: 10.66%
• 1Y: 20.17%
• 3Y*: —
• 5Y*: —
• 10Y*: —

COWZ

• 1D: 1.08%
• 1M: -3.36%
• YTD: 4.30%
• 6M: 10.31%
• 1Y: 16.75%
• 3Y*: 12.26%
• 5Y*: 11.01%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ECML vs. COWZ - Expense Ratio Comparison

ECML has a 0.95% expense ratio, which is higher than COWZ's 0.49% expense ratio.

ECML

EA Series Trust - Euclidean Fundamental Value ETF

COWZ

Pacer US Cash Cows 100 ETF

Return for Risk

ECML vs. COWZ — Risk / Return Rank

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

ECML

ECML Risk / Return Rank: 60
ECML Sharpe Ratio Rank: 58
ECML Sortino Ratio Rank: 63
ECML Omega Ratio Rank: 57
ECML Calmar Ratio Rank: 62
ECML Martin Ratio Rank: 60

COWZ

COWZ Risk / Return Rank: 60
COWZ Sharpe Ratio Rank: 58
COWZ Sortino Ratio Rank: 60
COWZ Omega Ratio Rank: 62
COWZ Calmar Ratio Rank: 57
COWZ Martin Ratio Rank: 65

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.

ECML vs. COWZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EA Series Trust - Euclidean Fundamental Value ETF (ECML) 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.

	ECML	COWZ	Difference
Sharpe ratio Return per unit of total volatility	1.05	0.96	+0.09
Sortino ratio Return per unit of downside risk	1.62	1.44	+0.18
Omega ratio Gain probability vs. loss probability	1.21	1.21	0.00
Calmar ratio Return relative to maximum drawdown	1.61	1.30	+0.31
Martin ratio Return relative to average drawdown	6.01	6.06	-0.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ECML vs. COWZ - Sharpe Ratio Comparison

The current ECML Sharpe Ratio is 1.05, which is comparable to the COWZ Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of ECML and COWZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ECML	COWZ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.05	0.96	+0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.62	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.79	0.63	+0.16

Correlation

The correlation between ECML and COWZ is 0.89, 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

ECML vs. COWZ - Dividend Comparison

ECML's dividend yield for the trailing twelve months is around 1.26%, less than COWZ's 2.06% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
ECML EA Series Trust - Euclidean Fundamental Value ETF	1.26%	1.38%	0.98%	0.77%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
COWZ Pacer US Cash Cows 100 ETF	2.06%	2.19%	1.82%	1.92%	1.96%	1.48%	2.54%	1.96%	1.67%	1.95%	0.13%

Drawdowns

ECML vs. COWZ - Drawdown Comparison

The maximum ECML drawdown since its inception was -24.66%, smaller than the maximum COWZ drawdown of -38.63%. Use the drawdown chart below to compare losses from any high point for ECML and COWZ.

Drawdown Indicators

	ECML	COWZ	Difference
Max Drawdown Largest peak-to-trough decline	-24.66%	-38.63%	+13.97%
Max Drawdown (1Y) Largest decline over 1 year	-12.96%	-13.55%	+0.59%
Max Drawdown (5Y) Largest decline over 5 years	—	-22.00%	—
Current Drawdown Current decline from peak	-2.69%	-3.36%	+0.67%
Average Drawdown Average peak-to-trough decline	-6.19%	-4.85%	-1.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.48%	2.91%	+0.57%

Volatility

ECML vs. COWZ - Volatility Comparison

EA Series Trust - Euclidean Fundamental Value ETF (ECML) has a higher volatility of 4.48% compared to Pacer US Cash Cows 100 ETF (COWZ) at 3.00%. This indicates that ECML'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.

Volatility by Period

	ECML	COWZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.48%	3.00%	+1.48%
Volatility (6M) Calculated over the trailing 6-month period	10.17%	8.36%	+1.81%
Volatility (1Y) Calculated over the trailing 1-year period	19.29%	17.50%	+1.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.69%	17.73%	+0.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.69%	20.08%	-1.39%