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ECOW vs. COWG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ECOW vs. COWG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Emerging Markets Cash Cows 100 ETF (ECOW) and Pacer US Large Cap Cash Cows Growth Leaders ETF (COWG). The values are adjusted to include any dividend payments, if applicable.

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ECOW vs. COWG - Yearly Performance Comparison


2026 (YTD)2025202420232022
ECOW
Pacer Emerging Markets Cash Cows 100 ETF
9.29%32.50%3.17%15.79%-0.22%
COWG
Pacer US Large Cap Cash Cows Growth Leaders ETF
-4.15%10.24%34.99%20.69%-0.68%

Returns By Period

In the year-to-date period, ECOW achieves a 9.29% return, which is significantly higher than COWG's -4.15% return.


ECOW

1D
2.44%
1M
-4.14%
YTD
9.29%
6M
12.97%
1Y
37.65%
3Y*
18.71%
5Y*
6.93%
10Y*

COWG

1D
2.89%
1M
-4.39%
YTD
-4.15%
6M
-6.87%
1Y
9.94%
3Y*
18.40%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ECOW vs. COWG - Expense Ratio Comparison

ECOW has a 0.70% expense ratio, which is higher than COWG's 0.49% expense ratio.


Return for Risk

ECOW vs. COWG — Risk / Return Rank

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

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

COWG
COWG Risk / Return Rank: 2929
Overall Rank
COWG Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
COWG Sortino Ratio Rank: 2828
Sortino Ratio Rank
COWG Omega Ratio Rank: 2828
Omega Ratio Rank
COWG Calmar Ratio Rank: 3232
Calmar Ratio Rank
COWG Martin Ratio Rank: 3030
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.

ECOW vs. COWG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Emerging Markets Cash Cows 100 ETF (ECOW) and Pacer US Large Cap Cash Cows Growth Leaders ETF (COWG). 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.


ECOWCOWGDifference

Sharpe ratio

Return per unit of total volatility

2.28

0.44

+1.84

Sortino ratio

Return per unit of downside risk

2.87

0.78

+2.09

Omega ratio

Gain probability vs. loss probability

1.46

1.11

+0.35

Calmar ratio

Return relative to maximum drawdown

2.85

0.75

+2.11

Martin ratio

Return relative to average drawdown

14.23

2.44

+11.80

ECOW vs. COWG - Sharpe Ratio Comparison

The current ECOW Sharpe Ratio is 2.28, which is higher than the COWG Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of ECOW and COWG, 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


ECOWCOWGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

0.44

+1.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.93

-0.57

Correlation

The correlation between ECOW and COWG is 0.48, 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

ECOW vs. COWG - Dividend Comparison

ECOW's dividend yield for the trailing twelve months is around 4.76%, more than COWG's 0.35% yield.


TTM2025202420232022202120202019
ECOW
Pacer Emerging Markets Cash Cows 100 ETF
4.76%5.20%7.35%5.46%7.50%4.39%3.35%8.08%
COWG
Pacer US Large Cap Cash Cows Growth Leaders ETF
0.35%0.32%0.40%0.47%0.00%0.00%0.00%0.00%

Drawdowns

ECOW vs. COWG - Drawdown Comparison

The maximum ECOW drawdown since its inception was -40.27%, which is greater than COWG's maximum drawdown of -23.60%. Use the drawdown chart below to compare losses from any high point for ECOW and COWG.


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Drawdown Indicators


ECOWCOWGDifference

Max Drawdown

Largest peak-to-trough decline

-40.27%

-23.60%

-16.67%

Max Drawdown (1Y)

Largest decline over 1 year

-13.09%

-12.96%

-0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-33.67%

Current Drawdown

Current decline from peak

-4.82%

-8.21%

+3.39%

Average Drawdown

Average peak-to-trough decline

-11.29%

-3.35%

-7.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

3.96%

-1.33%

Volatility

ECOW vs. COWG - Volatility Comparison

Pacer Emerging Markets Cash Cows 100 ETF (ECOW) has a higher volatility of 7.25% compared to Pacer US Large Cap Cash Cows Growth Leaders ETF (COWG) at 6.09%. This indicates that ECOW's price experiences larger fluctuations and is considered to be riskier than COWG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ECOWCOWGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.25%

6.09%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

11.25%

13.24%

-1.99%

Volatility (1Y)

Calculated over the trailing 1-year period

16.60%

22.50%

-5.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.66%

19.34%

-1.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.26%

19.34%

+0.92%