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ECOW vs. DEHP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ECOW vs. DEHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Emerging Markets Cash Cows 100 ETF (ECOW) and Dimensional Emerging Markets High Profitability ETF (DEHP). The values are adjusted to include any dividend payments, if applicable.

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ECOW vs. DEHP - Yearly Performance Comparison


2026 (YTD)2025202420232022
ECOW
Pacer Emerging Markets Cash Cows 100 ETF
9.27%32.50%3.17%15.79%-11.39%
DEHP
Dimensional Emerging Markets High Profitability ETF
5.79%32.86%4.47%12.31%-9.73%

Returns By Period

In the year-to-date period, ECOW achieves a 9.27% return, which is significantly higher than DEHP's 5.79% return.


ECOW

1D
-0.02%
1M
-2.79%
YTD
9.27%
6M
13.41%
1Y
36.29%
3Y*
18.70%
5Y*
6.92%
10Y*

DEHP

1D
0.83%
1M
-6.78%
YTD
5.79%
6M
10.98%
1Y
36.49%
3Y*
15.68%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ECOW vs. DEHP - Expense Ratio Comparison

ECOW has a 0.70% expense ratio, which is higher than DEHP's 0.41% expense ratio.


Return for Risk

ECOW vs. DEHP — Risk / Return Rank

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

ECOW
ECOW Risk / Return Rank: 9191
Overall Rank
ECOW Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ECOW Sortino Ratio Rank: 9292
Sortino Ratio Rank
ECOW Omega Ratio Rank: 9393
Omega Ratio Rank
ECOW Calmar Ratio Rank: 8787
Calmar Ratio Rank
ECOW Martin Ratio Rank: 9393
Martin Ratio Rank

DEHP
DEHP Risk / Return Rank: 8585
Overall Rank
DEHP Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DEHP Sortino Ratio Rank: 8585
Sortino Ratio Rank
DEHP Omega Ratio Rank: 8484
Omega Ratio Rank
DEHP Calmar Ratio Rank: 8686
Calmar Ratio Rank
DEHP Martin Ratio Rank: 8686
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. DEHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Emerging Markets Cash Cows 100 ETF (ECOW) and Dimensional Emerging Markets High Profitability ETF (DEHP). 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.


ECOWDEHPDifference

Sharpe ratio

Return per unit of total volatility

2.20

1.79

+0.41

Sortino ratio

Return per unit of downside risk

2.79

2.40

+0.38

Omega ratio

Gain probability vs. loss probability

1.44

1.35

+0.10

Calmar ratio

Return relative to maximum drawdown

2.87

2.87

+0.01

Martin ratio

Return relative to average drawdown

14.23

11.20

+3.03

ECOW vs. DEHP - Sharpe Ratio Comparison

The current ECOW Sharpe Ratio is 2.20, which is comparable to the DEHP Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of ECOW and DEHP, 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


ECOWDEHPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

1.79

+0.41

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

0.60

-0.24

Correlation

The correlation between ECOW and DEHP is 0.82, 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

ECOW vs. DEHP - Dividend Comparison

ECOW's dividend yield for the trailing twelve months is around 4.76%, more than DEHP's 1.69% 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%
DEHP
Dimensional Emerging Markets High Profitability ETF
1.69%1.73%2.44%2.84%1.65%0.00%0.00%0.00%

Drawdowns

ECOW vs. DEHP - Drawdown Comparison

The maximum ECOW drawdown since its inception was -40.27%, which is greater than DEHP's maximum drawdown of -22.90%. Use the drawdown chart below to compare losses from any high point for ECOW and DEHP.


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Drawdown Indicators


ECOWDEHPDifference

Max Drawdown

Largest peak-to-trough decline

-40.27%

-22.90%

-17.37%

Max Drawdown (1Y)

Largest decline over 1 year

-12.76%

-13.16%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-33.67%

Current Drawdown

Current decline from peak

-4.84%

-9.02%

+4.18%

Average Drawdown

Average peak-to-trough decline

-11.29%

-5.91%

-5.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

3.37%

-0.73%

Volatility

ECOW vs. DEHP - Volatility Comparison

The current volatility for Pacer Emerging Markets Cash Cows 100 ETF (ECOW) is 6.59%, while Dimensional Emerging Markets High Profitability ETF (DEHP) has a volatility of 9.53%. This indicates that ECOW experiences smaller price fluctuations and is considered to be less risky than DEHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ECOWDEHPDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.59%

9.53%

-2.94%

Volatility (6M)

Calculated over the trailing 6-month period

11.24%

15.54%

-4.30%

Volatility (1Y)

Calculated over the trailing 1-year period

16.60%

20.55%

-3.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.66%

17.88%

-0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.25%

17.88%

+2.37%