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ECOW vs. DEM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ECOW and DEM is 0.74, 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.


-0.50.00.51.00.7

Performance

ECOW vs. DEM - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-0.73%
-3.68%
ECOW
DEM

Key characteristics

Sharpe Ratio

ECOW:

0.40

DEM:

0.52

Sortino Ratio

ECOW:

0.68

DEM:

0.81

Omega Ratio

ECOW:

1.08

DEM:

1.10

Calmar Ratio

ECOW:

0.37

DEM:

0.72

Martin Ratio

ECOW:

1.30

DEM:

1.88

Ulcer Index

ECOW:

5.18%

DEM:

4.02%

Daily Std Dev

ECOW:

16.78%

DEM:

14.57%

Max Drawdown

ECOW:

-40.27%

DEM:

-51.85%

Current Drawdown

ECOW:

-11.06%

DEM:

-9.15%

Returns By Period

In the year-to-date period, ECOW achieves a 4.29% return, which is significantly lower than DEM's 5.24% return.


ECOW

YTD

4.29%

1M

-0.84%

6M

-0.73%

1Y

6.57%

5Y*

0.61%

10Y*

N/A

DEM

YTD

5.24%

1M

-0.97%

6M

-3.68%

1Y

7.16%

5Y*

3.88%

10Y*

4.68%

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ECOW vs. DEM - Expense Ratio Comparison

ECOW has a 0.70% expense ratio, which is higher than DEM's 0.63% expense ratio.


ECOW
Pacer Emerging Markets Cash Cows 100 ETF
Expense ratio chart for ECOW: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%
Expense ratio chart for DEM: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%

Risk-Adjusted Performance

ECOW vs. DEM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Emerging Markets Cash Cows 100 ETF (ECOW) and WisdomTree Emerging Markets Equity Income Fund (DEM). 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.


Sharpe ratio
The chart of Sharpe ratio for ECOW, currently valued at 0.40, compared to the broader market0.002.004.000.400.52
The chart of Sortino ratio for ECOW, currently valued at 0.68, compared to the broader market-2.000.002.004.006.008.0010.000.680.81
The chart of Omega ratio for ECOW, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.10
The chart of Calmar ratio for ECOW, currently valued at 0.37, compared to the broader market0.005.0010.0015.000.370.72
The chart of Martin ratio for ECOW, currently valued at 1.30, compared to the broader market0.0020.0040.0060.0080.00100.001.301.88
ECOW
DEM

The current ECOW Sharpe Ratio is 0.40, which is comparable to the DEM Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of ECOW and DEM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.40
0.52
ECOW
DEM

Dividends

ECOW vs. DEM - Dividend Comparison

ECOW's dividend yield for the trailing twelve months is around 5.24%, more than DEM's 4.68% yield.


TTM20232022202120202019201820172016201520142013
ECOW
Pacer Emerging Markets Cash Cows 100 ETF
5.24%5.46%7.50%4.39%3.35%8.07%0.00%0.00%0.00%0.00%0.00%0.00%
DEM
WisdomTree Emerging Markets Equity Income Fund
4.68%5.49%8.62%5.87%4.21%4.78%4.47%3.67%3.63%5.21%5.51%4.10%

Drawdowns

ECOW vs. DEM - Drawdown Comparison

The maximum ECOW drawdown since its inception was -40.27%, smaller than the maximum DEM drawdown of -51.85%. Use the drawdown chart below to compare losses from any high point for ECOW and DEM. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.06%
-9.15%
ECOW
DEM

Volatility

ECOW vs. DEM - Volatility Comparison

Pacer Emerging Markets Cash Cows 100 ETF (ECOW) has a higher volatility of 5.11% compared to WisdomTree Emerging Markets Equity Income Fund (DEM) at 3.66%. This indicates that ECOW's price experiences larger fluctuations and is considered to be riskier than DEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.11%
3.66%
ECOW
DEM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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