ECOW vs. EEMS
Compare and contrast key facts about Pacer Emerging Markets Cash Cows 100 ETF (ECOW) and iShares MSCI Emerging Markets Small-Cap ETF (EEMS).
ECOW and EEMS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ECOW is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer Emerging Markets Cash Cows 100 Index. It was launched on May 2, 2019. EEMS is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Small Cap Index. It was launched on Aug 16, 2011. Both ECOW and EEMS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ECOW or EEMS.
Performance
ECOW vs. EEMS - Performance Comparison
Returns By Period
In the year-to-date period, ECOW achieves a 6.15% return, which is significantly higher than EEMS's 3.23% return.
ECOW
6.15%
-3.73%
-2.33%
11.44%
2.18%
N/A
EEMS
3.23%
-4.77%
-2.47%
7.74%
9.20%
4.71%
Key characteristics
| ECOW | EEMS | |
|---|---|---|
| Sharpe Ratio | 0.66 | 0.57 |
| Sortino Ratio | 1.03 | 0.84 |
| Omega Ratio | 1.12 | 1.11 |
| Calmar Ratio | 0.57 | 0.79 |
| Martin Ratio | 2.52 | 2.72 |
| Ulcer Index | 4.32% | 2.70% |
| Daily Std Dev | 16.52% | 12.85% |
| Max Drawdown | -40.27% | -48.89% |
| Current Drawdown | -9.48% | -7.43% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ECOW vs. EEMS - Expense Ratio Comparison
ECOW has a 0.70% expense ratio, which is higher than EEMS's 0.69% expense ratio.
Correlation
The correlation between ECOW and EEMS is 0.66, 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.
Risk-Adjusted Performance
ECOW vs. EEMS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Emerging Markets Cash Cows 100 ETF (ECOW) and iShares MSCI Emerging Markets Small-Cap ETF (EEMS). 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.
Dividends
ECOW vs. EEMS - Dividend Comparison
ECOW's dividend yield for the trailing twelve months is around 5.15%, more than EEMS's 2.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECOW Pacer Emerging Markets Cash Cows 100 ETF | 5.15% | 5.46% | 7.50% | 4.39% | 3.35% | 8.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EEMS iShares MSCI Emerging Markets Small-Cap ETF | 2.49% | 2.69% | 0.89% | 3.56% | 2.14% | 2.64% | 3.06% | 2.47% | 2.51% | 2.33% | 2.67% | 2.15% |
Drawdowns
ECOW vs. EEMS - Drawdown Comparison
The maximum ECOW drawdown since its inception was -40.27%, smaller than the maximum EEMS drawdown of -48.89%. Use the drawdown chart below to compare losses from any high point for ECOW and EEMS. For additional features, visit the drawdowns tool.
Volatility
ECOW vs. EEMS - Volatility Comparison
Pacer Emerging Markets Cash Cows 100 ETF (ECOW) has a higher volatility of 5.28% compared to iShares MSCI Emerging Markets Small-Cap ETF (EEMS) at 3.70%. This indicates that ECOW's price experiences larger fluctuations and is considered to be riskier than EEMS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.