ECOW vs. EYLD
Compare and contrast key facts about Pacer Emerging Markets Cash Cows 100 ETF (ECOW) and Cambria Emerging Shareholder Yield ETF (EYLD).
ECOW and EYLD 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. EYLD is an actively managed fund by Cambria. It was launched on Jul 14, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ECOW or EYLD.
Performance
ECOW vs. EYLD - Performance Comparison
Returns By Period
In the year-to-date period, ECOW achieves a 5.16% return, which is significantly lower than EYLD's 8.01% return.
ECOW
5.16%
-4.06%
-2.38%
11.15%
1.98%
N/A
EYLD
8.01%
-2.68%
-5.67%
14.50%
6.69%
N/A
Key characteristics
| ECOW | EYLD | |
|---|---|---|
| Sharpe Ratio | 0.68 | 0.97 |
| Sortino Ratio | 1.05 | 1.40 |
| Omega Ratio | 1.12 | 1.17 |
| Calmar Ratio | 0.59 | 1.27 |
| Martin Ratio | 2.53 | 4.25 |
| Ulcer Index | 4.40% | 3.41% |
| Daily Std Dev | 16.52% | 14.96% |
| Max Drawdown | -40.27% | -41.82% |
| Current Drawdown | -10.31% | -7.60% |
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ECOW vs. EYLD - Expense Ratio Comparison
ECOW has a 0.70% expense ratio, which is higher than EYLD's 0.65% expense ratio.
Correlation
The correlation between ECOW and EYLD is 0.67, 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. EYLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Emerging Markets Cash Cows 100 ETF (ECOW) and Cambria Emerging Shareholder Yield ETF (EYLD). 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. EYLD - Dividend Comparison
ECOW's dividend yield for the trailing twelve months is around 5.20%, more than EYLD's 3.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
ECOW Pacer Emerging Markets Cash Cows 100 ETF | 5.20% | 5.46% | 7.50% | 4.39% | 3.35% | 8.07% | 0.00% | 0.00% | 0.00% |
EYLD Cambria Emerging Shareholder Yield ETF | 3.94% | 5.54% | 6.97% | 7.27% | 3.01% | 4.21% | 7.86% | 2.77% | 0.75% |
Drawdowns
ECOW vs. EYLD - Drawdown Comparison
The maximum ECOW drawdown since its inception was -40.27%, roughly equal to the maximum EYLD drawdown of -41.82%. Use the drawdown chart below to compare losses from any high point for ECOW and EYLD. For additional features, visit the drawdowns tool.
Volatility
ECOW vs. EYLD - Volatility Comparison
Pacer Emerging Markets Cash Cows 100 ETF (ECOW) has a higher volatility of 5.23% compared to Cambria Emerging Shareholder Yield ETF (EYLD) at 4.55%. This indicates that ECOW's price experiences larger fluctuations and is considered to be riskier than EYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.