PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ECOW vs. FLQH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

ECOW vs. FLQH - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-2.39%
0
ECOW
FLQH

Returns By Period


ECOW

YTD

5.16%

1M

-4.06%

6M

-2.38%

1Y

11.15%

5Y (annualized)

1.98%

10Y (annualized)

N/A

FLQH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


ECOWFLQH

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. FLQH - Expense Ratio Comparison

ECOW has a 0.70% expense ratio, which is higher than FLQH's 0.40% 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 FLQH: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Correlation

-0.50.00.51.00.5

The correlation between ECOW and FLQH is 0.50, 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. FLQH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Emerging Markets Cash Cows 100 ETF (ECOW) and Franklin LibertyQ International Equity Hedged ETF (FLQH). 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 0.68, compared to the broader market0.002.004.000.681.20
The chart of Sortino ratio for ECOW, currently valued at 1.05, compared to the broader market-2.000.002.004.006.008.0010.0012.001.051.85
The chart of Omega ratio for ECOW, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.58
The chart of Calmar ratio for ECOW, currently valued at 0.59, compared to the broader market0.005.0010.0015.0020.000.591.85
The chart of Martin ratio for ECOW, currently valued at 2.53, compared to the broader market0.0020.0040.0060.0080.00100.002.5313.20
ECOW
FLQH

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.68
1.20
ECOW
FLQH

Dividends

ECOW vs. FLQH - Dividend Comparison

ECOW's dividend yield for the trailing twelve months is around 5.20%, while FLQH has not paid dividends to shareholders.


TTM20232022202120202019201820172016
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%
FLQH
Franklin LibertyQ International Equity Hedged ETF
3.83%3.17%0.87%2.77%6.23%1.61%5.67%4.02%11.56%

Drawdowns

ECOW vs. FLQH - Drawdown Comparison


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-10.31%
0
ECOW
FLQH

Volatility

ECOW vs. FLQH - Volatility Comparison

Pacer Emerging Markets Cash Cows 100 ETF (ECOW) has a higher volatility of 5.23% compared to Franklin LibertyQ International Equity Hedged ETF (FLQH) at 0.00%. This indicates that ECOW's price experiences larger fluctuations and is considered to be riskier than FLQH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.23%
0
ECOW
FLQH