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

Performance

ECOW vs. MOTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Emerging Markets Cash Cows 100 ETF (ECOW) and VanEck Vectors Morningstar International Moat ETF (MOTI). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-2.39%
-4.12%
ECOW
MOTI

Returns By Period

In the year-to-date period, ECOW achieves a 5.16% return, which is significantly higher than MOTI's 1.56% return.


ECOW

YTD

5.16%

1M

-4.06%

6M

-2.38%

1Y

11.15%

5Y (annualized)

1.98%

10Y (annualized)

N/A

MOTI

YTD

1.56%

1M

-5.25%

6M

-4.12%

1Y

5.54%

5Y (annualized)

3.13%

10Y (annualized)

N/A

Key characteristics


ECOWMOTI
Sharpe Ratio0.680.34
Sortino Ratio1.050.58
Omega Ratio1.121.07
Calmar Ratio0.590.39
Martin Ratio2.531.21
Ulcer Index4.40%4.59%
Daily Std Dev16.52%16.48%
Max Drawdown-40.27%-36.70%
Current Drawdown-10.31%-12.36%

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. MOTI - Expense Ratio Comparison

ECOW has a 0.70% expense ratio, which is higher than MOTI's 0.57% 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 MOTI: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%

Correlation

-0.50.00.51.00.7

The correlation between ECOW and MOTI is 0.65, 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. MOTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Emerging Markets Cash Cows 100 ETF (ECOW) and VanEck Vectors Morningstar International Moat ETF (MOTI). 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 market0.002.004.000.680.34
The chart of Sortino ratio for ECOW, currently valued at 1.05, compared to the broader market-2.000.002.004.006.008.0010.0012.001.050.58
The chart of Omega ratio for ECOW, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.07
The chart of Calmar ratio for ECOW, currently valued at 0.59, compared to the broader market0.005.0010.0015.0020.000.590.39
The chart of Martin ratio for ECOW, currently valued at 2.53, compared to the broader market0.0020.0040.0060.0080.00100.002.531.21
ECOW
MOTI

The current ECOW Sharpe Ratio is 0.68, which is higher than the MOTI Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of ECOW and MOTI, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.68
0.34
ECOW
MOTI

Dividends

ECOW vs. MOTI - Dividend Comparison

ECOW's dividend yield for the trailing twelve months is around 5.20%, more than MOTI's 2.31% yield.


TTM202320222021202020192018201720162015
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%0.00%
MOTI
VanEck Vectors Morningstar International Moat ETF
2.31%2.34%3.27%4.67%2.14%3.90%3.73%5.86%1.33%0.84%

Drawdowns

ECOW vs. MOTI - Drawdown Comparison

The maximum ECOW drawdown since its inception was -40.27%, which is greater than MOTI's maximum drawdown of -36.70%. Use the drawdown chart below to compare losses from any high point for ECOW and MOTI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-10.31%
-12.36%
ECOW
MOTI

Volatility

ECOW vs. MOTI - Volatility Comparison

Pacer Emerging Markets Cash Cows 100 ETF (ECOW) and VanEck Vectors Morningstar International Moat ETF (MOTI) have volatilities of 5.23% and 5.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.23%
5.30%
ECOW
MOTI