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ECOW vs. TDEC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ECOW vs. TDEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Emerging Markets Cash Cows 100 ETF (ECOW) and FT Vest Emerging Markets Buffer ETF - December (TDEC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ECOW achieves a 13.04% return, which is significantly higher than TDEC's 8.27% return.


ECOW

1D
-0.60%
1M
3.22%
6M
5.35%
YTD
13.04%
1Y
29.31%
3Y*
16.24%
5Y*
7.26%
10Y*
ALL TIME*
7.35%

TDEC

1D
0.45%
1M
0.74%
6M
4.07%
YTD
8.27%
1Y
18.15%
3Y*
5Y*
10Y*
ALL TIME*
18.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$617.95K$706.50K$1.39M
$55.89K$75.20K$190.42K

ECOW vs. TDEC - Yearly Performance Comparison


2026 (YTD)20252024
ECOW
Pacer Emerging Markets Cash Cows 100 ETF
13.04%32.50%-1.27%
TDEC
FT Vest Emerging Markets Buffer ETF - December
8.27%21.39%-0.75%

Correlation

The correlation between ECOW and TDEC is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.73

Correlation (All Time)
Calculated using the full available price history since Dec 23, 2024

0.75

The correlation between ECOW and TDEC has been stable across timeframes, ranging from 0.73 to 0.75 - a consistent structural relationship.

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Return for Risk

ECOW vs. TDEC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ECOW
ECOW Risk / Return Rank: 8383
Overall Rank
ECOW Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
ECOW Sortino Ratio Rank: 8383
Sortino Ratio Rank
ECOW Omega Ratio Rank: 8484
Omega Ratio Rank
ECOW Calmar Ratio Rank: 8888
Calmar Ratio Rank
ECOW Martin Ratio Rank: 7575
Martin Ratio Rank

TDEC
TDEC Risk / Return Rank: 7070
Overall Rank
TDEC Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
TDEC Sortino Ratio Rank: 6767
Sortino Ratio Rank
TDEC Omega Ratio Rank: 8080
Omega Ratio Rank
TDEC Calmar Ratio Rank: 6060
Calmar Ratio Rank
TDEC Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ECOW vs. TDEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Emerging Markets Cash Cows 100 ETF (ECOW) and FT Vest Emerging Markets Buffer ETF - December (TDEC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ECOWTDECDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.52

Omega ratioGain probability vs. loss probability

1.37

1.34

+0.02

Calmar ratioReturn relative to maximum drawdown

3.56

2.16

+1.40

Martin ratioReturn relative to average drawdown

9.38

8.78

+0.61

ECOW vs. TDEC - Sharpe Ratio Comparison

The current ECOW Sharpe Ratio is 2.02, which is comparable to the TDEC Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of ECOW and TDEC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ECOW vs. TDEC - Drawdown Comparison

The maximum ECOW drawdown since its inception was -40.27%, which is greater than TDEC's maximum drawdown of -10.30%. Use the drawdown chart below to compare losses from any high point for ECOW and TDEC.


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Drawdown Indicators


ECOWTDECDifference

Max Drawdown

Largest peak-to-trough decline

-40.27%

-10.30%

-29.97%

Max Drawdown (1Y)

Largest decline over 1 year

-8.35%

-8.16%

-0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-18.77%

Max Drawdown (5Y)

Largest decline over 5 years

-33.30%

Current Drawdown

Current decline from peak

-3.58%

-1.58%

-2.00%

Average Drawdown

Average peak-to-trough decline

-10.94%

-1.12%

-9.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

2.01%

+1.15%

Volatility

ECOW vs. TDEC - Volatility Comparison

Pacer Emerging Markets Cash Cows 100 ETF (ECOW) and FT Vest Emerging Markets Buffer ETF - December (TDEC) have volatilities of 3.51% and 3.54%, 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.


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Volatility by Period


ECOWTDECDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.51%

3.54%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

11.99%

10.30%

+1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

14.81%

11.07%

+3.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.73%

11.98%

+5.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.04%

11.98%

+8.06%

ECOW vs. TDEC - Expense Ratio Comparison

ECOW has a 0.70% expense ratio, which is lower than TDEC's 0.95% expense ratio.


Dividends

ECOW vs. TDEC - Dividend Comparison

ECOW's dividend yield for the trailing twelve months is around 4.44%, while TDEC has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
ECOW
Pacer Emerging Markets Cash Cows 100 ETF
4.44%5.20%7.35%5.46%7.50%4.39%3.35%8.08%
TDEC
FT Vest Emerging Markets Buffer ETF - December
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ECOW and TDEC have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TDEC has higher volatility (3.54%) compared to ECOW (3.51%). In terms of maximum drawdown, ECOW dropped -40.27% vs TDEC's -10.30%.

On 1-year performance, ECOW leads with 29.31% vs 18.15% for TDEC. On fees, ECOW is cheaper at 0.70% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ECOW has performed better with a 29.31% return vs 18.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ECOW is cheaper with a 0.70% expense ratio, compared with 0.95% for TDEC.

ECOW has the higher dividend yield at 4.44%, compared with 0.00% for TDEC.

ECOW is categorized as Emerging Markets Equities, while TDEC is Defined Outcome. ECOW tracks Pacer Emerging Markets Cash Cows 100 Index, while TDEC tracks MSCI Emerging Markets. They also come from different issuers: Pacer and FT Vest. Their fees differ too: 0.70% for ECOW and 0.95% for TDEC.

ECOW currently has the higher Sharpe Ratio (2.02 vs 1.59), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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