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EQLT vs. ECOW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EQLT vs. ECOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Emerging Markets Quality Factor ETF (EQLT) and Pacer Emerging Markets Cash Cows 100 ETF (ECOW). The values are adjusted to include any dividend payments, if applicable.

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EQLT vs. ECOW - Yearly Performance Comparison


2026 (YTD)20252024
EQLT
iShares MSCI Emerging Markets Quality Factor ETF
4.18%33.93%-1.29%
ECOW
Pacer Emerging Markets Cash Cows 100 ETF
9.29%32.50%1.05%

Returns By Period

In the year-to-date period, EQLT achieves a 4.18% return, which is significantly lower than ECOW's 9.29% return.


EQLT

1D
3.39%
1M
-8.11%
YTD
4.18%
6M
9.95%
1Y
34.11%
3Y*
5Y*
10Y*

ECOW

1D
2.44%
1M
-4.14%
YTD
9.29%
6M
12.97%
1Y
37.65%
3Y*
18.71%
5Y*
6.93%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EQLT vs. ECOW - Expense Ratio Comparison

EQLT has a 0.35% expense ratio, which is lower than ECOW's 0.70% expense ratio.


Return for Risk

EQLT vs. ECOW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EQLT
EQLT Risk / Return Rank: 8585
Overall Rank
EQLT Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EQLT Sortino Ratio Rank: 8585
Sortino Ratio Rank
EQLT Omega Ratio Rank: 8282
Omega Ratio Rank
EQLT Calmar Ratio Rank: 8787
Calmar Ratio Rank
EQLT Martin Ratio Rank: 8888
Martin Ratio Rank

ECOW
ECOW Risk / Return Rank: 9393
Overall Rank
ECOW Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ECOW Sortino Ratio Rank: 9494
Sortino Ratio Rank
ECOW Omega Ratio Rank: 9595
Omega Ratio Rank
ECOW Calmar Ratio Rank: 8989
Calmar Ratio Rank
ECOW Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EQLT vs. ECOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Quality Factor ETF (EQLT) and Pacer Emerging Markets Cash Cows 100 ETF (ECOW). 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.


EQLTECOWDifference

Sharpe ratio

Return per unit of total volatility

1.70

2.28

-0.58

Sortino ratio

Return per unit of downside risk

2.32

2.87

-0.55

Omega ratio

Gain probability vs. loss probability

1.33

1.46

-0.13

Calmar ratio

Return relative to maximum drawdown

2.79

2.85

-0.07

Martin ratio

Return relative to average drawdown

11.08

14.23

-3.16

EQLT vs. ECOW - Sharpe Ratio Comparison

The current EQLT Sharpe Ratio is 1.70, which is comparable to the ECOW Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of EQLT and ECOW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EQLTECOWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

2.28

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

1.21

0.36

+0.85

Correlation

The correlation between EQLT and ECOW is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EQLT vs. ECOW - Dividend Comparison

EQLT's dividend yield for the trailing twelve months is around 2.97%, less than ECOW's 4.76% yield.


TTM2025202420232022202120202019
EQLT
iShares MSCI Emerging Markets Quality Factor ETF
2.97%3.10%0.51%0.00%0.00%0.00%0.00%0.00%
ECOW
Pacer Emerging Markets Cash Cows 100 ETF
4.76%5.20%7.35%5.46%7.50%4.39%3.35%8.08%

Drawdowns

EQLT vs. ECOW - Drawdown Comparison

The maximum EQLT drawdown since its inception was -17.38%, smaller than the maximum ECOW drawdown of -40.27%. Use the drawdown chart below to compare losses from any high point for EQLT and ECOW.


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Drawdown Indicators


EQLTECOWDifference

Max Drawdown

Largest peak-to-trough decline

-17.38%

-40.27%

+22.89%

Max Drawdown (1Y)

Largest decline over 1 year

-12.00%

-13.09%

+1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-33.67%

Current Drawdown

Current decline from peak

-9.01%

-4.82%

-4.19%

Average Drawdown

Average peak-to-trough decline

-3.78%

-11.29%

+7.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.63%

+0.39%

Volatility

EQLT vs. ECOW - Volatility Comparison

iShares MSCI Emerging Markets Quality Factor ETF (EQLT) has a higher volatility of 10.92% compared to Pacer Emerging Markets Cash Cows 100 ETF (ECOW) at 7.25%. This indicates that EQLT's price experiences larger fluctuations and is considered to be riskier than ECOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EQLTECOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.92%

7.25%

+3.67%

Volatility (6M)

Calculated over the trailing 6-month period

15.38%

11.25%

+4.13%

Volatility (1Y)

Calculated over the trailing 1-year period

20.20%

16.60%

+3.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.01%

17.66%

+1.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.01%

20.26%

-1.25%