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FLQH vs. ICOW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FLQH vs. ICOW - Performance Comparison

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

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-5.63%
FLQH
ICOW

Returns By Period


FLQH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

ICOW

YTD

-0.20%

1M

-3.26%

6M

-5.36%

1Y

4.43%

5Y (annualized)

6.28%

10Y (annualized)

N/A

Key characteristics


FLQHICOW

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FLQH vs. ICOW - Expense Ratio Comparison

FLQH has a 0.40% expense ratio, which is lower than ICOW's 0.65% expense ratio.


ICOW
Pacer Developed Markets International Cash Cows 100 ETF
Expense ratio chart for ICOW: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
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

-0.50.00.51.00.7

The correlation between FLQH and ICOW is 0.70, 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.

Risk-Adjusted Performance

FLQH vs. ICOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin LibertyQ International Equity Hedged ETF (FLQH) and Pacer Developed Markets International Cash Cows 100 ETF (ICOW). 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 FLQH, currently valued at 1.45, compared to the broader market0.002.004.001.450.48
The chart of Sortino ratio for FLQH, currently valued at 2.27, compared to the broader market-2.000.002.004.006.008.0010.0012.002.270.73
The chart of Omega ratio for FLQH, currently valued at 1.69, compared to the broader market0.501.001.502.002.503.001.691.09
The chart of Calmar ratio for FLQH, currently valued at 1.92, compared to the broader market0.005.0010.0015.001.920.69
The chart of Martin ratio for FLQH, currently valued at 16.49, compared to the broader market0.0020.0040.0060.0080.00100.0016.492.09
FLQH
ICOW

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.45
0.48
FLQH
ICOW

Dividends

FLQH vs. ICOW - Dividend Comparison

FLQH has not paid dividends to shareholders, while ICOW's dividend yield for the trailing twelve months is around 4.80%.


TTM20232022202120202019201820172016
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%
ICOW
Pacer Developed Markets International Cash Cows 100 ETF
4.80%3.61%5.26%2.11%2.46%3.10%2.62%0.80%0.00%

Drawdowns

FLQH vs. ICOW - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-5.80%
FLQH
ICOW

Volatility

FLQH vs. ICOW - Volatility Comparison

The current volatility for Franklin LibertyQ International Equity Hedged ETF (FLQH) is 0.00%, while Pacer Developed Markets International Cash Cows 100 ETF (ICOW) has a volatility of 4.18%. This indicates that FLQH experiences smaller price fluctuations and is considered to be less risky than ICOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember0
4.18%
FLQH
ICOW