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FOWF vs. ICOW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FOWF vs. ICOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Solactive Whitney Future of Warfare ETF (FOWF) and Pacer Developed Markets International Cash Cows 100 ETF (ICOW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FOWF achieves a 8.81% return, which is significantly lower than ICOW's 14.24% return.


FOWF

1D
-0.22%
1M
0.23%
YTD
8.81%
6M
10.69%
1Y
37.08%
3Y*
5Y*
10Y*

ICOW

1D
0.27%
1M
4.82%
YTD
14.24%
6M
20.36%
1Y
47.46%
3Y*
17.18%
5Y*
10.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FOWF vs. ICOW - Yearly Performance Comparison


Correlation

The correlation between FOWF and ICOW is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2024

0.52

The correlation between FOWF and ICOW has been stable across timeframes, ranging from 0.47 to 0.52 — a consistent structural relationship.

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Return for Risk

FOWF vs. ICOW — Risk / Return Rank

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

FOWF
FOWF Risk / Return Rank: 7272
Overall Rank
FOWF Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FOWF Sortino Ratio Rank: 8181
Sortino Ratio Rank
FOWF Omega Ratio Rank: 7272
Omega Ratio Rank
FOWF Calmar Ratio Rank: 6464
Calmar Ratio Rank
FOWF Martin Ratio Rank: 6666
Martin Ratio Rank

ICOW
ICOW Risk / Return Rank: 9191
Overall Rank
ICOW Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
ICOW Sortino Ratio Rank: 9090
Sortino Ratio Rank
ICOW Omega Ratio Rank: 9090
Omega Ratio Rank
ICOW Calmar Ratio Rank: 9191
Calmar Ratio Rank
ICOW Martin Ratio Rank: 9090
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.

FOWF vs. ICOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Solactive Whitney Future of Warfare ETF (FOWF) 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.


FOWFICOWDifference

Sharpe ratio

Return per unit of total volatility

2.77

3.64

-0.87

Sortino ratio

Return per unit of downside risk

4.02

4.60

-0.58

Omega ratio

Gain probability vs. loss probability

1.48

1.65

-0.17

Calmar ratio

Return relative to maximum drawdown

3.62

6.16

-2.54

Martin ratio

Return relative to average drawdown

13.92

22.69

-8.77

FOWF vs. ICOW - Sharpe Ratio Comparison

The current FOWF Sharpe Ratio is 2.77, which is comparable to the ICOW Sharpe Ratio of 3.64. The chart below compares the historical Sharpe Ratios of FOWF and ICOW, 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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Sharpe Ratios by Period


FOWFICOWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.77

3.64

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

1.77

0.54

+1.23

Drawdowns

FOWF vs. ICOW - Drawdown Comparison

The maximum FOWF drawdown since its inception was -12.29%, smaller than the maximum ICOW drawdown of -43.49%. Use the drawdown chart below to compare losses from any high point for FOWF and ICOW.


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Drawdown Indicators


FOWFICOWDifference

Max Drawdown

Largest peak-to-trough decline

-12.29%

-43.49%

+31.20%

Max Drawdown (1Y)

Largest decline over 1 year

-10.08%

-8.02%

-2.06%

Max Drawdown (5Y)

Largest decline over 5 years

-28.48%

Current Drawdown

Current decline from peak

-3.37%

-1.30%

-2.07%

Average Drawdown

Average peak-to-trough decline

-1.80%

-7.68%

+5.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

2.18%

+0.44%

Volatility

FOWF vs. ICOW - Volatility Comparison

Pacer Solactive Whitney Future of Warfare ETF (FOWF) has a higher volatility of 6.53% compared to Pacer Developed Markets International Cash Cows 100 ETF (ICOW) at 4.80%. This indicates that FOWF's price experiences larger fluctuations and is considered to be riskier than ICOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FOWFICOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.53%

4.80%

+1.73%

Volatility (6M)

Calculated over the trailing 6-month period

11.06%

10.17%

+0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

13.54%

13.21%

+0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

16.57%

+0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.99%

18.50%

-1.51%

FOWF vs. ICOW - Expense Ratio Comparison

FOWF has a 0.49% expense ratio, which is lower than ICOW's 0.65% expense ratio.


Dividends

FOWF vs. ICOW - Dividend Comparison

FOWF's dividend yield for the trailing twelve months is around 0.73%, less than ICOW's 2.18% yield.


TTM202520242023202220212020201920182017
FOWF
Pacer Solactive Whitney Future of Warfare ETF
0.73%0.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ICOW
Pacer Developed Markets International Cash Cows 100 ETF
2.18%3.03%4.39%3.61%5.26%2.11%2.46%3.10%2.61%0.80%