PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GCOW vs. COWZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


GCOWCOWZ
YTD Return2.15%11.56%
1Y Return11.85%28.90%
3Y Return (Ann)8.88%14.22%
5Y Return (Ann)7.50%17.43%
Sharpe Ratio1.042.15
Daily Std Dev11.97%13.98%
Max Drawdown-37.64%-38.63%
Current Drawdown-0.01%0.00%

Correlation

0.79
-1.001.00

The correlation between GCOW and COWZ 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.

Performance

GCOW vs. COWZ - Performance Comparison

In the year-to-date period, GCOW achieves a 2.15% return, which is significantly lower than COWZ's 11.56% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


60.00%80.00%100.00%120.00%140.00%160.00%OctoberNovemberDecember2024FebruaryMarch
76.50%
168.10%
GCOW
COWZ

Compare stocks, funds, or ETFs


Pacer Global Cash Cows Dividend ETF

Pacer US Cash Cows 100 ETF

GCOW vs. COWZ - Expense Ratio Comparison

GCOW has a 0.60% expense ratio, which is higher than COWZ's 0.49% expense ratio.

GCOW
Pacer Global Cash Cows Dividend ETF
0.50%1.00%1.50%2.00%0.60%
0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

GCOW vs. COWZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Global Cash Cows Dividend ETF (GCOW) and Pacer US Cash Cows 100 ETF (COWZ). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
GCOW
Pacer Global Cash Cows Dividend ETF
1.04
COWZ
Pacer US Cash Cows 100 ETF
2.15

GCOW vs. COWZ - Sharpe Ratio Comparison

The current GCOW Sharpe Ratio is 1.04, which is lower than the COWZ Sharpe Ratio of 2.15. The chart below compares the 12-month rolling Sharpe Ratio of GCOW and COWZ.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00OctoberNovemberDecember2024FebruaryMarch
1.04
2.15
GCOW
COWZ

Dividends

GCOW vs. COWZ - Dividend Comparison

GCOW's dividend yield for the trailing twelve months is around 5.77%, more than COWZ's 1.79% yield.


TTM20232022202120202019201820172016
GCOW
Pacer Global Cash Cows Dividend ETF
5.77%5.28%4.39%4.23%4.12%4.40%3.94%2.79%1.95%
COWZ
Pacer US Cash Cows 100 ETF
1.79%1.92%1.96%1.48%2.54%1.96%1.67%1.95%0.13%

Drawdowns

GCOW vs. COWZ - Drawdown Comparison

The maximum GCOW drawdown since its inception was -37.64%, roughly equal to the maximum COWZ drawdown of -38.63%. The drawdown chart below compares losses from any high point along the way for GCOW and COWZ


-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.01%
0
GCOW
COWZ

Volatility

GCOW vs. COWZ - Volatility Comparison

The current volatility for Pacer Global Cash Cows Dividend ETF (GCOW) is 2.44%, while Pacer US Cash Cows 100 ETF (COWZ) has a volatility of 2.63%. This indicates that GCOW experiences smaller price fluctuations and is considered to be less risky than COWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
2.44%
2.63%
GCOW
COWZ