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GCOW vs. INDS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GCOW vs. INDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Global Cash Cows Dividend ETF (GCOW) and Pacer Benchmark Industrial Real Estate SCTR ETF (INDS). The values are adjusted to include any dividend payments, if applicable.

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GCOW vs. INDS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GCOW
Pacer Global Cash Cows Dividend ETF
12.89%27.34%3.52%13.95%5.49%14.58%-4.33%17.81%-7.61%
INDS
Pacer Benchmark Industrial Real Estate SCTR ETF
1.87%7.78%-12.69%17.72%-32.68%54.61%12.62%42.25%-0.54%

Returns By Period

In the year-to-date period, GCOW achieves a 12.89% return, which is significantly higher than INDS's 1.87% return.


GCOW

1D
-0.28%
1M
-1.51%
YTD
12.89%
6M
18.87%
1Y
30.54%
3Y*
16.78%
5Y*
13.59%
10Y*
10.17%

INDS

1D
1.62%
1M
-8.77%
YTD
1.87%
6M
1.65%
1Y
5.02%
3Y*
0.76%
5Y*
1.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GCOW vs. INDS - Expense Ratio Comparison

Both GCOW and INDS have an expense ratio of 0.60%.


Return for Risk

GCOW vs. INDS — Risk / Return Rank

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

GCOW
GCOW Risk / Return Rank: 9292
Overall Rank
GCOW Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
GCOW Sortino Ratio Rank: 9494
Sortino Ratio Rank
GCOW Omega Ratio Rank: 9393
Omega Ratio Rank
GCOW Calmar Ratio Rank: 8787
Calmar Ratio Rank
GCOW Martin Ratio Rank: 9393
Martin Ratio Rank

INDS
INDS Risk / Return Rank: 1818
Overall Rank
INDS Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
INDS Sortino Ratio Rank: 1818
Sortino Ratio Rank
INDS Omega Ratio Rank: 1717
Omega Ratio Rank
INDS Calmar Ratio Rank: 1818
Calmar Ratio Rank
INDS Martin Ratio Rank: 2020
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.

GCOW vs. INDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Global Cash Cows Dividend ETF (GCOW) and Pacer Benchmark Industrial Real Estate SCTR ETF (INDS). 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.


GCOWINDSDifference

Sharpe ratio

Return per unit of total volatility

2.21

0.27

+1.94

Sortino ratio

Return per unit of downside risk

2.94

0.50

+2.45

Omega ratio

Gain probability vs. loss probability

1.43

1.06

+0.37

Calmar ratio

Return relative to maximum drawdown

2.80

0.33

+2.47

Martin ratio

Return relative to average drawdown

14.21

1.15

+13.07

GCOW vs. INDS - Sharpe Ratio Comparison

The current GCOW Sharpe Ratio is 2.21, which is higher than the INDS Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of GCOW and INDS, 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


GCOWINDSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

0.27

+1.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.08

+0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.36

+0.24

Correlation

The correlation between GCOW and INDS is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GCOW vs. INDS - Dividend Comparison

GCOW's dividend yield for the trailing twelve months is around 4.41%, more than INDS's 3.71% yield.


TTM2025202420232022202120202019201820172016
GCOW
Pacer Global Cash Cows Dividend ETF
4.41%4.06%5.14%5.28%4.39%4.23%4.12%4.40%3.94%2.79%1.95%
INDS
Pacer Benchmark Industrial Real Estate SCTR ETF
3.71%3.70%3.75%3.11%2.63%1.24%1.68%2.26%1.81%0.00%0.00%

Drawdowns

GCOW vs. INDS - Drawdown Comparison

The maximum GCOW drawdown since its inception was -37.64%, smaller than the maximum INDS drawdown of -40.17%. Use the drawdown chart below to compare losses from any high point for GCOW and INDS.


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Drawdown Indicators


GCOWINDSDifference

Max Drawdown

Largest peak-to-trough decline

-37.64%

-40.17%

+2.53%

Max Drawdown (1Y)

Largest decline over 1 year

-10.79%

-14.55%

+3.76%

Max Drawdown (5Y)

Largest decline over 5 years

-21.48%

-40.17%

+18.69%

Max Drawdown (10Y)

Largest decline over 10 years

-37.64%

Current Drawdown

Current decline from peak

-2.11%

-24.03%

+21.92%

Average Drawdown

Average peak-to-trough decline

-5.90%

-15.48%

+9.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

4.22%

-2.04%

Volatility

GCOW vs. INDS - Volatility Comparison

The current volatility for Pacer Global Cash Cows Dividend ETF (GCOW) is 3.45%, while Pacer Benchmark Industrial Real Estate SCTR ETF (INDS) has a volatility of 5.98%. This indicates that GCOW experiences smaller price fluctuations and is considered to be less risky than INDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCOWINDSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.45%

5.98%

-2.53%

Volatility (6M)

Calculated over the trailing 6-month period

7.89%

11.09%

-3.20%

Volatility (1Y)

Calculated over the trailing 1-year period

13.89%

18.75%

-4.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.48%

20.02%

-6.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.24%

23.19%

-6.95%