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GCOW vs. SCHY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GCOW and SCHY is 0.61, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

GCOW vs. SCHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Global Cash Cows Dividend ETF (GCOW) and Schwab International Dividend Equity ETF (SCHY). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
39.67%
19.78%
GCOW
SCHY

Key characteristics

Sharpe Ratio

GCOW:

0.74

SCHY:

1.04

Sortino Ratio

GCOW:

1.07

SCHY:

1.50

Omega Ratio

GCOW:

1.15

SCHY:

1.21

Calmar Ratio

GCOW:

0.82

SCHY:

1.17

Martin Ratio

GCOW:

2.79

SCHY:

2.59

Ulcer Index

GCOW:

3.65%

SCHY:

5.49%

Daily Std Dev

GCOW:

13.84%

SCHY:

13.64%

Max Drawdown

GCOW:

-37.64%

SCHY:

-24.03%

Current Drawdown

GCOW:

-3.29%

SCHY:

-0.38%

Returns By Period

In the year-to-date period, GCOW achieves a 8.07% return, which is significantly lower than SCHY's 13.21% return.


GCOW

YTD

8.07%

1M

-2.20%

6M

4.00%

1Y

10.56%

5Y*

14.10%

10Y*

N/A

SCHY

YTD

13.21%

1M

2.68%

6M

6.65%

1Y

14.84%

5Y*

N/A

10Y*

N/A

*Annualized

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GCOW vs. SCHY - Expense Ratio Comparison

GCOW has a 0.60% expense ratio, which is higher than SCHY's 0.14% expense ratio.


Expense ratio chart for GCOW: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GCOW: 0.60%
Expense ratio chart for SCHY: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHY: 0.14%

Risk-Adjusted Performance

GCOW vs. SCHY — Risk-Adjusted Performance Rank

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

GCOW
The Risk-Adjusted Performance Rank of GCOW is 7171
Overall Rank
The Sharpe Ratio Rank of GCOW is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of GCOW is 6868
Sortino Ratio Rank
The Omega Ratio Rank of GCOW is 6969
Omega Ratio Rank
The Calmar Ratio Rank of GCOW is 7878
Calmar Ratio Rank
The Martin Ratio Rank of GCOW is 7070
Martin Ratio Rank

SCHY
The Risk-Adjusted Performance Rank of SCHY is 7979
Overall Rank
The Sharpe Ratio Rank of SCHY is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHY is 8080
Sortino Ratio Rank
The Omega Ratio Rank of SCHY is 8080
Omega Ratio Rank
The Calmar Ratio Rank of SCHY is 8585
Calmar Ratio Rank
The Martin Ratio Rank of SCHY is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GCOW vs. SCHY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Global Cash Cows Dividend ETF (GCOW) and Schwab International Dividend Equity ETF (SCHY). 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.


The chart of Sharpe ratio for GCOW, currently valued at 0.74, compared to the broader market-1.000.001.002.003.004.00
GCOW: 0.74
SCHY: 1.04
The chart of Sortino ratio for GCOW, currently valued at 1.07, compared to the broader market-2.000.002.004.006.008.00
GCOW: 1.07
SCHY: 1.50
The chart of Omega ratio for GCOW, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
GCOW: 1.15
SCHY: 1.21
The chart of Calmar ratio for GCOW, currently valued at 0.82, compared to the broader market0.002.004.006.008.0010.0012.00
GCOW: 0.82
SCHY: 1.17
The chart of Martin ratio for GCOW, currently valued at 2.79, compared to the broader market0.0020.0040.0060.00
GCOW: 2.79
SCHY: 2.59

The current GCOW Sharpe Ratio is 0.74, which is comparable to the SCHY Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of GCOW and SCHY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.74
1.04
GCOW
SCHY

Dividends

GCOW vs. SCHY - Dividend Comparison

GCOW's dividend yield for the trailing twelve months is around 3.99%, less than SCHY's 4.05% yield.


TTM202420232022202120202019201820172016
GCOW
Pacer Global Cash Cows Dividend ETF
3.99%5.14%5.28%4.39%4.23%4.12%4.40%3.94%2.79%1.95%
SCHY
Schwab International Dividend Equity ETF
4.05%4.64%3.97%3.68%1.73%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GCOW vs. SCHY - Drawdown Comparison

The maximum GCOW drawdown since its inception was -37.64%, which is greater than SCHY's maximum drawdown of -24.03%. Use the drawdown chart below to compare losses from any high point for GCOW and SCHY. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.29%
-0.38%
GCOW
SCHY

Volatility

GCOW vs. SCHY - Volatility Comparison

Pacer Global Cash Cows Dividend ETF (GCOW) has a higher volatility of 9.50% compared to Schwab International Dividend Equity ETF (SCHY) at 8.69%. This indicates that GCOW's price experiences larger fluctuations and is considered to be riskier than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.50%
8.69%
GCOW
SCHY