GCOW vs. URA

Last updated Jun 16, 2026

GCOW (Pacer Global Cash Cows Dividend ETF) and URA (Global X Uranium ETF) are both exchange-traded funds - GCOW is a Large Cap Value Equities fund tracking the Pacer Global Cash Cows Dividends Index, while URA is a Uranium fund tracking the Solactive Global Uranium & Nuclear Components Total Return Index. Both are passively managed. Over the past 10 years, GCOW returned 10.01%/yr vs 16.50%/yr for URA. At a 0.49 correlation, their price movements are largely independent. GCOW charges 0.60%/yr vs 0.69%/yr for URA.

Performance

GCOW vs. URA - Performance Comparison

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

Returns By Period

In the year-to-date period, GCOW achieves a 11.34% return, which is significantly lower than URA's 12.47% return. Over the past 10 years, GCOW has underperformed URA with an annualized return of 10.01%, while URA has yielded a comparatively higher 16.50% annualized return.

GCOW

• 1D: -1.25%
• 1M: -1.16%
• YTD: 11.34%
• 6M: 11.61%
• 1Y: 23.30%
• 3Y*: 15.71%
• 5Y*: 12.27%
• 10Y*: 10.01%

URA

• 1D: 5.58%
• 1M: -3.75%
• YTD: 12.47%
• 6M: 12.83%
• 1Y: 39.37%
• 3Y*: 34.52%
• 5Y*: 21.19%
• 10Y*: 16.50%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GCOW vs. URA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GCOW Pacer Global Cash Cows Dividend ETF	11.34%	27.34%	3.52%	13.95%	5.49%	14.58%	-4.33%	17.81%	-7.99%	20.71%
URA Global X Uranium ETF	12.47%	67.18%	-0.58%	46.25%	-11.32%	57.57%	41.33%	-3.54%	-22.11%	19.36%

Correlation

The correlation between GCOW and URA is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.14
Correlation (3Y) Calculated over the trailing 3-year period	0.30
Correlation (5Y) Calculated over the trailing 5-year period	0.44
Correlation (10Y) Calculated over the trailing 10-year period	0.48
Correlation (All Time) Calculated using the full available price history since Feb 23, 2016	0.49

Over the past year, the correlation between GCOW and URA has dropped to 0.14 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

GCOW vs. URA - Sectors Allocation Comparison

Sectors	GCOW	URA
Energy	22.9%	64.2%
Consumer Defensive	17.0%	-
Healthcare	14.8%	-
Communication Services	14.5%	-
Industrials	12.6%	22.7%
Basic Materials	8.1%	4.8%
Consumer Cyclical	4.8%	-
Utilities	4.0%	7.4%
Technology	1.3%	0.9%
Financial Services	-	-
Real Estate	-	-

Return for Risk

GCOW vs. URA — Risk / Return Rank

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

GCOW

GCOW Risk / Return Rank: 77
GCOW Sharpe Ratio Rank: 75
GCOW Sortino Ratio Rank: 78
GCOW Omega Ratio Rank: 70
GCOW Calmar Ratio Rank: 90
GCOW Martin Ratio Rank: 73

URA

URA Risk / Return Rank: 26
URA Sharpe Ratio Rank: 23
URA Sortino Ratio Rank: 27
URA Omega Ratio Rank: 26
URA Calmar Ratio Rank: 29
URA Martin Ratio Rank: 23

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. URA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Global Cash Cows Dividend ETF (GCOW) and Global X Uranium ETF (URA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	GCOW	URA	Difference
Sharpe ratio: Return per unit of total volatility	2.15	0.77	+1.38
Sortino ratio: Return per unit of downside risk	3.10	1.36	+1.75
Omega ratio: Gain probability vs. loss probability	1.37	1.16	+0.22
Calmar ratio: Return relative to maximum drawdown	4.91	1.26	+3.65
Martin ratio: Return relative to average drawdown	12.49	2.78	+9.71

GCOW vs. URA - Sharpe Ratio Comparison

The current GCOW Sharpe Ratio is 2.15, which is higher than the URA Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of GCOW and URA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GCOW vs. URA - Drawdown Comparison

The maximum GCOW drawdown since its inception was -37.64%, smaller than the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for GCOW and URA.

Drawdown Indicators

	GCOW	URA	Difference
Max Drawdown Largest peak-to-trough decline	-37.64%	-93.54%	+55.90%
Max Drawdown (1Y) Largest decline over 1 year	-4.77%	-31.48%	+26.71%
Max Drawdown (3Y) Largest decline over 3 years	-12.35%	-37.81%	+25.46%
Max Drawdown (5Y) Largest decline over 5 years	-21.48%	-37.90%	+16.42%
Max Drawdown (10Y) Largest decline over 10 years	-37.64%	-61.45%	+23.81%
Current Drawdown Current decline from peak	-3.46%	-45.46%	+42.00%
Average Drawdown Average peak-to-trough decline	-5.83%	-74.93%	+69.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.88%	14.19%	-12.31%

Volatility

GCOW vs. URA - Volatility Comparison

The current volatility for Pacer Global Cash Cows Dividend ETF (GCOW) is 2.74%, while Global X Uranium ETF (URA) has a volatility of 18.71%. This indicates that GCOW experiences smaller price fluctuations and is considered to be less risky than URA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GCOW	URA	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.74%	18.71%	-15.97%
Volatility (6M) Calculated over the trailing 6-month period	8.07%	40.22%	-32.15%
Volatility (1Y) Calculated over the trailing 1-year period	10.92%	51.62%	-40.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.51%	43.93%	-30.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.18%	37.95%	-21.77%

GCOW vs. URA - Expense Ratio Comparison

GCOW has a 0.60% expense ratio, which is lower than URA's 0.69% expense ratio.

Dividends

GCOW vs. URA - Dividend Comparison

GCOW's dividend yield for the trailing twelve months is around 4.72%, more than URA's 4.34% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GCOW Pacer Global Cash Cows Dividend ETF	4.72%	4.06%	5.14%	5.28%	4.39%	4.23%	4.12%	4.40%	3.94%	2.79%	1.95%	0.00%
URA Global X Uranium ETF	4.34%	4.88%	2.86%	6.07%	0.76%	5.84%	1.69%	1.66%	0.44%	2.03%	7.28%	1.96%

Frequently Asked Questions

Can I hold both GCOW and URA in my portfolio?

GCOW and URA have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GCOW or URA?

URA has higher volatility (18.71%) compared to GCOW (2.74%). In terms of maximum drawdown, GCOW dropped -37.64% vs URA's -93.54%.

Which ETF is better, GCOW or URA?

On 10-year performance, URA leads with 16.50% vs 10.01% for GCOW. On fees, GCOW is cheaper at 0.60% per year. On volatility, GCOW has been the lower-risk option at 2.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GCOW or URA?

Over the 10-year period, URA has performed better with a 16.50% return vs 10.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GCOW or URA?

GCOW is cheaper with a 0.60% expense ratio, compared with 0.69% for URA.

Which ETF pays a higher dividend yield, GCOW or URA?

GCOW has the higher dividend yield at 4.72%, compared with 4.34% for URA.

What is the main difference between GCOW and URA?

GCOW is categorized as Large Cap Value Equities, while URA is Uranium. GCOW tracks Pacer Global Cash Cows Dividends Index, while URA tracks Solactive Global Uranium & Nuclear Components Total Return Index. They also come from different issuers: Pacer and Global X. Their fees differ too: 0.60% for GCOW and 0.69% for URA.

Which has better risk-adjusted returns?

GCOW currently has the higher Sharpe Ratio (2.15 vs 0.77), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.