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GLBL vs. SRVR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLBL vs. SRVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer MSCI World Industry Advantage ETF (GLBL) and Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF (SRVR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLBL achieves a 13.57% return, which is significantly lower than SRVR's 19.79% return.


GLBL

1D
-0.23%
1M
6.32%
YTD
13.57%
6M
13.88%
1Y
32.70%
3Y*
5Y*
10Y*

SRVR

1D
-1.79%
1M
-2.74%
YTD
19.79%
6M
20.69%
1Y
11.19%
3Y*
8.85%
5Y*
-0.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLBL vs. SRVR - Yearly Performance Comparison


Correlation

The correlation between GLBL and SRVR is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.50

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2024

0.46

The correlation between GLBL and SRVR has been stable across timeframes, ranging from 0.46 to 0.50 - a consistent structural relationship.

GLBL vs. SRVR - Sectors Allocation Comparison


Sectors
GLBL
SRVR

Technology

38.7%
6.8%

Communication Services

16.2%
7.5%

Consumer Cyclical

12.9%

-

Financial Services

12.6%
0.9%

Healthcare

6.3%

-

Consumer Defensive

3.9%

-

Industrials

3.4%
11.7%

Real Estate

3.1%
66.4%

Energy

1.4%
3.8%

Basic Materials

1.1%
0.8%

Utilities

0.4%
2.2%

Technology

GLBL
38.7%
SRVR
6.8%

Communication Services

GLBL
16.2%
SRVR
7.5%

Consumer Cyclical

GLBL
12.9%
SRVR

-

Financial Services

GLBL
12.6%
SRVR
0.9%

Healthcare

GLBL
6.3%
SRVR

-

Consumer Defensive

GLBL
3.9%
SRVR

-

Industrials

GLBL
3.4%
SRVR
11.7%

Real Estate

GLBL
3.1%
SRVR
66.4%

Energy

GLBL
1.4%
SRVR
3.8%

Basic Materials

GLBL
1.1%
SRVR
0.8%

Utilities

GLBL
0.4%
SRVR
2.2%

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Return for Risk

GLBL vs. SRVR — Risk / Return Rank

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

GLBL
GLBL Risk / Return Rank: 6868
Overall Rank
GLBL Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
GLBL Sortino Ratio Rank: 7070
Sortino Ratio Rank
GLBL Omega Ratio Rank: 7070
Omega Ratio Rank
GLBL Calmar Ratio Rank: 6060
Calmar Ratio Rank
GLBL Martin Ratio Rank: 6767
Martin Ratio Rank

SRVR
SRVR Risk / Return Rank: 1919
Overall Rank
SRVR Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SRVR Sortino Ratio Rank: 1919
Sortino Ratio Rank
SRVR Omega Ratio Rank: 1919
Omega Ratio Rank
SRVR Calmar Ratio Rank: 1818
Calmar Ratio Rank
SRVR Martin Ratio Rank: 1717
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.

GLBL vs. SRVR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer MSCI World Industry Advantage ETF (GLBL) and Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF (SRVR). 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.


GLBLSRVRDifference

Sharpe ratio

Return per unit of total volatility

2.45

0.67

+1.77

Sortino ratio

Return per unit of downside risk

3.26

1.05

+2.21

Omega ratio

Gain probability vs. loss probability

1.43

1.13

+0.31

Calmar ratio

Return relative to maximum drawdown

3.04

0.76

+2.28

Martin ratio

Return relative to average drawdown

12.53

1.64

+10.89

GLBL vs. SRVR - Sharpe Ratio Comparison

The current GLBL Sharpe Ratio is 2.45, which is higher than the SRVR Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of GLBL and SRVR, 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


GLBLSRVRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.45

0.67

+1.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

1.46

0.30

+1.16

Drawdowns

GLBL vs. SRVR - Drawdown Comparison

The maximum GLBL drawdown since its inception was -19.75%, smaller than the maximum SRVR drawdown of -40.99%. Use the drawdown chart below to compare losses from any high point for GLBL and SRVR.


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Drawdown Indicators


GLBLSRVRDifference

Max Drawdown

Largest peak-to-trough decline

-19.75%

-40.99%

+21.24%

Max Drawdown (1Y)

Largest decline over 1 year

-10.97%

-14.78%

+3.81%

Max Drawdown (3Y)

Largest decline over 3 years

-18.34%

Max Drawdown (5Y)

Largest decline over 5 years

-40.99%

Current Drawdown

Current decline from peak

-0.23%

-12.28%

+12.05%

Average Drawdown

Average peak-to-trough decline

-2.57%

-15.27%

+12.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

6.83%

-4.17%

Volatility

GLBL vs. SRVR - Volatility Comparison

The current volatility for Pacer MSCI World Industry Advantage ETF (GLBL) is 2.93%, while Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF (SRVR) has a volatility of 5.47%. This indicates that GLBL experiences smaller price fluctuations and is considered to be less risky than SRVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLBLSRVRDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.93%

5.47%

-2.54%

Volatility (6M)

Calculated over the trailing 6-month period

10.38%

13.12%

-2.74%

Volatility (1Y)

Calculated over the trailing 1-year period

13.44%

16.72%

-3.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.50%

19.71%

-3.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.50%

21.44%

-4.94%

GLBL vs. SRVR - Expense Ratio Comparison

GLBL has a 0.65% expense ratio, which is higher than SRVR's 0.60% expense ratio.


Dividends

GLBL vs. SRVR - Dividend Comparison

GLBL's dividend yield for the trailing twelve months is around 0.76%, less than SRVR's 2.70% yield.


PositionTTM20252024202320222021202020192018
GLBL
Pacer MSCI World Industry Advantage ETF
0.76%0.86%0.15%0.00%0.00%0.00%0.00%0.00%0.00%
SRVR
Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF
2.70%2.67%2.00%3.69%1.70%1.19%1.59%1.61%2.13%

Frequently Asked Questions


GLBL and SRVR have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SRVR has higher volatility (5.47%) compared to GLBL (2.93%). In terms of maximum drawdown, GLBL dropped -19.75% vs SRVR's -40.99%.

On 1-year performance, GLBL leads with 32.70% vs 11.19% for SRVR. On fees, SRVR is cheaper at 0.60% per year. On volatility, GLBL has been the lower-risk option at 2.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GLBL has performed better with a 32.70% return vs 11.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SRVR is cheaper with a 0.60% expense ratio, compared with 0.65% for GLBL.

SRVR has the higher dividend yield at 2.70%, compared with 0.76% for GLBL.

GLBL is categorized as Global Equities, while SRVR is REIT. GLBL tracks MSCI World Ricardo Comparative Advantage Select Index, while SRVR tracks Benchmark Data & Infrastructure Real Estate SCTR Index. Their fees differ too: 0.65% for GLBL and 0.60% for SRVR.

GLBL currently has the higher Sharpe Ratio (2.45 vs 0.67), 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.

Portfolio Optimizer

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