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GSIE vs. ICOW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GSIE and ICOW is 0.67, 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.


Performance

GSIE vs. ICOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs ActiveBeta International Equity ETF (GSIE) and Pacer Developed Markets International Cash Cows 100 ETF (ICOW). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GSIE:

0.79

ICOW:

0.30

Sortino Ratio

GSIE:

1.29

ICOW:

0.54

Omega Ratio

GSIE:

1.18

ICOW:

1.07

Calmar Ratio

GSIE:

1.10

ICOW:

0.35

Martin Ratio

GSIE:

3.57

ICOW:

1.11

Ulcer Index

GSIE:

4.02%

ICOW:

4.71%

Daily Std Dev

GSIE:

17.67%

ICOW:

17.46%

Max Drawdown

GSIE:

-34.63%

ICOW:

-43.49%

Current Drawdown

GSIE:

0.00%

ICOW:

0.00%

Returns By Period

In the year-to-date period, GSIE achieves a 15.89% return, which is significantly higher than ICOW's 13.49% return.


GSIE

YTD

15.89%

1M

7.99%

6M

14.94%

1Y

13.51%

5Y*

12.00%

10Y*

N/A

ICOW

YTD

13.49%

1M

6.96%

6M

11.59%

1Y

4.83%

5Y*

13.26%

10Y*

N/A

*Annualized

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GSIE vs. ICOW - Expense Ratio Comparison

GSIE has a 0.25% expense ratio, which is lower than ICOW's 0.65% expense ratio.


Risk-Adjusted Performance

GSIE vs. ICOW — Risk-Adjusted Performance Rank

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

GSIE
The Risk-Adjusted Performance Rank of GSIE is 7676
Overall Rank
The Sharpe Ratio Rank of GSIE is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of GSIE is 7474
Sortino Ratio Rank
The Omega Ratio Rank of GSIE is 7272
Omega Ratio Rank
The Calmar Ratio Rank of GSIE is 8383
Calmar Ratio Rank
The Martin Ratio Rank of GSIE is 7777
Martin Ratio Rank

ICOW
The Risk-Adjusted Performance Rank of ICOW is 3333
Overall Rank
The Sharpe Ratio Rank of ICOW is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of ICOW is 2929
Sortino Ratio Rank
The Omega Ratio Rank of ICOW is 2929
Omega Ratio Rank
The Calmar Ratio Rank of ICOW is 4040
Calmar Ratio Rank
The Martin Ratio Rank of ICOW is 3535
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.

GSIE vs. ICOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta International Equity ETF (GSIE) and Pacer Developed Markets International Cash Cows 100 ETF (ICOW). 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 current GSIE Sharpe Ratio is 0.79, which is higher than the ICOW Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of GSIE and ICOW, 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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Dividends

GSIE vs. ICOW - Dividend Comparison

GSIE's dividend yield for the trailing twelve months is around 2.68%, less than ICOW's 4.48% yield.


TTM2024202320222021202020192018201720162015
GSIE
Goldman Sachs ActiveBeta International Equity ETF
2.68%3.11%2.87%3.01%2.40%1.24%2.80%2.68%2.31%2.15%0.13%
ICOW
Pacer Developed Markets International Cash Cows 100 ETF
4.48%4.39%3.61%5.26%2.11%2.46%3.10%2.62%0.80%0.00%0.00%

Drawdowns

GSIE vs. ICOW - Drawdown Comparison

The maximum GSIE drawdown since its inception was -34.63%, smaller than the maximum ICOW drawdown of -43.49%. Use the drawdown chart below to compare losses from any high point for GSIE and ICOW. For additional features, visit the drawdowns tool.


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Volatility

GSIE vs. ICOW - Volatility Comparison

Goldman Sachs ActiveBeta International Equity ETF (GSIE) and Pacer Developed Markets International Cash Cows 100 ETF (ICOW) have volatilities of 3.26% and 3.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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