PortfoliosLab logoPortfoliosLab logo
GXUS vs. ICOW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GXUS vs. ICOW - Performance Comparison

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

Loading graphics...

GXUS vs. ICOW - Yearly Performance Comparison


Returns By Period

In the year-to-date period, GXUS achieves a 2.30% return, which is significantly lower than ICOW's 9.82% return.


GXUS

1D
3.21%
1M
-8.13%
YTD
2.30%
6M
7.21%
1Y
26.93%
3Y*
5Y*
10Y*

ICOW

1D
2.29%
1M
-5.12%
YTD
9.82%
6M
18.13%
1Y
38.68%
3Y*
17.01%
5Y*
10.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GXUS vs. ICOW - Expense Ratio Comparison

GXUS has a 0.18% expense ratio, which is lower than ICOW's 0.65% expense ratio.


Return for Risk

GXUS vs. ICOW — Risk / Return Rank

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

GXUS
GXUS Risk / Return Rank: 7979
Overall Rank
GXUS Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
GXUS Sortino Ratio Rank: 7878
Sortino Ratio Rank
GXUS Omega Ratio Rank: 7878
Omega Ratio Rank
GXUS Calmar Ratio Rank: 8181
Calmar Ratio Rank
GXUS Martin Ratio Rank: 7878
Martin Ratio Rank

ICOW
ICOW Risk / Return Rank: 9494
Overall Rank
ICOW Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ICOW Sortino Ratio Rank: 9494
Sortino Ratio Rank
ICOW Omega Ratio Rank: 9595
Omega Ratio Rank
ICOW Calmar Ratio Rank: 9191
Calmar Ratio Rank
ICOW Martin Ratio Rank: 9494
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.

GXUS vs. ICOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) 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.


GXUSICOWDifference

Sharpe ratio

Return per unit of total volatility

1.53

2.27

-0.74

Sortino ratio

Return per unit of downside risk

2.01

2.92

-0.91

Omega ratio

Gain probability vs. loss probability

1.30

1.45

-0.15

Calmar ratio

Return relative to maximum drawdown

2.29

3.08

-0.79

Martin ratio

Return relative to average drawdown

8.39

14.46

-6.07

GXUS vs. ICOW - Sharpe Ratio Comparison

The current GXUS Sharpe Ratio is 1.53, which is lower than the ICOW Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of GXUS 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.


Loading graphics...

Sharpe Ratios by Period


GXUSICOWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

2.27

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.51

+0.52

Correlation

The correlation between GXUS and ICOW is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GXUS vs. ICOW - Dividend Comparison

GXUS's dividend yield for the trailing twelve months is around 2.47%, more than ICOW's 2.26% yield.


TTM202520242023202220212020201920182017
GXUS
Goldman Sachs MarketBeta(R) Total International Equity ETF
2.47%2.66%2.87%1.28%0.00%0.00%0.00%0.00%0.00%0.00%
ICOW
Pacer Developed Markets International Cash Cows 100 ETF
2.26%3.03%4.39%3.61%5.26%2.11%2.46%3.10%2.61%0.80%

Drawdowns

GXUS vs. ICOW - Drawdown Comparison

The maximum GXUS drawdown since its inception was -13.90%, smaller than the maximum ICOW drawdown of -43.49%. Use the drawdown chart below to compare losses from any high point for GXUS and ICOW.


Loading graphics...

Drawdown Indicators


GXUSICOWDifference

Max Drawdown

Largest peak-to-trough decline

-13.90%

-43.49%

+29.59%

Max Drawdown (1Y)

Largest decline over 1 year

-11.46%

-12.08%

+0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-28.48%

Current Drawdown

Current decline from peak

-8.61%

-5.12%

-3.49%

Average Drawdown

Average peak-to-trough decline

-2.84%

-7.71%

+4.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

2.57%

+0.55%

Volatility

GXUS vs. ICOW - Volatility Comparison

Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) has a higher volatility of 8.53% compared to Pacer Developed Markets International Cash Cows 100 ETF (ICOW) at 6.21%. This indicates that GXUS's price experiences larger fluctuations and is considered to be riskier than ICOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GXUSICOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.53%

6.21%

+2.32%

Volatility (6M)

Calculated over the trailing 6-month period

11.57%

10.42%

+1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

17.64%

17.15%

+0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.91%

16.58%

-1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.91%

18.53%

-3.62%