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

Performance

ICOW vs. FLQH - Performance Comparison

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

45.00%50.00%55.00%60.00%JuneJulyAugustSeptemberOctoberNovember
50.05%
55.89%
ICOW
FLQH

Returns By Period


ICOW

YTD

-0.93%

1M

-3.78%

6M

-6.05%

1Y

5.53%

5Y (annualized)

6.04%

10Y (annualized)

N/A

FLQH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


ICOWFLQH

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ICOW vs. FLQH - Expense Ratio Comparison

ICOW has a 0.65% expense ratio, which is higher than FLQH's 0.40% expense ratio.


ICOW
Pacer Developed Markets International Cash Cows 100 ETF
Expense ratio chart for ICOW: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for FLQH: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Correlation

-0.50.00.51.00.7

The correlation between ICOW and FLQH is 0.70, 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.

Risk-Adjusted Performance

ICOW vs. FLQH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Developed Markets International Cash Cows 100 ETF (ICOW) and Franklin LibertyQ International Equity Hedged ETF (FLQH). 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.


Sharpe ratio
The chart of Sharpe ratio for ICOW, currently valued at 0.34, compared to the broader market0.002.004.006.000.341.43
The chart of Sortino ratio for ICOW, currently valued at 0.54, compared to the broader market-2.000.002.004.006.008.0010.0012.000.542.25
The chart of Omega ratio for ICOW, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.67
The chart of Calmar ratio for ICOW, currently valued at 0.49, compared to the broader market0.005.0010.0015.000.491.43
The chart of Martin ratio for ICOW, currently valued at 1.49, compared to the broader market0.0020.0040.0060.0080.00100.00120.001.4916.32
ICOW
FLQH

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.34
1.43
ICOW
FLQH

Dividends

ICOW vs. FLQH - Dividend Comparison

ICOW's dividend yield for the trailing twelve months is around 4.83%, while FLQH has not paid dividends to shareholders.


TTM20232022202120202019201820172016
ICOW
Pacer Developed Markets International Cash Cows 100 ETF
4.83%3.61%5.26%2.11%2.46%3.10%2.62%0.80%0.00%
FLQH
Franklin LibertyQ International Equity Hedged ETF
3.83%3.17%0.87%2.77%6.23%1.61%5.67%4.02%11.56%

Drawdowns

ICOW vs. FLQH - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.49%
0
ICOW
FLQH

Volatility

ICOW vs. FLQH - Volatility Comparison

Pacer Developed Markets International Cash Cows 100 ETF (ICOW) has a higher volatility of 4.12% compared to Franklin LibertyQ International Equity Hedged ETF (FLQH) at 0.00%. This indicates that ICOW's price experiences larger fluctuations and is considered to be riskier than FLQH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.12%
0
ICOW
FLQH