PortfoliosLab logo
ICOW vs. GCOW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ICOW and GCOW is 0.68, 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

ICOW vs. GCOW - 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 Pacer Global Cash Cows Dividend ETF (GCOW). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

ICOW:

0.30

GCOW:

0.70

Sortino Ratio

ICOW:

0.54

GCOW:

1.05

Omega Ratio

ICOW:

1.07

GCOW:

1.15

Calmar Ratio

ICOW:

0.35

GCOW:

0.80

Martin Ratio

ICOW:

1.11

GCOW:

2.69

Ulcer Index

ICOW:

4.71%

GCOW:

3.68%

Daily Std Dev

ICOW:

17.46%

GCOW:

13.86%

Max Drawdown

ICOW:

-43.49%

GCOW:

-37.64%

Current Drawdown

ICOW:

0.00%

GCOW:

-0.74%

Returns By Period

In the year-to-date period, ICOW achieves a 13.49% return, which is significantly higher than GCOW's 10.92% return.


ICOW

YTD

13.49%

1M

8.05%

6M

11.59%

1Y

5.23%

5Y*

14.31%

10Y*

N/A

GCOW

YTD

10.92%

1M

6.17%

6M

9.46%

1Y

9.60%

5Y*

14.87%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


ICOW vs. GCOW - Expense Ratio Comparison

ICOW has a 0.65% expense ratio, which is higher than GCOW's 0.60% expense ratio.


Risk-Adjusted Performance

ICOW vs. GCOW — Risk-Adjusted Performance Rank

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

ICOW
The Risk-Adjusted Performance Rank of ICOW is 3535
Overall Rank
The Sharpe Ratio Rank of ICOW is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of ICOW is 3131
Sortino Ratio Rank
The Omega Ratio Rank of ICOW is 3131
Omega Ratio Rank
The Calmar Ratio Rank of ICOW is 4242
Calmar Ratio Rank
The Martin Ratio Rank of ICOW is 3737
Martin Ratio Rank

GCOW
The Risk-Adjusted Performance Rank of GCOW is 6767
Overall Rank
The Sharpe Ratio Rank of GCOW is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of GCOW is 6262
Sortino Ratio Rank
The Omega Ratio Rank of GCOW is 6363
Omega Ratio Rank
The Calmar Ratio Rank of GCOW is 7373
Calmar Ratio Rank
The Martin Ratio Rank of GCOW is 6666
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.

ICOW vs. GCOW - 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 Pacer Global Cash Cows Dividend ETF (GCOW). 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 ICOW Sharpe Ratio is 0.30, which is lower than the GCOW Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of ICOW and GCOW, 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 data...

Dividends

ICOW vs. GCOW - Dividend Comparison

ICOW's dividend yield for the trailing twelve months is around 4.48%, more than GCOW's 3.89% yield.


TTM202420232022202120202019201820172016
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%
GCOW
Pacer Global Cash Cows Dividend ETF
3.89%5.14%5.28%4.39%4.23%4.12%4.40%3.94%2.79%1.95%

Drawdowns

ICOW vs. GCOW - Drawdown Comparison

The maximum ICOW drawdown since its inception was -43.49%, which is greater than GCOW's maximum drawdown of -37.64%. Use the drawdown chart below to compare losses from any high point for ICOW and GCOW. For additional features, visit the drawdowns tool.


Loading data...

Volatility

ICOW vs. GCOW - Volatility Comparison

The current volatility for Pacer Developed Markets International Cash Cows 100 ETF (ICOW) is 3.25%, while Pacer Global Cash Cows Dividend ETF (GCOW) has a volatility of 3.69%. This indicates that ICOW experiences smaller price fluctuations and is considered to be less risky than GCOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...