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

Correlation

The correlation between ICOW and GSIE 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

ICOW vs. GSIE - 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 Goldman Sachs ActiveBeta International Equity ETF (GSIE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ICOW:

0.24

GSIE:

0.73

Sortino Ratio

ICOW:

0.53

GSIE:

1.23

Omega Ratio

ICOW:

1.07

GSIE:

1.17

Calmar Ratio

ICOW:

0.34

GSIE:

1.04

Martin Ratio

ICOW:

1.08

GSIE:

3.37

Ulcer Index

ICOW:

4.71%

GSIE:

4.02%

Daily Std Dev

ICOW:

17.47%

GSIE:

17.66%

Max Drawdown

ICOW:

-43.49%

GSIE:

-34.63%

Current Drawdown

ICOW:

-0.40%

GSIE:

-0.31%

Returns By Period

In the year-to-date period, ICOW achieves a 12.36% return, which is significantly lower than GSIE's 14.33% return.


ICOW

YTD

12.36%

1M

8.18%

6M

11.48%

1Y

4.18%

5Y*

14.10%

10Y*

N/A

GSIE

YTD

14.33%

1M

8.27%

6M

13.36%

1Y

12.78%

5Y*

12.57%

10Y*

N/A

*Annualized

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ICOW vs. GSIE - Expense Ratio Comparison

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


Risk-Adjusted Performance

ICOW vs. GSIE — 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 3232
Overall Rank
The Sharpe Ratio Rank of ICOW is 2828
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

GSIE
The Risk-Adjusted Performance Rank of GSIE is 7474
Overall Rank
The Sharpe Ratio Rank of GSIE is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of GSIE is 7272
Sortino Ratio Rank
The Omega Ratio Rank of GSIE is 7171
Omega Ratio Rank
The Calmar Ratio Rank of GSIE is 8282
Calmar Ratio Rank
The Martin Ratio Rank of GSIE is 7676
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. GSIE - 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 Goldman Sachs ActiveBeta International Equity ETF (GSIE). 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 0.24, which is lower than the GSIE Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of ICOW and GSIE, 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

ICOW vs. GSIE - Dividend Comparison

ICOW's dividend yield for the trailing twelve months is around 4.53%, more than GSIE's 2.72% yield.


TTM2024202320222021202020192018201720162015
ICOW
Pacer Developed Markets International Cash Cows 100 ETF
4.53%4.39%3.61%5.26%2.11%2.46%3.10%2.61%0.80%0.00%0.00%
GSIE
Goldman Sachs ActiveBeta International Equity ETF
2.72%3.11%2.87%3.01%2.40%1.24%2.80%2.68%2.31%2.15%0.13%

Drawdowns

ICOW vs. GSIE - Drawdown Comparison

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


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Volatility

ICOW vs. GSIE - Volatility Comparison

Pacer Developed Markets International Cash Cows 100 ETF (ICOW) and Goldman Sachs ActiveBeta International Equity ETF (GSIE) have volatilities of 3.29% 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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