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

Correlation

The correlation between ICOW and SCHY is 0.65, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

ICOW vs. SCHY - 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 Schwab International Dividend Equity ETF (SCHY). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
14.67%
20.24%
ICOW
SCHY

Key characteristics

Sharpe Ratio

ICOW:

0.27

SCHY:

1.09

Sortino Ratio

ICOW:

0.49

SCHY:

1.56

Omega Ratio

ICOW:

1.07

SCHY:

1.22

Calmar Ratio

ICOW:

0.31

SCHY:

1.22

Martin Ratio

ICOW:

0.99

SCHY:

2.71

Ulcer Index

ICOW:

4.69%

SCHY:

5.49%

Daily Std Dev

ICOW:

17.46%

SCHY:

13.65%

Max Drawdown

ICOW:

-43.49%

SCHY:

-24.03%

Current Drawdown

ICOW:

-3.19%

SCHY:

0.00%

Returns By Period

In the year-to-date period, ICOW achieves a 9.04% return, which is significantly lower than SCHY's 13.64% return.


ICOW

YTD

9.04%

1M

-2.38%

6M

5.02%

1Y

4.25%

5Y*

13.40%

10Y*

N/A

SCHY

YTD

13.64%

1M

2.79%

6M

6.38%

1Y

15.38%

5Y*

N/A

10Y*

N/A

*Annualized

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ICOW vs. SCHY - Expense Ratio Comparison

ICOW has a 0.65% expense ratio, which is higher than SCHY's 0.14% expense ratio.


Expense ratio chart for ICOW: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ICOW: 0.65%
Expense ratio chart for SCHY: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHY: 0.14%

Risk-Adjusted Performance

ICOW vs. SCHY — 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 4343
Overall Rank
The Sharpe Ratio Rank of ICOW is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of ICOW is 4141
Sortino Ratio Rank
The Omega Ratio Rank of ICOW is 4141
Omega Ratio Rank
The Calmar Ratio Rank of ICOW is 4949
Calmar Ratio Rank
The Martin Ratio Rank of ICOW is 4343
Martin Ratio Rank

SCHY
The Risk-Adjusted Performance Rank of SCHY is 8181
Overall Rank
The Sharpe Ratio Rank of SCHY is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHY is 8383
Sortino Ratio Rank
The Omega Ratio Rank of SCHY is 8484
Omega Ratio Rank
The Calmar Ratio Rank of SCHY is 8787
Calmar Ratio Rank
The Martin Ratio Rank of SCHY is 7171
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. SCHY - 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 Schwab International Dividend Equity ETF (SCHY). 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 chart of Sharpe ratio for ICOW, currently valued at 0.27, compared to the broader market-1.000.001.002.003.004.00
ICOW: 0.27
SCHY: 1.09
The chart of Sortino ratio for ICOW, currently valued at 0.49, compared to the broader market-2.000.002.004.006.008.00
ICOW: 0.49
SCHY: 1.56
The chart of Omega ratio for ICOW, currently valued at 1.07, compared to the broader market0.501.001.502.00
ICOW: 1.07
SCHY: 1.22
The chart of Calmar ratio for ICOW, currently valued at 0.31, compared to the broader market0.002.004.006.008.0010.0012.00
ICOW: 0.31
SCHY: 1.22
The chart of Martin ratio for ICOW, currently valued at 0.99, compared to the broader market0.0020.0040.0060.00
ICOW: 0.99
SCHY: 2.71

The current ICOW Sharpe Ratio is 0.27, which is lower than the SCHY Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of ICOW and SCHY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.27
1.09
ICOW
SCHY

Dividends

ICOW vs. SCHY - Dividend Comparison

ICOW's dividend yield for the trailing twelve months is around 4.66%, more than SCHY's 4.03% yield.


TTM20242023202220212020201920182017
ICOW
Pacer Developed Markets International Cash Cows 100 ETF
4.66%4.39%3.61%5.26%2.11%2.46%3.10%2.62%0.80%
SCHY
Schwab International Dividend Equity ETF
4.03%4.64%3.97%3.67%1.73%0.00%0.00%0.00%0.00%

Drawdowns

ICOW vs. SCHY - Drawdown Comparison

The maximum ICOW drawdown since its inception was -43.49%, which is greater than SCHY's maximum drawdown of -24.03%. Use the drawdown chart below to compare losses from any high point for ICOW and SCHY. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.19%
0
ICOW
SCHY

Volatility

ICOW vs. SCHY - Volatility Comparison

Pacer Developed Markets International Cash Cows 100 ETF (ICOW) has a higher volatility of 11.72% compared to Schwab International Dividend Equity ETF (SCHY) at 8.69%. This indicates that ICOW's price experiences larger fluctuations and is considered to be riskier than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.72%
8.69%
ICOW
SCHY