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ICOW vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICOW vs. UGA - 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 United States Gasoline Fund LP (UGA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ICOW achieves a 8.64% return, which is significantly lower than UGA's 64.09% return.


ICOW

1D
-2.08%
1M
-6.45%
YTD
8.64%
6M
8.47%
1Y
27.98%
3Y*
16.87%
5Y*
8.76%
10Y*

UGA

1D
-1.12%
1M
-12.11%
YTD
64.09%
6M
60.42%
1Y
59.74%
3Y*
18.95%
5Y*
22.69%
10Y*
14.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICOW vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICOW
Pacer Developed Markets International Cash Cows 100 ETF
8.64%36.95%-2.59%18.94%-7.98%11.52%7.20%17.91%-16.09%16.93%
UGA
United States Gasoline Fund LP
64.09%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-28.07%37.28%

Correlation

The correlation between ICOW and UGA is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2017

0.27

The correlation between ICOW and UGA shifts across timeframes, from -0.11 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ICOW vs. UGA — Risk / Return Rank

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

ICOW
ICOW Risk / Return Rank: 6363
Overall Rank
ICOW Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ICOW Sortino Ratio Rank: 5656
Sortino Ratio Rank
ICOW Omega Ratio Rank: 5858
Omega Ratio Rank
ICOW Calmar Ratio Rank: 7373
Calmar Ratio Rank
ICOW Martin Ratio Rank: 6666
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 5555
Overall Rank
UGA Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 4848
Sortino Ratio Rank
UGA Omega Ratio Rank: 4949
Omega Ratio Rank
UGA Calmar Ratio Rank: 6767
Calmar Ratio Rank
UGA Martin Ratio Rank: 5656
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.

ICOW vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Developed Markets International Cash Cows 100 ETF (ICOW) and United States Gasoline Fund LP (UGA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ICOWUGADifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.34

1.30

+0.04

Calmar ratioReturn relative to maximum drawdown

3.51

3.17

+0.34

Martin ratioReturn relative to average drawdown

11.46

9.39

+2.07

ICOW vs. UGA - Sharpe Ratio Comparison

The current ICOW Sharpe Ratio is 1.91, which is comparable to the UGA Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of ICOW and UGA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ICOW vs. UGA - Drawdown Comparison

The maximum ICOW drawdown since its inception was -43.49%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for ICOW and UGA.


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Drawdown Indicators


ICOWUGADifference

Max Drawdown

Largest peak-to-trough decline

-43.49%

-86.59%

+43.10%

Max Drawdown (1Y)

Largest decline over 1 year

-8.02%

-18.96%

+10.94%

Max Drawdown (3Y)

Largest decline over 3 years

-14.81%

-26.68%

+11.87%

Max Drawdown (5Y)

Largest decline over 5 years

-27.79%

-38.11%

+10.32%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

Current Drawdown

Current decline from peak

-8.01%

-18.05%

+10.04%

Average Drawdown

Average peak-to-trough decline

-7.56%

-36.69%

+29.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

6.43%

-3.98%

Volatility

ICOW vs. UGA - Volatility Comparison

The current volatility for Pacer Developed Markets International Cash Cows 100 ETF (ICOW) is 5.85%, while United States Gasoline Fund LP (UGA) has a volatility of 9.24%. This indicates that ICOW experiences smaller price fluctuations and is considered to be less risky than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICOWUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

9.24%

-3.39%

Volatility (6M)

Calculated over the trailing 6-month period

11.90%

30.57%

-18.67%

Volatility (1Y)

Calculated over the trailing 1-year period

14.75%

35.22%

-20.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.77%

34.45%

-17.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.51%

37.22%

-18.71%

ICOW vs. UGA - Expense Ratio Comparison

ICOW has a 0.65% expense ratio, which is lower than UGA's 0.75% expense ratio.


Dividends

ICOW vs. UGA - Dividend Comparison

ICOW's dividend yield for the trailing twelve months is around 2.35%, while UGA has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
ICOW
Pacer Developed Markets International Cash Cows 100 ETF
2.35%3.03%4.39%3.61%5.26%2.11%2.46%3.10%2.61%0.80%
UGA
United States Gasoline Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ICOW and UGA have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGA has higher volatility (9.24%) compared to ICOW (5.85%). In terms of maximum drawdown, ICOW dropped -43.49% vs UGA's -86.59%.

On 5-year performance, UGA leads with 22.69% vs 8.76% for ICOW. On fees, ICOW is cheaper at 0.65% per year. On volatility, ICOW has been the lower-risk option at 5.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UGA has performed better with a 22.69% return vs 8.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ICOW is cheaper with a 0.65% expense ratio, compared with 0.75% for UGA.

ICOW has the higher dividend yield at 2.35%, compared with 0.00% for UGA.

ICOW is categorized as Foreign Large Cap Equities, while UGA is Oil & Gas. ICOW tracks Pacer Developed Markets International Cash Cows 100 Index, while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: Pacer and Concierge Technologies. Their fees differ too: 0.65% for ICOW and 0.75% for UGA.

ICOW currently has the higher Sharpe Ratio (1.91 vs 1.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ICOW and UGA

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