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KCE vs. CALF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KCE vs. CALF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Capital Markets ETF (KCE) and Pacer US Small Cap Cash Cows 100 ETF (CALF). The values are adjusted to include any dividend payments, if applicable.

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KCE vs. CALF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KCE
SPDR S&P Capital Markets ETF
-7.74%10.76%37.51%32.04%-22.14%40.05%30.82%27.13%-15.63%18.97%
CALF
Pacer US Small Cap Cash Cows 100 ETF
1.28%2.33%-7.41%35.43%-15.20%40.68%16.55%18.18%-10.06%5.78%

Returns By Period

In the year-to-date period, KCE achieves a -7.74% return, which is significantly lower than CALF's 1.28% return.


KCE

1D
2.64%
1M
-4.53%
YTD
-7.74%
6M
-9.06%
1Y
11.03%
3Y*
20.54%
5Y*
11.98%
10Y*
15.87%

CALF

1D
1.93%
1M
-2.56%
YTD
1.28%
6M
3.41%
1Y
21.42%
3Y*
6.95%
5Y*
3.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KCE vs. CALF - Expense Ratio Comparison

KCE has a 0.35% expense ratio, which is lower than CALF's 0.59% expense ratio.


Return for Risk

KCE vs. CALF — Risk / Return Rank

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

KCE
KCE Risk / Return Rank: 2727
Overall Rank
KCE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
KCE Sortino Ratio Rank: 2727
Sortino Ratio Rank
KCE Omega Ratio Rank: 2727
Omega Ratio Rank
KCE Calmar Ratio Rank: 2929
Calmar Ratio Rank
KCE Martin Ratio Rank: 2525
Martin Ratio Rank

CALF
CALF Risk / Return Rank: 5959
Overall Rank
CALF Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
CALF Sortino Ratio Rank: 5959
Sortino Ratio Rank
CALF Omega Ratio Rank: 6060
Omega Ratio Rank
CALF Calmar Ratio Rank: 5656
Calmar Ratio Rank
CALF Martin Ratio Rank: 6464
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.

KCE vs. CALF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Capital Markets ETF (KCE) and Pacer US Small Cap Cash Cows 100 ETF (CALF). 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.


KCECALFDifference

Sharpe ratio

Return per unit of total volatility

0.43

0.95

-0.52

Sortino ratio

Return per unit of downside risk

0.75

1.46

-0.71

Omega ratio

Gain probability vs. loss probability

1.10

1.21

-0.11

Calmar ratio

Return relative to maximum drawdown

0.66

1.32

-0.66

Martin ratio

Return relative to average drawdown

1.76

6.03

-4.27

KCE vs. CALF - Sharpe Ratio Comparison

The current KCE Sharpe Ratio is 0.43, which is lower than the CALF Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of KCE and CALF, 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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Sharpe Ratios by Period


KCECALFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

0.95

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.13

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.32

-0.08

Correlation

The correlation between KCE and CALF is 0.75, 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.


Dividends

KCE vs. CALF - Dividend Comparison

KCE's dividend yield for the trailing twelve months is around 1.87%, more than CALF's 1.43% yield.


TTM20252024202320222021202020192018201720162015
KCE
SPDR S&P Capital Markets ETF
1.87%1.63%1.56%1.82%2.42%1.53%2.20%2.32%2.67%1.95%2.30%2.43%
CALF
Pacer US Small Cap Cash Cows 100 ETF
1.43%1.43%1.07%1.18%0.85%2.63%0.82%0.99%1.39%0.70%0.00%0.00%

Drawdowns

KCE vs. CALF - Drawdown Comparison

The maximum KCE drawdown since its inception was -74.00%, which is greater than CALF's maximum drawdown of -47.58%. Use the drawdown chart below to compare losses from any high point for KCE and CALF.


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Drawdown Indicators


KCECALFDifference

Max Drawdown

Largest peak-to-trough decline

-74.00%

-47.58%

-26.42%

Max Drawdown (1Y)

Largest decline over 1 year

-17.44%

-16.47%

-0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-34.45%

-34.22%

-0.23%

Max Drawdown (10Y)

Largest decline over 10 years

-40.78%

Current Drawdown

Current decline from peak

-14.34%

-6.40%

-7.94%

Average Drawdown

Average peak-to-trough decline

-22.94%

-10.92%

-12.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.49%

3.60%

+2.89%

Volatility

KCE vs. CALF - Volatility Comparison

SPDR S&P Capital Markets ETF (KCE) has a higher volatility of 6.33% compared to Pacer US Small Cap Cash Cows 100 ETF (CALF) at 4.25%. This indicates that KCE's price experiences larger fluctuations and is considered to be riskier than CALF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KCECALFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.33%

4.25%

+2.08%

Volatility (6M)

Calculated over the trailing 6-month period

15.64%

11.14%

+4.50%

Volatility (1Y)

Calculated over the trailing 1-year period

25.68%

22.66%

+3.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.97%

23.68%

-0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.21%

26.18%

-2.97%