LCOW vs. DGRW
LCOW (Pacer S&P 500 Quality FCF Aristocrats ETF) and DGRW (WisdomTree U.S. Quality Dividend Growth Fund) are both Quality Factor funds - LCOW tracks the S&P 500 Quality FCF Aristocrats Index while DGRW tracks the WisdomTree U.S. Quality Dividend Growth Index. Both are passively managed. Over the past year, LCOW returned 19.31% vs 16.02% for DGRW. Their correlation of 0.85 means they have usually moved in the same direction. LCOW charges 0.49%/yr vs 0.28%/yr for DGRW.
Performance
LCOW vs. DGRW - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with LCOW having a 8.56% return and DGRW slightly higher at 8.57%.
LCOW
- 1D
- 0.52%
- 1M
- 1.05%
- 6M
- 8.03%
- YTD
- 8.56%
- 1Y
- 19.31%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 24.36%
DGRW
- 1D
- 0.49%
- 1M
- 0.69%
- 6M
- 6.01%
- YTD
- 8.57%
- 1Y
- 16.02%
- 3Y*
- 13.97%
- 5Y*
- 11.41%
- 10Y*
- 13.71%
- ALL TIME*
- 12.94%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $51.03M | $48.50M | $56.54M | |
| $104.13K | $83.33K | $122.50K |
LCOW vs. DGRW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LCOW Pacer S&P 500 Quality FCF Aristocrats ETF | 8.56% | 20.51% |
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 8.57% | 15.93% |
Correlation
The correlation between LCOW and DGRW is 0.87, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.87 |
Correlation (All Time) Calculated using the full available price history since May 7, 2025 | 0.85 |
The correlation between LCOW and DGRW has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.
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Return for Risk
LCOW vs. DGRW — Risk / Return Rank
LCOW
DGRW
LCOW vs. DGRW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer S&P 500 Quality FCF Aristocrats ETF (LCOW) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). 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.
| LCOW | DGRW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.26 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.79 | -0.04 |
| Martin ratioReturn relative to average drawdown | 7.12 | 7.25 | -0.13 |
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Drawdowns
LCOW vs. DGRW - Drawdown Comparison
The maximum LCOW drawdown since its inception was -10.34%, smaller than the maximum DGRW drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for LCOW and DGRW.
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Drawdown Indicators
| LCOW | DGRW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.34% | -32.04% | +21.70% |
Max Drawdown (1Y)Largest decline over 1 year | -10.34% | -8.30% | -2.04% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.21% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.27% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.04% | — |
Current DrawdownCurrent decline from peak | -0.83% | -1.31% | +0.48% |
Average DrawdownAverage peak-to-trough decline | -1.38% | -3.00% | +1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 2.05% | +0.49% |
Volatility
LCOW vs. DGRW - Volatility Comparison
Pacer S&P 500 Quality FCF Aristocrats ETF (LCOW) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW) have volatilities of 2.89% and 2.92%, 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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Volatility by Period
| LCOW | DGRW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.89% | 2.92% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.71% | 8.33% | +1.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.50% | 10.44% | +2.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.38% | 14.01% | -1.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.38% | 16.18% | -3.80% |
LCOW vs. DGRW - Expense Ratio Comparison
LCOW has a 0.49% expense ratio, which is higher than DGRW's 0.28% expense ratio.
Dividends
LCOW vs. DGRW - Dividend Comparison
LCOW's dividend yield for the trailing twelve months is around 0.62%, less than DGRW's 1.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 1.28% | 1.43% | 1.55% | 1.74% | 2.15% | 1.78% | 1.93% | 2.20% | 2.42% | 1.71% | 2.13% | 2.18% |
LCOW Pacer S&P 500 Quality FCF Aristocrats ETF | 0.62% | 0.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LCOW and DGRW have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGRW has higher volatility (2.92%) compared to LCOW (2.89%). In terms of maximum drawdown, LCOW dropped -10.34% vs DGRW's -32.04%.
On 1-year performance, LCOW leads with 19.31% vs 16.02% for DGRW. On fees, DGRW is cheaper at 0.28% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, LCOW has performed better with a 19.31% return vs 16.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DGRW is cheaper with a 0.28% expense ratio, compared with 0.49% for LCOW.
DGRW has the higher dividend yield at 1.28%, compared with 0.62% for LCOW.
LCOW tracks S&P 500 Quality FCF Aristocrats Index, while DGRW tracks WisdomTree U.S. Quality Dividend Growth Index. They also come from different issuers: Pacer and WisdomTree. Their fees differ too: 0.49% for LCOW and 0.28% for DGRW.
LCOW currently has the higher Sharpe Ratio (1.45 vs 1.43), 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.
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