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LCOW vs. DGRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LCOW vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer S&P 500 Quality FCF Aristocrats ETF (LCOW) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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


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

Compare historical risk-adjusted metric ranks over the past 12 months.

LCOW
LCOW Risk / Return Rank: 5858
Overall Rank
LCOW Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
LCOW Sortino Ratio Rank: 6262
Sortino Ratio Rank
LCOW Omega Ratio Rank: 5757
Omega Ratio Rank
LCOW Calmar Ratio Rank: 4848
Calmar Ratio Rank
LCOW Martin Ratio Rank: 5959
Martin Ratio Rank

DGRW
DGRW Risk / Return Rank: 5959
Overall Rank
DGRW Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
DGRW Sortino Ratio Rank: 6161
Sortino Ratio Rank
DGRW Omega Ratio Rank: 6262
Omega Ratio Rank
DGRW Calmar Ratio Rank: 5151
Calmar Ratio Rank
DGRW Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


LCOWDGRWDifference
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

LCOW vs. DGRW - Sharpe Ratio Comparison

The current LCOW Sharpe Ratio is 1.45, which is comparable to the DGRW Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of LCOW and DGRW, 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

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


LCOWDGRWDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.83%

-1.31%

+0.48%

Average Drawdown

Average peak-to-trough decline

-1.38%

-3.00%

+1.62%

Ulcer Index

Depth 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


LCOWDGRWDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for LCOW and DGRW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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