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LCOW vs. RSPG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LCOW vs. RSPG - 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 Invesco S&P 500 Equal Weight Energy ETF (RSPG). The values are adjusted to include any dividend payments, if applicable.

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LCOW vs. RSPG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, LCOW achieves a -6.66% return, which is significantly lower than RSPG's 38.21% return.


LCOW

1D
2.46%
1M
-5.94%
YTD
-6.66%
6M
-3.79%
1Y
3Y*
5Y*
10Y*

RSPG

1D
-1.17%
1M
10.24%
YTD
38.21%
6M
39.08%
1Y
37.07%
3Y*
20.00%
5Y*
24.76%
10Y*
11.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LCOW vs. RSPG - Expense Ratio Comparison

LCOW has a 0.49% expense ratio, which is higher than RSPG's 0.40% expense ratio.


Return for Risk

LCOW vs. RSPG — Risk / Return Rank

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

LCOW

RSPG
RSPG Risk / Return Rank: 7070
Overall Rank
RSPG Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
RSPG Sortino Ratio Rank: 7171
Sortino Ratio Rank
RSPG Omega Ratio Rank: 7474
Omega Ratio Rank
RSPG Calmar Ratio Rank: 7373
Calmar Ratio Rank
RSPG Martin Ratio Rank: 5555
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.

LCOW vs. RSPG - 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 Invesco S&P 500 Equal Weight Energy ETF (RSPG). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

LCOW vs. RSPG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LCOWRSPGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

0.19

+0.95

Correlation

The correlation between LCOW and RSPG is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

LCOW vs. RSPG - Dividend Comparison

LCOW's dividend yield for the trailing twelve months is around 0.57%, less than RSPG's 1.89% yield.


TTM20252024202320222021202020192018201720162015
LCOW
Pacer S&P 500 Quality FCF Aristocrats ETF
0.57%0.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RSPG
Invesco S&P 500 Equal Weight Energy ETF
1.89%2.60%2.43%2.84%3.43%2.37%3.15%2.15%2.18%2.55%1.14%2.80%

Drawdowns

LCOW vs. RSPG - Drawdown Comparison

The maximum LCOW drawdown since its inception was -10.34%, smaller than the maximum RSPG drawdown of -79.98%. Use the drawdown chart below to compare losses from any high point for LCOW and RSPG.


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Drawdown Indicators


LCOWRSPGDifference

Max Drawdown

Largest peak-to-trough decline

-10.34%

-79.98%

+69.64%

Max Drawdown (1Y)

Largest decline over 1 year

-21.05%

Max Drawdown (5Y)

Largest decline over 5 years

-28.44%

Max Drawdown (10Y)

Largest decline over 10 years

-73.17%

Current Drawdown

Current decline from peak

-7.92%

-2.90%

-5.02%

Average Drawdown

Average peak-to-trough decline

-1.37%

-25.63%

+24.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.54%

Volatility

LCOW vs. RSPG - Volatility Comparison


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Volatility by Period


LCOWRSPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

Volatility (6M)

Calculated over the trailing 6-month period

14.93%

Volatility (1Y)

Calculated over the trailing 1-year period

12.45%

27.50%

-15.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.45%

28.52%

-16.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.45%

33.57%

-21.12%