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LCOW vs. RSPU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LCOW vs. RSPU - 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 Utilities ETF (RSPU). The values are adjusted to include any dividend payments, if applicable.

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LCOW vs. RSPU - Yearly Performance Comparison


Returns By Period

In the year-to-date period, LCOW achieves a -6.66% return, which is significantly lower than RSPU's 9.21% return.


LCOW

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

RSPU

1D
0.19%
1M
-3.28%
YTD
9.21%
6M
7.23%
1Y
19.59%
3Y*
15.81%
5Y*
12.36%
10Y*
9.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LCOW vs. RSPU - Expense Ratio Comparison

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


Return for Risk

LCOW vs. RSPU — Risk / Return Rank

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

LCOW

RSPU
RSPU Risk / Return Rank: 7272
Overall Rank
RSPU Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
RSPU Sortino Ratio Rank: 7171
Sortino Ratio Rank
RSPU Omega Ratio Rank: 6666
Omega Ratio Rank
RSPU Calmar Ratio Rank: 8686
Calmar Ratio Rank
RSPU 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.

LCOW vs. RSPU - 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 Utilities ETF (RSPU). 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. RSPU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LCOWRSPUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

0.48

+0.65

Correlation

The correlation between LCOW and RSPU is 0.18, 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. RSPU - Dividend Comparison

LCOW's dividend yield for the trailing twelve months is around 0.57%, less than RSPU's 2.43% 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%
RSPU
Invesco S&P 500 Equal Weight Utilities ETF
2.43%2.54%2.39%2.92%2.35%2.41%2.94%2.54%3.11%3.08%2.98%4.14%

Drawdowns

LCOW vs. RSPU - Drawdown Comparison

The maximum LCOW drawdown since its inception was -10.34%, smaller than the maximum RSPU drawdown of -48.08%. Use the drawdown chart below to compare losses from any high point for LCOW and RSPU.


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Drawdown Indicators


LCOWRSPUDifference

Max Drawdown

Largest peak-to-trough decline

-10.34%

-48.08%

+37.74%

Max Drawdown (1Y)

Largest decline over 1 year

-8.35%

Max Drawdown (5Y)

Largest decline over 5 years

-21.86%

Max Drawdown (10Y)

Largest decline over 10 years

-36.85%

Current Drawdown

Current decline from peak

-7.92%

-3.28%

-4.64%

Average Drawdown

Average peak-to-trough decline

-1.37%

-7.88%

+6.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

Volatility

LCOW vs. RSPU - Volatility Comparison


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Volatility by Period


LCOWRSPUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

Volatility (6M)

Calculated over the trailing 6-month period

9.77%

Volatility (1Y)

Calculated over the trailing 1-year period

12.45%

15.37%

-2.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.45%

16.81%

-4.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.45%

19.04%

-6.59%