LCOW vs. URTH
LCOW (Pacer S&P 500 Quality FCF Aristocrats ETF) and URTH (iShares MSCI World ETF) are both exchange-traded funds - LCOW is a S&P 500 fund tracking the S&P 500 Quality FCF Aristocrats Index, while URTH is a Global Equities fund tracking the MSCI World Index (Net). Both are passively managed. Over the past year, LCOW returned 21.09% vs 26.06% for URTH. Their correlation of 0.89 suggests significant overlap in exposure. LCOW charges 0.49%/yr vs 0.24%/yr for URTH.
Performance
LCOW vs. URTH - Performance Comparison
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Returns By Period
In the year-to-date period, LCOW achieves a 6.58% return, which is significantly lower than URTH's 10.16% return.
LCOW
- 1D
- -0.55%
- 1M
- 5.51%
- YTD
- 6.58%
- 6M
- 6.94%
- 1Y
- 21.09%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
URTH
- 1D
- -0.74%
- 1M
- 4.65%
- YTD
- 10.16%
- 6M
- 10.88%
- 1Y
- 26.06%
- 3Y*
- 20.81%
- 5Y*
- 11.86%
- 10Y*
- 13.19%
LCOW vs. URTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LCOW Pacer S&P 500 Quality FCF Aristocrats ETF | 6.58% | 20.51% |
URTH iShares MSCI World ETF | 10.16% | 20.95% |
Correlation
The correlation between LCOW and URTH is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since May 8, 2025 | 0.89 |
The correlation between LCOW and URTH has been stable across timeframes, ranging from 0.88 to 0.89 - a consistent structural relationship.
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Return for Risk
LCOW vs. URTH — Risk / Return Rank
LCOW
URTH
LCOW vs. URTH - 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 iShares MSCI World ETF (URTH). 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.
| LCOW | URTH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.39 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | 2.89 | -0.84 |
| Martin ratioReturn relative to average drawdown | 8.61 | 13.11 | -4.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LCOW | URTH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.17 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.74 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.15 | 0.73 | +1.42 |
Drawdowns
LCOW vs. URTH - Drawdown Comparison
The maximum LCOW drawdown since its inception was -10.34%, smaller than the maximum URTH drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for LCOW and URTH.
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Drawdown Indicators
| LCOW | URTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.34% | -34.01% | +23.67% |
Max Drawdown (1Y)Largest decline over 1 year | -10.34% | -9.06% | -1.28% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.94% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.05% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.01% | — |
Current DrawdownCurrent decline from peak | -0.55% | -0.74% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -1.38% | -4.37% | +2.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 1.99% | +0.47% |
Volatility
LCOW vs. URTH - Volatility Comparison
The current volatility for Pacer S&P 500 Quality FCF Aristocrats ETF (LCOW) is 2.29%, while iShares MSCI World ETF (URTH) has a volatility of 3.27%. This indicates that LCOW experiences smaller price fluctuations and is considered to be less risky than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LCOW | URTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.29% | 3.27% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 9.17% | 9.42% | -0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.05% | 12.05% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.32% | 16.19% | -3.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.32% | 17.27% | -4.95% |
LCOW vs. URTH - Expense Ratio Comparison
LCOW has a 0.49% expense ratio, which is higher than URTH's 0.24% expense ratio.
Dividends
LCOW vs. URTH - Dividend Comparison
LCOW's dividend yield for the trailing twelve months is around 0.50%, less than URTH's 1.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LCOW Pacer S&P 500 Quality FCF Aristocrats ETF | 0.50% | 0.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
URTH iShares MSCI World ETF | 1.35% | 1.48% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% |
Frequently Asked Questions
LCOW and URTH have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
URTH has higher volatility (3.27%) compared to LCOW (2.29%). In terms of maximum drawdown, LCOW dropped -10.34% vs URTH's -34.01%.
On 1-year performance, URTH leads with 26.06% vs 21.09% for LCOW. On fees, URTH is cheaper at 0.24% per year. On volatility, LCOW has been the lower-risk option at 2.29%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, URTH has performed better with a 26.06% return vs 21.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
URTH is cheaper with a 0.24% expense ratio, compared with 0.49% for LCOW.
URTH has the higher dividend yield at 1.35%, compared with 0.50% for LCOW.
LCOW is categorized as S&P 500, while URTH is Global Equities. LCOW tracks S&P 500 Quality FCF Aristocrats Index, while URTH tracks MSCI World Index (Net). They also come from different issuers: Pacer and iShares. Their fees differ too: 0.49% for LCOW and 0.24% for URTH.
URTH currently has the higher Sharpe Ratio (2.17 vs 1.76), 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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