LOPP vs. BUL

Last updated Aug 2, 2026

LOPP (Gabelli Love Our Planet & People ETF) and BUL (Pacer US Cash Cows Growth ETF) are both Mid Cap Blend Equities funds. LOPP is actively managed, while BUL is passively managed. Over the past 5 years, LOPP returned 7.43%/yr vs 10.18%/yr for BUL. Their 0.76 correlation means they have sometimes moved together and sometimes differently. LOPP charges 0.00%/yr vs 0.60%/yr for BUL.

Performance

LOPP vs. BUL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Love Our Planet & People ETF (LOPP) and Pacer US Cash Cows Growth ETF (BUL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LOPP achieves a 13.15% return, which is significantly higher than BUL's 11.05% return.

LOPP

• 1D: 0.51%
• 1M: -3.85%
• 6M: 5.86%
• YTD: 13.15%
• 1Y: 23.23%
• 3Y*: 13.97%
• 5Y*: 7.43%
• 10Y*: —
• ALL TIME*: 9.17%

BUL

• 1D: -0.32%
• 1M: 1.73%
• 6M: 9.52%
• YTD: 11.05%
• 1Y: 21.64%
• 3Y*: 19.41%
• 5Y*: 10.18%
• 10Y*: —
• ALL TIME*: 14.03%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BUL Pacer US Cash Cows Growth ETF	$396.12K	$366.07K	$502.18K
LOPP Gabelli Love Our Planet & People ETF	$4.28K	$5.15K	$15.80K

LOPP vs. BUL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
LOPP Gabelli Love Our Planet & People ETF	13.15%	22.61%	9.89%	4.74%	-15.04%	19.35%
BUL Pacer US Cash Cows Growth ETF	11.05%	19.18%	27.39%	3.68%	-16.18%	29.39%

Correlation

The correlation between LOPP and BUL is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.62
Correlation (3Y) Balances recent behavior with more history.	0.74
Correlation (5Y) Shows whether the relationship held over a longer period.	0.77
Correlation (All Time) Calculated using the full available price history since Feb 1, 2021	0.76

The correlation between LOPP and BUL shifts across timeframes, from 0.62 (1 year) to 0.77 (5 years), reflecting how their relationship changes across market environments.

LOPP vs. BUL - Sectors Allocation Comparison

Sectors	LOPP	BUL
Industrials	50.1%	3.2%
Utilities	16.5%	-
Technology	8.5%	21.9%
Basic Materials	6.2%	9.1%
Consumer Cyclical	4.5%	28.2%
Energy	3.8%	5.5%
Healthcare	3.4%	27.8%
Real Estate	3.1%	-
Financial Services	2.5%	-
Communication Services	1.4%	1.5%
Consumer Defensive	0.5%	2.6%

Return for Risk

LOPP vs. BUL — Risk / Return Rank

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

LOPP

LOPP Risk / Return Rank: 53
LOPP Sharpe Ratio Rank: 49
LOPP Sortino Ratio Rank: 49
LOPP Omega Ratio Rank: 45
LOPP Calmar Ratio Rank: 61
LOPP Martin Ratio Rank: 59

BUL

BUL Risk / Return Rank: 57
BUL Sharpe Ratio Rank: 50
BUL Sortino Ratio Rank: 54
BUL Omega Ratio Rank: 48
BUL Calmar Ratio Rank: 67
BUL Martin Ratio Rank: 67

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.

LOPP vs. BUL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Love Our Planet & People ETF (LOPP) and Pacer US Cash Cows Growth ETF (BUL). 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.

	LOPP	BUL	Difference
Sharpe ratio: Return per unit of total volatility	1.21	1.23	-0.02
Sortino ratio: Return per unit of downside risk	1.76	1.89	-0.13
Omega ratio: Gain probability vs. loss probability	1.21	1.22	-0.01
Calmar ratio: Return relative to maximum drawdown	2.15	2.33	-0.18
Martin ratio: Return relative to average drawdown	7.11	8.20	-1.09

LOPP vs. BUL - Sharpe Ratio Comparison

The current LOPP Sharpe Ratio is 1.21, which is comparable to the BUL Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of LOPP and BUL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LOPP vs. BUL - Drawdown Comparison

The maximum LOPP drawdown since its inception was -25.28%, smaller than the maximum BUL drawdown of -37.08%. Use the drawdown chart below to compare losses from any high point for LOPP and BUL.

Drawdown Indicators

	LOPP	BUL	Difference
Max Drawdown Largest peak-to-trough decline	-25.28%	-37.08%	+11.80%
Max Drawdown (1Y) Largest decline over 1 year	-9.77%	-8.93%	-0.84%
Max Drawdown (3Y) Largest decline over 3 years	-20.28%	-23.55%	+3.27%
Max Drawdown (5Y) Largest decline over 5 years	-25.28%	-27.85%	+2.57%
Current Drawdown Current decline from peak	-6.12%	-0.32%	-5.80%
Average Drawdown Average peak-to-trough decline	-8.09%	-7.52%	-0.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.95%	2.53%	+0.42%

Volatility

LOPP vs. BUL - Volatility Comparison

Gabelli Love Our Planet & People ETF (LOPP) has a higher volatility of 4.62% compared to Pacer US Cash Cows Growth ETF (BUL) at 4.26%. This indicates that LOPP's price experiences larger fluctuations and is considered to be riskier than BUL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LOPP	BUL	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.62%	4.26%	+0.36%
Volatility (6M) Calculated over the trailing 6-month period	14.03%	12.94%	+1.09%
Volatility (1Y) Calculated over the trailing 1-year period	17.40%	17.00%	+0.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.18%	21.90%	-3.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.72%	24.11%	-6.39%

LOPP vs. BUL - Expense Ratio Comparison

LOPP has a 0.00% expense ratio, which is lower than BUL's 0.60% expense ratio.

Dividends

LOPP vs. BUL - Dividend Comparison

LOPP's dividend yield for the trailing twelve months is around 0.73%, more than BUL's 0.21% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
BUL Pacer US Cash Cows Growth ETF	0.21%	0.28%	0.30%	2.11%	0.67%	0.08%	0.69%	0.81%
LOPP Gabelli Love Our Planet & People ETF	0.73%	0.83%	1.88%	2.23%	2.01%	1.25%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LOPP and BUL in my portfolio?

LOPP and BUL have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LOPP or BUL?

LOPP has higher volatility (4.62%) compared to BUL (4.26%). In terms of maximum drawdown, LOPP dropped -25.28% vs BUL's -37.08%.

Which ETF is better, LOPP or BUL?

On 5-year performance, BUL leads with 10.18% vs 7.43% for LOPP. On fees, LOPP is cheaper at 0.00% per year. On volatility, BUL has been the lower-risk option at 4.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LOPP or BUL?

Over the 5-year period, BUL has performed better with a 10.18% return vs 7.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LOPP or BUL?

LOPP is cheaper with a 0.00% expense ratio, compared with 0.60% for BUL.

Which ETF pays a higher dividend yield, LOPP or BUL?

LOPP has the higher dividend yield at 0.73%, compared with 0.21% for BUL.

What is the main difference between LOPP and BUL?

They also come from different issuers: Gabelli and Pacer. Their fees differ too: 0.00% for LOPP and 0.60% for BUL.

Which has better risk-adjusted returns?

BUL currently has the higher Sharpe Ratio (1.23 vs 1.21), 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.