MCOW vs. OUSA
MCOW (Pacer S&P MidCap 400 Quality FCF Aristocrats ETF) and OUSA (OShares U.S. Quality Dividend ETF) are both Quality Factor funds - MCOW tracks the S&P MidCap 400 Quality FCF Aristocrats Index while OUSA tracks the O'Shares US Quality Dividend Index. Both are passively managed. Their 0.45 correlation means their historical movements had little consistent relationship. MCOW charges 0.49%/yr vs 0.48%/yr for OUSA.
Performance
MCOW vs. OUSA - Performance Comparison
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Returns By Period
In the year-to-date period, MCOW achieves a 8.57% return, which is significantly higher than OUSA's 6.53% return.
MCOW
- 1D
- 0.18%
- 1M
- -0.04%
- 6M
- 7.96%
- YTD
- 8.57%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
OUSA
- 1D
- 0.11%
- 1M
- 1.87%
- 6M
- 4.63%
- YTD
- 6.53%
- 1Y
- 15.60%
- 3Y*
- 12.64%
- 5Y*
- 8.87%
- 10Y*
- 10.36%
- ALL TIME*
- 10.68%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.40K | $63.77K | $46.18K | |
| $914.72K | $1.31M | $1.45M |
MCOW vs. OUSA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MCOW Pacer S&P MidCap 400 Quality FCF Aristocrats ETF | 8.57% | -3.62% |
OUSA OShares U.S. Quality Dividend ETF | 6.53% | 3.75% |
Correlation
The correlation between MCOW and OUSA is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 28, 2025 | 0.45 |
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Return for Risk
MCOW vs. OUSA — Risk / Return Rank
MCOW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
OUSA
MCOW vs. OUSA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer S&P MidCap 400 Quality FCF Aristocrats ETF (MCOW) and OShares U.S. Quality Dividend ETF (OUSA). 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.
| MCOW | OUSA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.26 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.78 | — |
| Martin ratioReturn relative to average drawdown | — | 6.23 | — |
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Drawdowns
MCOW vs. OUSA - Drawdown Comparison
The maximum MCOW drawdown since its inception was -15.02%, smaller than the maximum OUSA drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for MCOW and OUSA.
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Drawdown Indicators
| MCOW | OUSA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.02% | -33.12% | +18.10% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.36% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.14% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.54% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.12% | — |
Current DrawdownCurrent decline from peak | -1.87% | -0.75% | -1.12% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -3.50% | -0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.39% | — |
Volatility
MCOW vs. OUSA - Volatility Comparison
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Volatility by Period
| MCOW | OUSA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.00% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.11% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.51% | 10.27% | +7.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.51% | 13.38% | +4.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.51% | 15.19% | +2.32% |
MCOW vs. OUSA - Expense Ratio Comparison
MCOW has a 0.49% expense ratio, which is higher than OUSA's 0.48% expense ratio.
Dividends
MCOW vs. OUSA - Dividend Comparison
MCOW's dividend yield for the trailing twelve months is around 0.21%, less than OUSA's 1.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCOW Pacer S&P MidCap 400 Quality FCF Aristocrats ETF | 0.21% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OUSA OShares U.S. Quality Dividend ETF | 1.36% | 1.39% | 1.50% | 1.81% | 1.92% | 1.56% | 2.03% | 2.31% | 3.06% | 2.15% | 2.32% | 1.17% |
Frequently Asked Questions
MCOW and OUSA have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, OUSA is cheaper at 0.48% per year. The better choice depends on whether you care most about return, fees, risk, or income.
OUSA is cheaper with a 0.48% expense ratio, compared with 0.49% for MCOW.
OUSA has the higher dividend yield at 1.36%, compared with 0.21% for MCOW.
MCOW tracks S&P MidCap 400 Quality FCF Aristocrats Index, while OUSA tracks O'Shares US Quality Dividend Index. They also come from different issuers: Pacer and O'Shares Investments. Their fees differ too: 0.49% for MCOW and 0.48% for OUSA.
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