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MOTI vs. ECOW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

MOTI vs. ECOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Morningstar International Moat ETF (MOTI) and Pacer Emerging Markets Cash Cows 100 ETF (ECOW). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-3.59%
-2.33%
MOTI
ECOW

Returns By Period

In the year-to-date period, MOTI achieves a 2.17% return, which is significantly lower than ECOW's 6.15% return.


MOTI

YTD

2.17%

1M

-5.53%

6M

-3.59%

1Y

6.14%

5Y (annualized)

3.26%

10Y (annualized)

N/A

ECOW

YTD

6.15%

1M

-3.73%

6M

-2.33%

1Y

11.44%

5Y (annualized)

2.18%

10Y (annualized)

N/A

Key characteristics


MOTIECOW
Sharpe Ratio0.320.66
Sortino Ratio0.551.03
Omega Ratio1.071.12
Calmar Ratio0.370.57
Martin Ratio1.172.52
Ulcer Index4.46%4.32%
Daily Std Dev16.50%16.52%
Max Drawdown-36.70%-40.27%
Current Drawdown-11.84%-9.48%

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MOTI vs. ECOW - Expense Ratio Comparison

MOTI has a 0.57% expense ratio, which is lower than ECOW's 0.70% expense ratio.


ECOW
Pacer Emerging Markets Cash Cows 100 ETF
Expense ratio chart for ECOW: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%
Expense ratio chart for MOTI: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%

Correlation

-0.50.00.51.00.7

The correlation between MOTI and ECOW is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

MOTI vs. ECOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Morningstar International Moat ETF (MOTI) and Pacer Emerging Markets Cash Cows 100 ETF (ECOW). 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.


Sharpe ratio
The chart of Sharpe ratio for MOTI, currently valued at 0.32, compared to the broader market0.002.004.000.320.66
The chart of Sortino ratio for MOTI, currently valued at 0.55, compared to the broader market-2.000.002.004.006.008.0010.0012.000.551.03
The chart of Omega ratio for MOTI, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.12
The chart of Calmar ratio for MOTI, currently valued at 0.37, compared to the broader market0.005.0010.0015.000.370.57
The chart of Martin ratio for MOTI, currently valued at 1.17, compared to the broader market0.0020.0040.0060.0080.00100.001.172.52
MOTI
ECOW

The current MOTI Sharpe Ratio is 0.32, which is lower than the ECOW Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of MOTI and ECOW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.32
0.66
MOTI
ECOW

Dividends

MOTI vs. ECOW - Dividend Comparison

MOTI's dividend yield for the trailing twelve months is around 2.29%, less than ECOW's 5.15% yield.


TTM202320222021202020192018201720162015
MOTI
VanEck Vectors Morningstar International Moat ETF
2.29%2.34%3.27%4.67%2.14%3.90%3.73%5.86%1.33%0.84%
ECOW
Pacer Emerging Markets Cash Cows 100 ETF
5.15%5.46%7.50%4.39%3.35%8.07%0.00%0.00%0.00%0.00%

Drawdowns

MOTI vs. ECOW - Drawdown Comparison

The maximum MOTI drawdown since its inception was -36.70%, smaller than the maximum ECOW drawdown of -40.27%. Use the drawdown chart below to compare losses from any high point for MOTI and ECOW. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.84%
-9.48%
MOTI
ECOW

Volatility

MOTI vs. ECOW - Volatility Comparison

VanEck Vectors Morningstar International Moat ETF (MOTI) and Pacer Emerging Markets Cash Cows 100 ETF (ECOW) have volatilities of 5.43% and 5.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.43%
5.28%
MOTI
ECOW