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

Correlation

The correlation between MOTI and ECOW is 0.46, 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.


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.

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Key characteristics

Sharpe Ratio

MOTI:

0.53

ECOW:

0.26

Sortino Ratio

MOTI:

0.96

ECOW:

0.57

Omega Ratio

MOTI:

1.12

ECOW:

1.07

Calmar Ratio

MOTI:

0.78

ECOW:

0.32

Martin Ratio

MOTI:

1.69

ECOW:

0.79

Ulcer Index

MOTI:

6.99%

ECOW:

7.62%

Daily Std Dev

MOTI:

19.51%

ECOW:

18.90%

Max Drawdown

MOTI:

-36.70%

ECOW:

-40.27%

Current Drawdown

MOTI:

-3.08%

ECOW:

-4.72%

Returns By Period

In the year-to-date period, MOTI achieves a 13.15% return, which is significantly higher than ECOW's 8.29% return.


MOTI

YTD

13.15%

1M

6.43%

6M

9.74%

1Y

10.16%

5Y*

9.81%

10Y*

N/A

ECOW

YTD

8.29%

1M

8.52%

6M

3.00%

1Y

4.86%

5Y*

8.21%

10Y*

N/A

*Annualized

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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.


Risk-Adjusted Performance

MOTI vs. ECOW — Risk-Adjusted Performance Rank

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

MOTI
The Risk-Adjusted Performance Rank of MOTI is 5656
Overall Rank
The Sharpe Ratio Rank of MOTI is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of MOTI is 5757
Sortino Ratio Rank
The Omega Ratio Rank of MOTI is 5252
Omega Ratio Rank
The Calmar Ratio Rank of MOTI is 7272
Calmar Ratio Rank
The Martin Ratio Rank of MOTI is 4848
Martin Ratio Rank

ECOW
The Risk-Adjusted Performance Rank of ECOW is 3232
Overall Rank
The Sharpe Ratio Rank of ECOW is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of ECOW is 3232
Sortino Ratio Rank
The Omega Ratio Rank of ECOW is 3030
Omega Ratio Rank
The Calmar Ratio Rank of ECOW is 3838
Calmar Ratio Rank
The Martin Ratio Rank of ECOW is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current MOTI Sharpe Ratio is 0.53, which is higher than the ECOW Sharpe Ratio of 0.26. 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.


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Dividends

MOTI vs. ECOW - Dividend Comparison

MOTI's dividend yield for the trailing twelve months is around 4.23%, less than ECOW's 6.65% yield.


TTM2024202320222021202020192018201720162015
MOTI
VanEck Vectors Morningstar International Moat ETF
4.23%4.79%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
6.65%7.35%5.46%7.50%4.39%3.35%8.08%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.


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Volatility

MOTI vs. ECOW - Volatility Comparison

VanEck Vectors Morningstar International Moat ETF (MOTI) has a higher volatility of 5.05% compared to Pacer Emerging Markets Cash Cows 100 ETF (ECOW) at 4.11%. This indicates that MOTI's price experiences larger fluctuations and is considered to be riskier than ECOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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