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ODDS vs. URTH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ODDS vs. URTH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer BlueStar Digital Entertainment ETF (ODDS) and iShares MSCI World ETF (URTH). The values are adjusted to include any dividend payments, if applicable.

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ODDS vs. URTH - Yearly Performance Comparison


2026 (YTD)2025202420232022
ODDS
Pacer BlueStar Digital Entertainment ETF
-19.59%16.71%27.61%25.03%-14.96%
URTH
iShares MSCI World ETF
-3.10%21.36%18.66%23.95%-11.12%

Returns By Period

In the year-to-date period, ODDS achieves a -19.59% return, which is significantly lower than URTH's -3.10% return.


ODDS

1D
3.32%
1M
-3.42%
YTD
-19.59%
6M
-30.90%
1Y
-5.33%
3Y*
7.67%
5Y*
10Y*

URTH

1D
2.90%
1M
-5.67%
YTD
-3.10%
6M
-0.05%
1Y
19.39%
3Y*
17.10%
5Y*
10.24%
10Y*
12.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ODDS vs. URTH - Expense Ratio Comparison

ODDS has a 0.63% expense ratio, which is higher than URTH's 0.24% expense ratio.


Return for Risk

ODDS vs. URTH — Risk / Return Rank

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

ODDS
ODDS Risk / Return Rank: 88
Overall Rank
ODDS Sharpe Ratio Rank: 88
Sharpe Ratio Rank
ODDS Sortino Ratio Rank: 77
Sortino Ratio Rank
ODDS Omega Ratio Rank: 77
Omega Ratio Rank
ODDS Calmar Ratio Rank: 99
Calmar Ratio Rank
ODDS Martin Ratio Rank: 88
Martin Ratio Rank

URTH
URTH Risk / Return Rank: 7272
Overall Rank
URTH Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
URTH Sortino Ratio Rank: 7070
Sortino Ratio Rank
URTH Omega Ratio Rank: 7171
Omega Ratio Rank
URTH Calmar Ratio Rank: 6969
Calmar Ratio Rank
URTH Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ODDS vs. URTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer BlueStar Digital Entertainment ETF (ODDS) 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.


ODDSURTHDifference

Sharpe ratio

Return per unit of total volatility

-0.23

1.12

-1.36

Sortino ratio

Return per unit of downside risk

-0.18

1.68

-1.86

Omega ratio

Gain probability vs. loss probability

0.98

1.25

-0.27

Calmar ratio

Return relative to maximum drawdown

-0.21

1.66

-1.86

Martin ratio

Return relative to average drawdown

-0.48

8.03

-8.51

ODDS vs. URTH - Sharpe Ratio Comparison

The current ODDS Sharpe Ratio is -0.23, which is lower than the URTH Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of ODDS and URTH, 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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Sharpe Ratios by Period


ODDSURTHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.23

1.12

-1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.68

-0.42

Correlation

The correlation between ODDS and URTH is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ODDS vs. URTH - Dividend Comparison

ODDS's dividend yield for the trailing twelve months is around 3.02%, more than URTH's 1.53% yield.


TTM20252024202320222021202020192018201720162015
ODDS
Pacer BlueStar Digital Entertainment ETF
3.02%2.59%0.56%0.66%0.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
URTH
iShares MSCI World ETF
1.53%1.48%1.47%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%

Drawdowns

ODDS vs. URTH - Drawdown Comparison

The maximum ODDS drawdown since its inception was -35.09%, roughly equal to the maximum URTH drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for ODDS and URTH.


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Drawdown Indicators


ODDSURTHDifference

Max Drawdown

Largest peak-to-trough decline

-35.09%

-34.01%

-1.08%

Max Drawdown (1Y)

Largest decline over 1 year

-35.09%

-11.85%

-23.24%

Max Drawdown (5Y)

Largest decline over 5 years

-26.05%

Max Drawdown (10Y)

Largest decline over 10 years

-34.01%

Current Drawdown

Current decline from peak

-32.94%

-6.42%

-26.52%

Average Drawdown

Average peak-to-trough decline

-8.22%

-4.42%

-3.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.23%

2.44%

+12.79%

Volatility

ODDS vs. URTH - Volatility Comparison

Pacer BlueStar Digital Entertainment ETF (ODDS) has a higher volatility of 8.76% compared to iShares MSCI World ETF (URTH) at 5.72%. This indicates that ODDS's price experiences larger fluctuations and is considered to be riskier 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


ODDSURTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.76%

5.72%

+3.04%

Volatility (6M)

Calculated over the trailing 6-month period

16.00%

9.48%

+6.52%

Volatility (1Y)

Calculated over the trailing 1-year period

22.91%

17.34%

+5.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.07%

16.16%

+8.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.07%

17.28%

+7.79%