OWL vs. PEXL

Last updated Apr 1, 2026

Compare and contrast key facts about Blue Owl Capital Inc. (OWL) and Pacer US Export Leaders ETF (PEXL).

PEXL is a passively managed fund by Pacer that tracks the performance of the Pacer US Export Leaders Index. It was launched on Jul 23, 2018.

Performance

OWL vs. PEXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blue Owl Capital Inc. (OWL) and Pacer US Export Leaders ETF (PEXL). The values are adjusted to include any dividend payments, if applicable.

OWL vs. PEXL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
OWL Blue Owl Capital Inc.	-37.68%	-32.83%	61.76%	47.40%	-26.29%	32.18%	11.57%
PEXL Pacer US Export Leaders ETF	-3.74%	27.33%	5.79%	24.40%	-20.41%	30.12%	3.24%

Returns By Period

In the year-to-date period, OWL achieves a -37.68% return, which is significantly lower than PEXL's -3.74% return.

OWL

• 1D: 0.66%
• 1M: -13.46%
• YTD: -37.68%
• 6M: -44.19%
• 1Y: -51.77%
• 3Y*: -1.86%
• 5Y*: 2.25%
• 10Y*: —

PEXL

• 1D: 3.54%
• 1M: -6.91%
• YTD: -3.74%
• 6M: 2.59%
• 1Y: 29.20%
• 3Y*: 12.71%
• 5Y*: 8.85%
• 10Y*: —

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

Return for Risk

OWL vs. PEXL — Risk / Return Rank

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

OWL

OWL Risk / Return Rank: 4
OWL Sharpe Ratio Rank: 3
OWL Sortino Ratio Rank: 4
OWL Omega Ratio Rank: 5
OWL Calmar Ratio Rank: 7
OWL Martin Ratio Rank: 1

PEXL

PEXL Risk / Return Rank: 71
PEXL Sharpe Ratio Rank: 68
PEXL Sortino Ratio Rank: 70
PEXL Omega Ratio Rank: 70
PEXL Calmar Ratio Rank: 71
PEXL Martin Ratio Rank: 79

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.

OWL vs. PEXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blue Owl Capital Inc. (OWL) and Pacer US Export Leaders ETF (PEXL). 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.

	OWL	PEXL	Difference
Sharpe ratio Return per unit of total volatility	-1.10	1.17	-2.27
Sortino ratio Return per unit of downside risk	-1.68	1.74	-3.43
Omega ratio Gain probability vs. loss probability	0.79	1.25	-0.46
Calmar ratio Return relative to maximum drawdown	-0.91	1.81	-2.72
Martin ratio Return relative to average drawdown	-2.06	8.35	-10.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OWL vs. PEXL - Sharpe Ratio Comparison

The current OWL Sharpe Ratio is -1.10, which is lower than the PEXL Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of OWL and PEXL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	OWL	PEXL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.10	1.17	-2.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.05	0.41	-0.36
Sharpe Ratio (All Time) Calculated using the full available price history	0.04	0.51	-0.48

Correlation

The correlation between OWL and PEXL is 0.57, 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.

Dividends

OWL vs. PEXL - Dividend Comparison

OWL's dividend yield for the trailing twelve months is around 9.86%, more than PEXL's 0.43% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
OWL Blue Owl Capital Inc.	9.86%	5.72%	2.92%	3.69%	4.06%	0.87%	0.00%	0.00%	0.00%
PEXL Pacer US Export Leaders ETF	0.43%	0.44%	0.48%	0.48%	0.60%	0.22%	0.48%	0.49%	0.29%

Drawdowns

OWL vs. PEXL - Drawdown Comparison

The maximum OWL drawdown since its inception was -65.58%, which is greater than PEXL's maximum drawdown of -36.76%. Use the drawdown chart below to compare losses from any high point for OWL and PEXL.

Drawdown Indicators

	OWL	PEXL	Difference
Max Drawdown Largest peak-to-trough decline	-65.58%	-36.76%	-28.82%
Max Drawdown (1Y) Largest decline over 1 year	-56.93%	-16.20%	-40.73%
Max Drawdown (5Y) Largest decline over 5 years	-65.58%	-30.44%	-35.14%
Current Drawdown Current decline from peak	-63.50%	-8.30%	-55.20%
Average Drawdown Average peak-to-trough decline	-22.71%	-6.85%	-15.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	25.30%	3.51%	+21.79%

Volatility

OWL vs. PEXL - Volatility Comparison

Blue Owl Capital Inc. (OWL) has a higher volatility of 11.49% compared to Pacer US Export Leaders ETF (PEXL) at 6.96%. This indicates that OWL's price experiences larger fluctuations and is considered to be riskier than PEXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OWL	PEXL	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.49%	6.96%	+4.53%
Volatility (6M) Calculated over the trailing 6-month period	32.40%	13.74%	+18.66%
Volatility (1Y) Calculated over the trailing 1-year period	47.08%	25.05%	+22.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.88%	21.77%	+21.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.29%	24.14%	+18.15%