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PALC vs. EWZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PALC vs. EWZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Lunt Large Cap Multi-Factor Alternator ETF (PALC) and iShares MSCI Brazil ETF (EWZ). The values are adjusted to include any dividend payments, if applicable.

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PALC vs. EWZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PALC
Pacer Lunt Large Cap Multi-Factor Alternator ETF
-0.64%7.28%21.24%17.52%-14.74%41.03%22.18%
EWZ
iShares MSCI Brazil ETF
20.84%48.81%-30.41%32.62%12.09%-17.32%25.92%

Returns By Period

In the year-to-date period, PALC achieves a -0.64% return, which is significantly lower than EWZ's 20.84% return.


PALC

1D
1.77%
1M
-7.15%
YTD
-0.64%
6M
0.82%
1Y
9.32%
3Y*
15.45%
5Y*
8.35%
10Y*

EWZ

1D
4.41%
1M
-0.88%
YTD
20.84%
6M
28.18%
1Y
56.58%
3Y*
19.24%
5Y*
11.82%
10Y*
9.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PALC vs. EWZ - Expense Ratio Comparison

PALC has a 0.60% expense ratio, which is higher than EWZ's 0.59% expense ratio.


Return for Risk

PALC vs. EWZ — Risk / Return Rank

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

PALC
PALC Risk / Return Rank: 3636
Overall Rank
PALC Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
PALC Sortino Ratio Rank: 3434
Sortino Ratio Rank
PALC Omega Ratio Rank: 3333
Omega Ratio Rank
PALC Calmar Ratio Rank: 3838
Calmar Ratio Rank
PALC Martin Ratio Rank: 3939
Martin Ratio Rank

EWZ
EWZ Risk / Return Rank: 9494
Overall Rank
EWZ Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EWZ Sortino Ratio Rank: 9393
Sortino Ratio Rank
EWZ Omega Ratio Rank: 9191
Omega Ratio Rank
EWZ Calmar Ratio Rank: 9797
Calmar Ratio Rank
EWZ Martin Ratio Rank: 9393
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.

PALC vs. EWZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Lunt Large Cap Multi-Factor Alternator ETF (PALC) and iShares MSCI Brazil ETF (EWZ). 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.


PALCEWZDifference

Sharpe ratio

Return per unit of total volatility

0.63

2.19

-1.56

Sortino ratio

Return per unit of downside risk

0.95

2.75

-1.79

Omega ratio

Gain probability vs. loss probability

1.13

1.37

-0.25

Calmar ratio

Return relative to maximum drawdown

0.94

4.89

-3.95

Martin ratio

Return relative to average drawdown

3.59

13.02

-9.43

PALC vs. EWZ - Sharpe Ratio Comparison

The current PALC Sharpe Ratio is 0.63, which is lower than the EWZ Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of PALC and EWZ, 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


PALCEWZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

2.19

-1.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.43

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.18

+0.69

Correlation

The correlation between PALC and EWZ is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PALC vs. EWZ - Dividend Comparison

PALC's dividend yield for the trailing twelve months is around 1.17%, less than EWZ's 4.29% yield.


TTM20252024202320222021202020192018201720162015
PALC
Pacer Lunt Large Cap Multi-Factor Alternator ETF
1.17%1.08%0.93%0.74%1.69%0.64%0.72%0.00%0.00%0.00%0.00%0.00%
EWZ
iShares MSCI Brazil ETF
4.29%5.19%8.91%5.66%12.59%9.87%1.71%2.54%2.89%1.71%1.81%4.08%

Drawdowns

PALC vs. EWZ - Drawdown Comparison

The maximum PALC drawdown since its inception was -24.45%, smaller than the maximum EWZ drawdown of -77.25%. Use the drawdown chart below to compare losses from any high point for PALC and EWZ.


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Drawdown Indicators


PALCEWZDifference

Max Drawdown

Largest peak-to-trough decline

-24.45%

-77.25%

+52.80%

Max Drawdown (1Y)

Largest decline over 1 year

-10.54%

-11.44%

+0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-24.45%

-32.24%

+7.79%

Max Drawdown (10Y)

Largest decline over 10 years

-56.99%

Current Drawdown

Current decline from peak

-7.15%

-15.84%

+8.69%

Average Drawdown

Average peak-to-trough decline

-6.46%

-36.09%

+29.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

4.29%

-1.53%

Volatility

PALC vs. EWZ - Volatility Comparison

The current volatility for Pacer Lunt Large Cap Multi-Factor Alternator ETF (PALC) is 4.45%, while iShares MSCI Brazil ETF (EWZ) has a volatility of 12.21%. This indicates that PALC experiences smaller price fluctuations and is considered to be less risky than EWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PALCEWZDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.45%

12.21%

-7.76%

Volatility (6M)

Calculated over the trailing 6-month period

9.17%

19.72%

-10.55%

Volatility (1Y)

Calculated over the trailing 1-year period

14.82%

25.98%

-11.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.24%

27.78%

-11.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.23%

34.34%

-17.11%