PEXL vs. OWL
PEXL (Pacer US Export Leaders ETF) is Mid Cap Blend Equities fund tracking the Pacer US Export Leaders Index, while OWL (Blue Owl Capital Inc.) is a stock. Over the past 5 years, PEXL returned 13.39%/yr vs -1.67%/yr for OWL. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
PEXL vs. OWL - Performance Comparison
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Returns By Period
In the year-to-date period, PEXL achieves a 23.27% return, which is significantly higher than OWL's -35.51% return.
PEXL
- 1D
- -0.43%
- 1M
- 5.54%
- YTD
- 23.27%
- 6M
- 22.44%
- 1Y
- 51.10%
- 3Y*
- 21.89%
- 5Y*
- 13.39%
- 10Y*
- —
OWL
- 1D
- -3.15%
- 1M
- -8.25%
- YTD
- -35.51%
- 6M
- -39.33%
- 1Y
- -47.15%
- 3Y*
- -1.02%
- 5Y*
- -1.67%
- 10Y*
- —
PEXL vs. OWL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PEXL Pacer US Export Leaders ETF | 23.27% | 27.33% | 5.79% | 24.40% | -20.41% | 30.12% | 3.31% |
OWL Blue Owl Capital Inc. | -35.51% | -32.83% | 61.76% | 47.40% | -26.29% | 32.18% | 5.86% |
Correlation
The correlation between PEXL and OWL is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2020 | 0.55 |
The correlation between PEXL and OWL shifts across timeframes, from 0.40 (1 year) to 0.58 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
PEXL vs. OWL — Risk / Return Rank
PEXL
OWL
PEXL vs. OWL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer US Export Leaders ETF (PEXL) and Blue Owl Capital Inc. (OWL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PEXL | OWL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.78 | ||
| Sortino ratioReturn per unit of downside risk | +5.20 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 0.81 | +0.64 |
| Calmar ratioReturn relative to maximum drawdown | 4.49 | -0.81 | +5.30 |
| Martin ratioReturn relative to average drawdown | 18.64 | -1.38 | +20.02 |
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Drawdowns
PEXL vs. OWL - Drawdown Comparison
The maximum PEXL drawdown since its inception was -36.76%, smaller than the maximum OWL drawdown of -67.10%. Use the drawdown chart below to compare losses from any high point for PEXL and OWL.
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Drawdown Indicators
| PEXL | OWL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.76% | -67.10% | +30.34% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -58.59% | +47.16% |
Max Drawdown (3Y)Largest decline over 3 years | -24.72% | -67.10% | +42.38% |
Max Drawdown (5Y)Largest decline over 5 years | -30.44% | -67.10% | +36.66% |
Current DrawdownCurrent decline from peak | -0.43% | -62.23% | +61.80% |
Average DrawdownAverage peak-to-trough decline | -6.69% | -24.27% | +17.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 34.15% | -31.40% |
Volatility
PEXL vs. OWL - Volatility Comparison
The current volatility for Pacer US Export Leaders ETF (PEXL) is 8.08%, while Blue Owl Capital Inc. (OWL) has a volatility of 13.36%. This indicates that PEXL experiences smaller price fluctuations and is considered to be less risky than OWL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PEXL | OWL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.08% | 13.36% | -5.28% |
Volatility (6M)Calculated over the trailing 6-month period | 14.63% | 34.70% | -20.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.03% | 44.23% | -25.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.08% | 42.08% | -20.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.11% | 42.76% | -18.65% |
Dividends
PEXL vs. OWL - Dividend Comparison
PEXL's dividend yield for the trailing twelve months is around 0.29%, less than OWL's 9.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
OWL Blue Owl Capital Inc. | 9.80% | 5.72% | 2.92% | 3.69% | 4.06% | 0.87% | 0.00% | 0.00% | 0.00% |
PEXL Pacer US Export Leaders ETF | 0.29% | 0.44% | 0.48% | 0.48% | 0.60% | 0.22% | 0.48% | 0.49% | 0.29% |
Frequently Asked Questions
PEXL and OWL have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OWL has higher volatility (13.36%) compared to PEXL (8.08%). In terms of maximum drawdown, PEXL dropped -36.76% vs OWL's -67.10%.
PEXL currently has the higher Sharpe Ratio (2.70 vs -1.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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