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PEXL vs. OWL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PEXL vs. OWL - Performance Comparison

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

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

PEXL vs. OWL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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

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

PEXL
PEXL Risk / Return Rank: 8585
Overall Rank
PEXL Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
PEXL Sortino Ratio Rank: 8383
Sortino Ratio Rank
PEXL Omega Ratio Rank: 8080
Omega Ratio Rank
PEXL Calmar Ratio Rank: 8585
Calmar Ratio Rank
PEXL Martin Ratio Rank: 8888
Martin Ratio Rank

OWL
OWL Risk / Return Rank: 77
Overall Rank
OWL Sharpe Ratio Rank: 44
Sharpe Ratio Rank
OWL Sortino Ratio Rank: 55
Sortino Ratio Rank
OWL Omega Ratio Rank: 77
Omega Ratio Rank
OWL Calmar Ratio Rank: 1111
Calmar Ratio Rank
OWL Martin Ratio Rank: 99
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.

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.


PEXLOWLDifference
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

PEXL vs. OWL - Sharpe Ratio Comparison

The current PEXL Sharpe Ratio is 2.70, which is higher than the OWL Sharpe Ratio of -1.07. The chart below compares the historical Sharpe Ratios of PEXL and OWL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


PEXLOWLDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.43%

-62.23%

+61.80%

Average Drawdown

Average peak-to-trough decline

-6.69%

-24.27%

+17.58%

Ulcer Index

Depth 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


PEXLOWLDifference

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.


PositionTTM20252024202320222021202020192018
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.

Portfolio Optimizer

Find the right allocation for PEXL and OWL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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