PSCW vs. UXJA

Last updated Jun 3, 2026

PSCW (Pacer Swan SOS Conservative (April) ETF) and UXJA (FT Vest U.S. Equity Uncapped Accelerator ETF - January) are both Defined Outcome funds. Both are actively managed. Over the past year, PSCW returned 15.21% vs 31.49% for UXJA. Their correlation of 0.84 suggests significant overlap in exposure. PSCW charges 0.61%/yr vs 0.85%/yr for UXJA.

Performance

PSCW vs. UXJA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Conservative (April) ETF (PSCW) and FT Vest U.S. Equity Uncapped Accelerator ETF - January (UXJA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PSCW achieves a 7.56% return, which is significantly lower than UXJA's 12.41% return.

PSCW

• 1D: 0.02%
• 1M: 1.39%
• YTD: 7.56%
• 6M: 8.72%
• 1Y: 15.21%
• 3Y*: 11.75%
• 5Y*: 7.29%
• 10Y*: —

UXJA

• 1D: 0.14%
• 1M: 5.89%
• YTD: 12.41%
• 6M: 12.66%
• 1Y: 31.49%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PSCW vs. UXJA - Yearly Performance Comparison

	2026 (YTD)	2025
PSCW Pacer Swan SOS Conservative (April) ETF	7.56%	4.27%
UXJA FT Vest U.S. Equity Uncapped Accelerator ETF - January	12.41%	13.93%

Correlation

The correlation between PSCW and UXJA is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (All Time) Calculated using the full available price history since Jan 22, 2025	0.84

The correlation between PSCW and UXJA has been stable across timeframes, ranging from 0.80 to 0.84 - a consistent structural relationship.

Return for Risk

PSCW vs. UXJA — Risk / Return Rank

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

PSCW

PSCW Risk / Return Rank: 97
PSCW Sharpe Ratio Rank: 95
PSCW Sortino Ratio Rank: 97
PSCW Omega Ratio Rank: 97
PSCW Calmar Ratio Rank: 97
PSCW Martin Ratio Rank: 98

UXJA

UXJA Risk / Return Rank: 68
UXJA Sharpe Ratio Rank: 70
UXJA Sortino Ratio Rank: 66
UXJA Omega Ratio Rank: 66
UXJA Calmar Ratio Rank: 64
UXJA Martin Ratio Rank: 73

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.

PSCW vs. UXJA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Conservative (April) ETF (PSCW) and FT Vest U.S. Equity Uncapped Accelerator ETF - January (UXJA). 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.

	PSCW	UXJA	Difference
Sharpe ratio Return per unit of total volatility	3.90	2.34	+1.56
Sortino ratio Return per unit of downside risk	6.54	3.15	+3.39
Omega ratio Gain probability vs. loss probability	1.92	1.41	+0.51
Calmar ratio Return relative to maximum drawdown	10.51	3.24	+7.27
Martin ratio Return relative to average drawdown	53.89	14.01	+39.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PSCW vs. UXJA - Sharpe Ratio Comparison

The current PSCW Sharpe Ratio is 3.90, which is higher than the UXJA Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of PSCW and UXJA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PSCW	UXJA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.90	2.34	+1.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.96	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.98	1.08	-0.09

Drawdowns

PSCW vs. UXJA - Drawdown Comparison

The maximum PSCW drawdown since its inception was -11.89%, smaller than the maximum UXJA drawdown of -20.01%. Use the drawdown chart below to compare losses from any high point for PSCW and UXJA.

Drawdown Indicators

	PSCW	UXJA	Difference
Max Drawdown Largest peak-to-trough decline	-11.89%	-20.01%	+8.12%
Max Drawdown (1Y) Largest decline over 1 year	-1.50%	-9.83%	+8.33%
Max Drawdown (3Y) Largest decline over 3 years	-11.89%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-11.89%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-2.18%	-2.97%	+0.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.29%	2.27%	-1.98%

Volatility

PSCW vs. UXJA - Volatility Comparison

The current volatility for Pacer Swan SOS Conservative (April) ETF (PSCW) is 0.64%, while FT Vest U.S. Equity Uncapped Accelerator ETF - January (UXJA) has a volatility of 3.37%. This indicates that PSCW experiences smaller price fluctuations and is considered to be less risky than UXJA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSCW	UXJA	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.64%	3.37%	-2.73%
Volatility (6M) Calculated over the trailing 6-month period	2.47%	10.05%	-7.58%
Volatility (1Y) Calculated over the trailing 1-year period	3.94%	13.52%	-9.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.64%	18.60%	-10.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.60%	18.60%	-11.00%

PSCW vs. UXJA - Expense Ratio Comparison

PSCW has a 0.61% expense ratio, which is lower than UXJA's 0.85% expense ratio.

Dividends

PSCW vs. UXJA - Dividend Comparison

Neither PSCW nor UXJA has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both PSCW and UXJA in my portfolio?

PSCW and UXJA have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PSCW or UXJA?

UXJA has higher volatility (3.37%) compared to PSCW (0.64%). In terms of maximum drawdown, PSCW dropped -11.89% vs UXJA's -20.01%.

Which ETF is better, PSCW or UXJA?

On 1-year performance, UXJA leads with 31.49% vs 15.21% for PSCW. On fees, PSCW is cheaper at 0.61% per year. On volatility, PSCW has been the lower-risk option at 0.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSCW or UXJA?

Over the 1-year period, UXJA has performed better with a 31.49% return vs 15.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSCW or UXJA?

PSCW is cheaper with a 0.61% expense ratio, compared with 0.85% for UXJA.

Which ETF pays a higher dividend yield, PSCW or UXJA?

PSCW and UXJA have nearly identical dividend yields, around 0.00%.

What is the main difference between PSCW and UXJA?

They also come from different issuers: Pacer and First Trust. Their fees differ too: 0.61% for PSCW and 0.85% for UXJA.

Which has better risk-adjusted returns?

PSCW currently has the higher Sharpe Ratio (3.90 vs 2.34), 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.