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PSFD vs. UOCT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

PSFD vs. UOCT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Flex (December) ETF (PSFD) and Innovator U.S. Equity Ultra Buffer ETF - October (UOCT). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
6.32%
3.50%
PSFD
UOCT

Returns By Period

In the year-to-date period, PSFD achieves a 13.81% return, which is significantly higher than UOCT's 8.68% return.


PSFD

YTD

13.81%

1M

1.02%

6M

6.32%

1Y

18.42%

5Y (annualized)

N/A

10Y (annualized)

N/A

UOCT

YTD

8.68%

1M

0.23%

6M

3.50%

1Y

11.86%

5Y (annualized)

7.35%

10Y (annualized)

N/A

Key characteristics


PSFDUOCT
Sharpe Ratio3.233.21
Sortino Ratio4.484.80
Omega Ratio1.681.77
Calmar Ratio4.766.97
Martin Ratio26.2138.73
Ulcer Index0.72%0.31%
Daily Std Dev5.83%3.73%
Max Drawdown-14.94%-13.68%
Current Drawdown0.00%-0.68%

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PSFD vs. UOCT - Expense Ratio Comparison

PSFD has a 0.75% expense ratio, which is lower than UOCT's 0.79% expense ratio.


UOCT
Innovator U.S. Equity Ultra Buffer ETF - October
Expense ratio chart for UOCT: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for PSFD: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Correlation

-0.50.00.51.00.9

The correlation between PSFD and UOCT is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

PSFD vs. UOCT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Flex (December) ETF (PSFD) and Innovator U.S. Equity Ultra Buffer ETF - October (UOCT). 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.


Sharpe ratio
The chart of Sharpe ratio for PSFD, currently valued at 3.23, compared to the broader market0.002.004.003.233.21
The chart of Sortino ratio for PSFD, currently valued at 4.48, compared to the broader market-2.000.002.004.006.008.0010.004.484.80
The chart of Omega ratio for PSFD, currently valued at 1.68, compared to the broader market0.501.001.502.002.503.001.681.77
The chart of Calmar ratio for PSFD, currently valued at 4.76, compared to the broader market0.005.0010.0015.004.766.97
The chart of Martin ratio for PSFD, currently valued at 26.21, compared to the broader market0.0020.0040.0060.0080.00100.0026.2138.73
PSFD
UOCT

The current PSFD Sharpe Ratio is 3.23, which is comparable to the UOCT Sharpe Ratio of 3.21. The chart below compares the historical Sharpe Ratios of PSFD and UOCT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio2.002.503.003.504.004.50JuneJulyAugustSeptemberOctoberNovember
3.23
3.21
PSFD
UOCT

Dividends

PSFD vs. UOCT - Dividend Comparison

Neither PSFD nor UOCT has paid dividends to shareholders.


TTM20232022202120202019
PSFD
Pacer Swan SOS Flex (December) ETF
0.00%0.00%0.00%0.00%0.00%0.00%
UOCT
Innovator U.S. Equity Ultra Buffer ETF - October
0.00%0.00%0.00%0.00%0.00%2.33%

Drawdowns

PSFD vs. UOCT - Drawdown Comparison

The maximum PSFD drawdown since its inception was -14.94%, which is greater than UOCT's maximum drawdown of -13.68%. Use the drawdown chart below to compare losses from any high point for PSFD and UOCT. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.68%
PSFD
UOCT

Volatility

PSFD vs. UOCT - Volatility Comparison

The current volatility for Pacer Swan SOS Flex (December) ETF (PSFD) is 0.84%, while Innovator U.S. Equity Ultra Buffer ETF - October (UOCT) has a volatility of 1.73%. This indicates that PSFD experiences smaller price fluctuations and is considered to be less risky than UOCT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%JuneJulyAugustSeptemberOctoberNovember
0.84%
1.73%
PSFD
UOCT