RAUS vs. PSCX

Last updated Jun 6, 2026

RAUS (RACWI US ETF) and PSCX (Pacer Swan SOS Conservative (December) ETF) are both Large Cap Blend Equities funds. RAUS is passively managed, while PSCX is actively managed. Their correlation of 0.92 suggests significant overlap in exposure. RAUS charges 0.00%/yr vs 0.75%/yr for PSCX.

Performance

RAUS vs. PSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RACWI US ETF (RAUS) and Pacer Swan SOS Conservative (December) ETF (PSCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RAUS achieves a 9.37% return, which is significantly higher than PSCX's 4.28% return.

RAUS

• 1D: -2.46%
• 1M: 0.68%
• YTD: 9.37%
• 6M: 9.27%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

PSCX

• 1D: -0.92%
• 1M: 0.38%
• YTD: 4.28%
• 6M: 5.25%
• 1Y: 14.90%
• 3Y*: 12.50%
• 5Y*: 8.29%
• 10Y*: —

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

RAUS vs. PSCX - Yearly Performance Comparison

	2026 (YTD)	2025
RAUS RACWI US ETF	9.37%	4.73%
PSCX Pacer Swan SOS Conservative (December) ETF	4.28%	3.49%

Correlation

The correlation between RAUS and PSCX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 15, 2025	0.92

Return for Risk

RAUS vs. PSCX — Risk / Return Rank

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

PSCX

PSCX Risk / Return Rank: 85
PSCX Sharpe Ratio Rank: 85
PSCX Sortino Ratio Rank: 90
PSCX Omega Ratio Rank: 90
PSCX Calmar Ratio Rank: 74
PSCX Martin Ratio Rank: 88

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.

RAUS vs. PSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RACWI US ETF (RAUS) and Pacer Swan SOS Conservative (December) ETF (PSCX). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	RAUS	PSCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.67	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.17	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.60	1.25	+0.35

Drawdowns

RAUS vs. PSCX - Drawdown Comparison

The maximum RAUS drawdown since its inception was -8.63%, smaller than the maximum PSCX drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for RAUS and PSCX.

Drawdown Indicators

	RAUS	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-8.63%	-10.20%	+1.57%
Max Drawdown (1Y) Largest decline over 1 year	—	-4.20%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-9.61%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-10.20%	—
Current Drawdown Current decline from peak	-2.58%	-0.92%	-1.66%
Average Drawdown Average peak-to-trough decline	-1.28%	-1.86%	+0.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.82%	—

Volatility

Volatility by Period

	RAUS	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.24%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.32%	—
Volatility (1Y) Calculated over the trailing 1-year period	12.90%	5.61%	+7.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.90%	7.08%	+5.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.90%	6.97%	+5.93%

RAUS vs. PSCX - Expense Ratio Comparison

RAUS has a 0.00% expense ratio, which is lower than PSCX's 0.75% expense ratio.

Dividends

RAUS vs. PSCX - Dividend Comparison

RAUS's dividend yield for the trailing twelve months is around 0.23%, while PSCX has not paid dividends to shareholders.

Position	TTM	2025
PSCX Pacer Swan SOS Conservative (December) ETF	0.00%	0.00%
RAUS RACWI US ETF	0.23%	0.25%

Frequently Asked Questions

Can I hold both RAUS and PSCX in my portfolio?

With a correlation of 0.92, RAUS and PSCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, RAUS or PSCX?

On fees, RAUS is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, RAUS or PSCX?

RAUS is cheaper with a 0.00% expense ratio, compared with 0.75% for PSCX.

Which ETF pays a higher dividend yield, RAUS or PSCX?

RAUS has the higher dividend yield at 0.23%, compared with 0.00% for PSCX.

What is the main difference between RAUS and PSCX?

They also come from different issuers: RAFI Indices and Pacer. Their fees differ too: 0.00% for RAUS and 0.75% for PSCX.