RB vs. SCOW

Last updated Jul 14, 2026

RB (ProShares Russell 2000 Dynamic Daily Buffer ETF) and SCOW (Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF) are both exchange-traded funds - RB is a Defined Outcome fund tracking the Russell 2000, while SCOW is a Small Cap Blend Equities fund tracking the S&P SmallCap 600 Quality FCF Aristocrats Index. Both are passively managed. A 0.54 correlation means they provide meaningful diversification when combined. RB charges 0.58%/yr vs 0.59%/yr for SCOW.

Performance

RB vs. SCOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Russell 2000 Dynamic Daily Buffer ETF (RB) and Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF (SCOW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RB achieves a 8.17% return, which is significantly lower than SCOW's 11.70% return.

RB

• 1D: -0.10%
• 1M: 1.15%
• 6M: 6.04%
• YTD: 8.17%
• 1Y: 18.42%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCOW

• 1D: -0.34%
• 1M: 2.81%
• 6M: 8.30%
• YTD: 11.70%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RB vs. SCOW - Yearly Performance Comparison

	2026 (YTD)	2025
RB ProShares Russell 2000 Dynamic Daily Buffer ETF	8.17%	8.18%
SCOW Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF	11.70%	-2.05%

Correlation

The correlation between RB and SCOW is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 28, 2025	0.54

Return for Risk

RB vs. SCOW — Risk / Return Rank

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

RB

RB Risk / Return Rank: 96
RB Sharpe Ratio Rank: 94
RB Sortino Ratio Rank: 96
RB Omega Ratio Rank: 95
RB Calmar Ratio Rank: 97
RB Martin Ratio Rank: 96

SCOW

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

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.

RB vs. SCOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Russell 2000 Dynamic Daily Buffer ETF (RB) and Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF (SCOW). 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.

	RB	SCOW	Difference
Sharpe ratio: Return per unit of total volatility	2.82	—	—
Sortino ratio: Return per unit of downside risk	4.78	—	—
Omega ratio: Gain probability vs. loss probability	1.61	—	—
Calmar ratio: Return relative to maximum drawdown	8.85	—	—
Martin ratio: Return relative to average drawdown	28.55	—	—

Drawdowns

RB vs. SCOW - Drawdown Comparison

The maximum RB drawdown since its inception was -2.09%, smaller than the maximum SCOW drawdown of -10.09%. Use the drawdown chart below to compare losses from any high point for RB and SCOW.

Drawdown Indicators

	RB	SCOW	Difference
Max Drawdown Largest peak-to-trough decline	-2.09%	-10.09%	+8.00%
Max Drawdown (1Y) Largest decline over 1 year	-2.09%	—	—
Current Drawdown Current decline from peak	-0.28%	-0.34%	+0.06%
Average Drawdown Average peak-to-trough decline	-0.44%	-2.88%	+2.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.65%	—	—

Volatility

Volatility by Period

	RB	SCOW	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.81%	—	—
Volatility (6M) Calculated over the trailing 6-month period	4.74%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	6.58%	16.81%	-10.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.49%	16.81%	-10.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.49%	16.81%	-10.32%

RB vs. SCOW - Expense Ratio Comparison

RB has a 0.58% expense ratio, which is lower than SCOW's 0.59% expense ratio.

Dividends

RB vs. SCOW - Dividend Comparison

RB's dividend yield for the trailing twelve months is around 2.26%, more than SCOW's 0.38% yield.

Position	TTM	2025
RB ProShares Russell 2000 Dynamic Daily Buffer ETF	2.26%	1.78%
SCOW Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF	0.38%	0.17%

Frequently Asked Questions

Can I hold both RB and SCOW in my portfolio?

RB and SCOW have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, RB or SCOW?

On fees, RB is cheaper at 0.58% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, RB or SCOW?

RB is cheaper with a 0.58% expense ratio, compared with 0.59% for SCOW.

Which ETF pays a higher dividend yield, RB or SCOW?

RB has the higher dividend yield at 2.26%, compared with 0.38% for SCOW.

What is the main difference between RB and SCOW?

RB is categorized as Defined Outcome, while SCOW is Small Cap Blend Equities. RB tracks Russell 2000, while SCOW tracks S&P SmallCap 600 Quality FCF Aristocrats Index. They also come from different issuers: ProShares and Pacer. Their fees differ too: 0.58% for RB and 0.59% for SCOW.