PortfoliosLab logoPortfoliosLab logo
RBLU vs. GCOW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RBLU vs. GCOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-Rex 2X Long RBLX Daily Target ETF (RBLU) and Pacer Global Cash Cows Dividend ETF (GCOW). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, RBLU achieves a -79.08% return, which is significantly lower than GCOW's 12.18% return.


RBLU

1D
-6.23%
1M
-20.33%
YTD
-79.08%
6M
-84.26%
1Y
-86.95%
3Y*
5Y*
10Y*

GCOW

1D
-0.56%
1M
0.09%
YTD
12.18%
6M
13.23%
1Y
27.12%
3Y*
17.41%
5Y*
12.34%
10Y*
9.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RBLU vs. GCOW - Yearly Performance Comparison


2026 (YTD)2025
RBLU
T-Rex 2X Long RBLX Daily Target ETF
-79.08%16.20%
GCOW
Pacer Global Cash Cows Dividend ETF
12.18%18.69%

Correlation

The correlation between RBLU and GCOW is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.14

Correlation (All Time)
Calculated using the full available price history since Mar 5, 2025

-0.04

The correlation between RBLU and GCOW shifts across timeframes, from -0.14 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

RBLU vs. GCOW — Risk / Return Rank

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

RBLU
RBLU Risk / Return Rank: 22
Overall Rank
RBLU Sharpe Ratio Rank: 33
Sharpe Ratio Rank
RBLU Sortino Ratio Rank: 22
Sortino Ratio Rank
RBLU Omega Ratio Rank: 11
Omega Ratio Rank
RBLU Calmar Ratio Rank: 11
Calmar Ratio Rank
RBLU Martin Ratio Rank: 22
Martin Ratio Rank

GCOW
GCOW Risk / Return Rank: 7979
Overall Rank
GCOW Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
GCOW Sortino Ratio Rank: 7979
Sortino Ratio Rank
GCOW Omega Ratio Rank: 7272
Omega Ratio Rank
GCOW Calmar Ratio Rank: 9090
Calmar Ratio Rank
GCOW Martin Ratio Rank: 7777
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.

RBLU vs. GCOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Long RBLX Daily Target ETF (RBLU) and Pacer Global Cash Cows Dividend ETF (GCOW). 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.


RBLUGCOWDifference
Sharpe ratioReturn per unit of total volatility

-3.25

Sortino ratioReturn per unit of downside risk

-5.02

Omega ratioGain probability vs. loss probability

0.82

1.44

-0.61

Calmar ratioReturn relative to maximum drawdown

-0.92

5.71

-6.63

Martin ratioReturn relative to average drawdown

-1.41

15.05

-16.45

RBLU vs. GCOW - Sharpe Ratio Comparison

The current RBLU Sharpe Ratio is -0.73, which is lower than the GCOW Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of RBLU and GCOW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


RBLUGCOWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.73

2.52

-3.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.58

0.59

-1.17

Drawdowns

RBLU vs. GCOW - Drawdown Comparison

The maximum RBLU drawdown since its inception was -94.59%, which is greater than GCOW's maximum drawdown of -37.64%. Use the drawdown chart below to compare losses from any high point for RBLU and GCOW.


Loading charts...

Drawdown Indicators


RBLUGCOWDifference

Max Drawdown

Largest peak-to-trough decline

-94.59%

-37.64%

-56.95%

Max Drawdown (1Y)

Largest decline over 1 year

-94.59%

-4.77%

-89.82%

Max Drawdown (3Y)

Largest decline over 3 years

-12.35%

Max Drawdown (5Y)

Largest decline over 5 years

-21.48%

Max Drawdown (10Y)

Largest decline over 10 years

-37.64%

Current Drawdown

Current decline from peak

-94.16%

-2.73%

-91.43%

Average Drawdown

Average peak-to-trough decline

-42.88%

-5.84%

-37.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

61.69%

1.81%

+59.88%

Volatility

RBLU vs. GCOW - Volatility Comparison

T-Rex 2X Long RBLX Daily Target ETF (RBLU) has a higher volatility of 37.60% compared to Pacer Global Cash Cows Dividend ETF (GCOW) at 2.85%. This indicates that RBLU's price experiences larger fluctuations and is considered to be riskier than GCOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


RBLUGCOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

37.60%

2.85%

+34.75%

Volatility (6M)

Calculated over the trailing 6-month period

99.00%

7.99%

+91.01%

Volatility (1Y)

Calculated over the trailing 1-year period

119.35%

10.81%

+108.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

117.21%

13.49%

+103.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

117.21%

16.20%

+101.01%

RBLU vs. GCOW - Expense Ratio Comparison

RBLU has a 1.05% expense ratio, which is higher than GCOW's 0.60% expense ratio.


Dividends

RBLU vs. GCOW - Dividend Comparison

RBLU's dividend yield for the trailing twelve months is around 6.19%, more than GCOW's 4.43% yield.


PositionTTM2025202420232022202120202019201820172016
GCOW
Pacer Global Cash Cows Dividend ETF
4.43%4.06%5.14%5.28%4.39%4.23%4.12%4.40%3.94%2.79%1.95%
RBLU
T-Rex 2X Long RBLX Daily Target ETF
6.19%1.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RBLU and GCOW have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RBLU has higher volatility (37.60%) compared to GCOW (2.85%). In terms of maximum drawdown, RBLU dropped -94.59% vs GCOW's -37.64%.

On 1-year performance, GCOW leads with 27.12% vs -86.95% for RBLU. On fees, GCOW is cheaper at 0.60% per year. On volatility, GCOW has been the lower-risk option at 2.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GCOW has performed better with a 27.12% return vs -86.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GCOW is cheaper with a 0.60% expense ratio, compared with 1.05% for RBLU.

RBLU has the higher dividend yield at 6.19%, compared with 4.43% for GCOW.

RBLU is categorized as Leveraged Equities, while GCOW is Large Cap Value Equities. RBLU tracks Roblox Corp. Class A (RBLX), while GCOW tracks Pacer Global Cash Cows Dividends Index. They also come from different issuers: T-Rex and Pacer. Their fees differ too: 1.05% for RBLU and 0.60% for GCOW.

GCOW currently has the higher Sharpe Ratio (2.52 vs -0.73), 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 RBLU and GCOW

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

Open Portfolio Optimizer